NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 08-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
44.45 |
44.97 |
0.52 |
1.2% |
48.25 |
High |
45.01 |
45.39 |
0.38 |
0.8% |
48.74 |
Low |
44.11 |
44.41 |
0.30 |
0.7% |
43.57 |
Close |
44.89 |
44.98 |
0.09 |
0.2% |
44.07 |
Range |
0.90 |
0.98 |
0.08 |
8.9% |
5.17 |
ATR |
1.39 |
1.36 |
-0.03 |
-2.1% |
0.00 |
Volume |
605,733 |
669,639 |
63,906 |
10.6% |
3,435,672 |
|
Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.87 |
47.40 |
45.52 |
|
R3 |
46.89 |
46.42 |
45.25 |
|
R2 |
45.91 |
45.91 |
45.16 |
|
R1 |
45.44 |
45.44 |
45.07 |
45.68 |
PP |
44.93 |
44.93 |
44.93 |
45.04 |
S1 |
44.46 |
44.46 |
44.89 |
44.70 |
S2 |
43.95 |
43.95 |
44.80 |
|
S3 |
42.97 |
43.48 |
44.71 |
|
S4 |
41.99 |
42.50 |
44.44 |
|
|
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 |
46.47 |
43.57 |
2.90 |
6.4% |
1.24 |
2.8% |
49% |
False |
False |
645,363 |
10 |
50.10 |
43.57 |
6.53 |
14.5% |
1.32 |
2.9% |
22% |
False |
False |
648,361 |
20 |
52.22 |
43.57 |
8.65 |
19.2% |
1.27 |
2.8% |
16% |
False |
False |
559,340 |
40 |
52.22 |
43.57 |
8.65 |
19.2% |
1.37 |
3.1% |
16% |
False |
False |
388,153 |
60 |
52.22 |
43.57 |
8.65 |
19.2% |
1.43 |
3.2% |
16% |
False |
False |
289,601 |
80 |
52.22 |
41.58 |
10.64 |
23.7% |
1.44 |
3.2% |
32% |
False |
False |
234,559 |
100 |
52.40 |
41.58 |
10.82 |
24.1% |
1.52 |
3.4% |
31% |
False |
False |
203,264 |
120 |
53.62 |
41.58 |
12.04 |
26.8% |
1.47 |
3.3% |
28% |
False |
False |
178,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.56 |
2.618 |
47.96 |
1.618 |
46.98 |
1.000 |
46.37 |
0.618 |
46.00 |
HIGH |
45.39 |
0.618 |
45.02 |
0.500 |
44.90 |
0.382 |
44.78 |
LOW |
44.41 |
0.618 |
43.80 |
1.000 |
43.43 |
1.618 |
42.82 |
2.618 |
41.84 |
4.250 |
40.25 |
|
|
Fisher Pivots for day following 08-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
44.95 |
44.81 |
PP |
44.93 |
44.65 |
S1 |
44.90 |
44.48 |
|