NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 07-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
44.63 |
44.45 |
-0.18 |
-0.4% |
48.25 |
High |
44.87 |
45.01 |
0.14 |
0.3% |
48.74 |
Low |
43.57 |
44.11 |
0.54 |
1.2% |
43.57 |
Close |
44.07 |
44.89 |
0.82 |
1.9% |
44.07 |
Range |
1.30 |
0.90 |
-0.40 |
-30.8% |
5.17 |
ATR |
1.43 |
1.39 |
-0.03 |
-2.4% |
0.00 |
Volume |
736,685 |
605,733 |
-130,952 |
-17.8% |
3,435,672 |
|
Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.37 |
47.03 |
45.39 |
|
R3 |
46.47 |
46.13 |
45.14 |
|
R2 |
45.57 |
45.57 |
45.06 |
|
R1 |
45.23 |
45.23 |
44.97 |
45.40 |
PP |
44.67 |
44.67 |
44.67 |
44.76 |
S1 |
44.33 |
44.33 |
44.81 |
44.50 |
S2 |
43.77 |
43.77 |
44.73 |
|
S3 |
42.87 |
43.43 |
44.64 |
|
S4 |
41.97 |
42.53 |
44.40 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.97 |
57.69 |
46.91 |
|
R3 |
55.80 |
52.52 |
45.49 |
|
R2 |
50.63 |
50.63 |
45.02 |
|
R1 |
47.35 |
47.35 |
44.54 |
46.41 |
PP |
45.46 |
45.46 |
45.46 |
44.99 |
S1 |
42.18 |
42.18 |
43.60 |
41.24 |
S2 |
40.29 |
40.29 |
43.12 |
|
S3 |
35.12 |
37.01 |
42.65 |
|
S4 |
29.95 |
31.84 |
41.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.35 |
43.57 |
3.78 |
8.4% |
1.28 |
2.8% |
35% |
False |
False |
678,433 |
10 |
50.93 |
43.57 |
7.36 |
16.4% |
1.38 |
3.1% |
18% |
False |
False |
636,775 |
20 |
52.22 |
43.57 |
8.65 |
19.3% |
1.27 |
2.8% |
15% |
False |
False |
549,310 |
40 |
52.22 |
43.57 |
8.65 |
19.3% |
1.38 |
3.1% |
15% |
False |
False |
374,620 |
60 |
52.22 |
43.57 |
8.65 |
19.3% |
1.44 |
3.2% |
15% |
False |
False |
279,537 |
80 |
52.22 |
41.58 |
10.64 |
23.7% |
1.44 |
3.2% |
31% |
False |
False |
226,790 |
100 |
52.40 |
41.58 |
10.82 |
24.1% |
1.53 |
3.4% |
31% |
False |
False |
197,138 |
120 |
53.62 |
41.58 |
12.04 |
26.8% |
1.48 |
3.3% |
27% |
False |
False |
172,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.84 |
2.618 |
47.37 |
1.618 |
46.47 |
1.000 |
45.91 |
0.618 |
45.57 |
HIGH |
45.01 |
0.618 |
44.67 |
0.500 |
44.56 |
0.382 |
44.45 |
LOW |
44.11 |
0.618 |
43.55 |
1.000 |
43.21 |
1.618 |
42.65 |
2.618 |
41.75 |
4.250 |
40.29 |
|
|
Fisher Pivots for day following 07-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
44.78 |
44.84 |
PP |
44.67 |
44.79 |
S1 |
44.56 |
44.74 |
|