NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 10-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
44.82 |
45.31 |
0.49 |
1.1% |
48.25 |
High |
45.95 |
45.64 |
-0.31 |
-0.7% |
48.74 |
Low |
43.07 |
44.25 |
1.18 |
2.7% |
43.57 |
Close |
45.27 |
44.66 |
-0.61 |
-1.3% |
44.07 |
Range |
2.88 |
1.39 |
-1.49 |
-51.7% |
5.17 |
ATR |
1.47 |
1.47 |
-0.01 |
-0.4% |
0.00 |
Volume |
946,512 |
686,338 |
-260,174 |
-27.5% |
3,435,672 |
|
Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.02 |
48.23 |
45.42 |
|
R3 |
47.63 |
46.84 |
45.04 |
|
R2 |
46.24 |
46.24 |
44.91 |
|
R1 |
45.45 |
45.45 |
44.79 |
45.15 |
PP |
44.85 |
44.85 |
44.85 |
44.70 |
S1 |
44.06 |
44.06 |
44.53 |
43.76 |
S2 |
43.46 |
43.46 |
44.41 |
|
S3 |
42.07 |
42.67 |
44.28 |
|
S4 |
40.68 |
41.28 |
43.90 |
|
|
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 |
45.95 |
43.07 |
2.88 |
6.4% |
1.49 |
3.3% |
55% |
False |
False |
728,981 |
10 |
49.81 |
43.07 |
6.74 |
15.1% |
1.51 |
3.4% |
24% |
False |
False |
689,397 |
20 |
52.22 |
43.07 |
9.15 |
20.5% |
1.36 |
3.0% |
17% |
False |
False |
603,498 |
40 |
52.22 |
43.07 |
9.15 |
20.5% |
1.41 |
3.2% |
17% |
False |
False |
421,293 |
60 |
52.22 |
43.07 |
9.15 |
20.5% |
1.46 |
3.3% |
17% |
False |
False |
313,974 |
80 |
52.22 |
41.58 |
10.64 |
23.8% |
1.46 |
3.3% |
29% |
False |
False |
253,311 |
100 |
52.40 |
41.58 |
10.82 |
24.2% |
1.53 |
3.4% |
28% |
False |
False |
218,338 |
120 |
53.62 |
41.58 |
12.04 |
27.0% |
1.49 |
3.3% |
26% |
False |
False |
191,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.55 |
2.618 |
49.28 |
1.618 |
47.89 |
1.000 |
47.03 |
0.618 |
46.50 |
HIGH |
45.64 |
0.618 |
45.11 |
0.500 |
44.95 |
0.382 |
44.78 |
LOW |
44.25 |
0.618 |
43.39 |
1.000 |
42.86 |
1.618 |
42.00 |
2.618 |
40.61 |
4.250 |
38.34 |
|
|
Fisher Pivots for day following 10-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
44.95 |
44.61 |
PP |
44.85 |
44.56 |
S1 |
44.76 |
44.51 |
|