We introduce a completely local subtraction method for fully differential predictions at next-to-next-to-leading order (NNLO) accuracy for jet cross sections and use it to compute event shapes in three-jet production in electron-positron collisions. We validate our method on two event shapes, thrust and C parameter, which are already known in the literature at NNLO accuracy and compute for the first time oblateness and the energy-energy correlation at the same accuracy.