NYMEX Light Sweet Crude Oil Future December 2016
Trading Metrics calculated at close of trading on 14-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
44.35 |
43.20 |
-1.15 |
-2.6% |
44.45 |
High |
44.63 |
43.81 |
-0.82 |
-1.8% |
45.95 |
Low |
43.03 |
42.20 |
-0.83 |
-1.9% |
43.03 |
Close |
43.41 |
43.32 |
-0.09 |
-0.2% |
43.41 |
Range |
1.60 |
1.61 |
0.01 |
0.6% |
2.92 |
ATR |
1.48 |
1.49 |
0.01 |
0.6% |
0.00 |
Volume |
631,135 |
704,766 |
73,631 |
11.7% |
3,539,357 |
|
Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.94 |
47.24 |
44.21 |
|
R3 |
46.33 |
45.63 |
43.76 |
|
R2 |
44.72 |
44.72 |
43.62 |
|
R1 |
44.02 |
44.02 |
43.47 |
44.37 |
PP |
43.11 |
43.11 |
43.11 |
43.29 |
S1 |
42.41 |
42.41 |
43.17 |
42.76 |
S2 |
41.50 |
41.50 |
43.02 |
|
S3 |
39.89 |
40.80 |
42.88 |
|
S4 |
38.28 |
39.19 |
42.43 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.89 |
51.07 |
45.02 |
|
R3 |
49.97 |
48.15 |
44.21 |
|
R2 |
47.05 |
47.05 |
43.95 |
|
R1 |
45.23 |
45.23 |
43.68 |
44.68 |
PP |
44.13 |
44.13 |
44.13 |
43.86 |
S1 |
42.31 |
42.31 |
43.14 |
41.76 |
S2 |
41.21 |
41.21 |
42.87 |
|
S3 |
38.29 |
39.39 |
42.61 |
|
S4 |
35.37 |
36.47 |
41.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.95 |
42.20 |
3.75 |
8.7% |
1.69 |
3.9% |
30% |
False |
True |
727,678 |
10 |
47.35 |
42.20 |
5.15 |
11.9% |
1.49 |
3.4% |
22% |
False |
True |
703,055 |
20 |
52.22 |
42.20 |
10.02 |
23.1% |
1.40 |
3.2% |
11% |
False |
True |
637,111 |
40 |
52.22 |
42.20 |
10.02 |
23.1% |
1.44 |
3.3% |
11% |
False |
True |
448,954 |
60 |
52.22 |
42.20 |
10.02 |
23.1% |
1.47 |
3.4% |
11% |
False |
True |
333,365 |
80 |
52.22 |
41.58 |
10.64 |
24.6% |
1.47 |
3.4% |
16% |
False |
False |
268,860 |
100 |
52.40 |
41.58 |
10.82 |
25.0% |
1.53 |
3.5% |
16% |
False |
False |
230,175 |
120 |
53.62 |
41.58 |
12.04 |
27.8% |
1.50 |
3.5% |
14% |
False |
False |
201,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.65 |
2.618 |
48.02 |
1.618 |
46.41 |
1.000 |
45.42 |
0.618 |
44.80 |
HIGH |
43.81 |
0.618 |
43.19 |
0.500 |
43.01 |
0.382 |
42.82 |
LOW |
42.20 |
0.618 |
41.21 |
1.000 |
40.59 |
1.618 |
39.60 |
2.618 |
37.99 |
4.250 |
35.36 |
|
|
Fisher Pivots for day following 14-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
43.22 |
43.92 |
PP |
43.11 |
43.72 |
S1 |
43.01 |
43.52 |
|