NYMEX Light Sweet Crude Oil Future January 2017
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 |
45.00 |
45.53 |
0.53 |
1.2% |
48.95 |
High |
45.59 |
45.99 |
0.40 |
0.9% |
49.36 |
Low |
44.68 |
44.99 |
0.31 |
0.7% |
44.16 |
Close |
45.47 |
45.61 |
0.14 |
0.3% |
44.65 |
Range |
0.91 |
1.00 |
0.09 |
9.9% |
5.20 |
ATR |
1.37 |
1.35 |
-0.03 |
-1.9% |
0.00 |
Volume |
257,429 |
303,387 |
45,958 |
17.9% |
946,276 |
|
Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.53 |
48.07 |
46.16 |
|
R3 |
47.53 |
47.07 |
45.89 |
|
R2 |
46.53 |
46.53 |
45.79 |
|
R1 |
46.07 |
46.07 |
45.70 |
46.30 |
PP |
45.53 |
45.53 |
45.53 |
45.65 |
S1 |
45.07 |
45.07 |
45.52 |
45.30 |
S2 |
44.53 |
44.53 |
45.43 |
|
S3 |
43.53 |
44.07 |
45.34 |
|
S4 |
42.53 |
43.07 |
45.06 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.66 |
58.35 |
47.51 |
|
R3 |
56.46 |
53.15 |
46.08 |
|
R2 |
51.26 |
51.26 |
45.60 |
|
R1 |
47.95 |
47.95 |
45.13 |
47.01 |
PP |
46.06 |
46.06 |
46.06 |
45.58 |
S1 |
42.75 |
42.75 |
44.17 |
41.81 |
S2 |
40.86 |
40.86 |
43.70 |
|
S3 |
35.66 |
37.55 |
43.22 |
|
S4 |
30.46 |
32.35 |
41.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.05 |
44.16 |
2.89 |
6.3% |
1.25 |
2.7% |
50% |
False |
False |
212,875 |
10 |
50.69 |
44.16 |
6.53 |
14.3% |
1.31 |
2.9% |
22% |
False |
False |
186,241 |
20 |
52.68 |
44.16 |
8.52 |
18.7% |
1.24 |
2.7% |
17% |
False |
False |
159,530 |
40 |
52.74 |
44.16 |
8.58 |
18.8% |
1.35 |
3.0% |
17% |
False |
False |
115,995 |
60 |
52.74 |
44.16 |
8.58 |
18.8% |
1.40 |
3.1% |
17% |
False |
False |
87,524 |
80 |
52.74 |
42.34 |
10.40 |
22.8% |
1.40 |
3.1% |
31% |
False |
False |
70,304 |
100 |
52.74 |
42.34 |
10.40 |
22.8% |
1.46 |
3.2% |
31% |
False |
False |
59,354 |
120 |
53.72 |
42.34 |
11.38 |
25.0% |
1.39 |
3.1% |
29% |
False |
False |
50,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.24 |
2.618 |
48.61 |
1.618 |
47.61 |
1.000 |
46.99 |
0.618 |
46.61 |
HIGH |
45.99 |
0.618 |
45.61 |
0.500 |
45.49 |
0.382 |
45.37 |
LOW |
44.99 |
0.618 |
44.37 |
1.000 |
43.99 |
1.618 |
43.37 |
2.618 |
42.37 |
4.250 |
40.74 |
|
|
Fisher Pivots for day following 08-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
45.57 |
45.43 |
PP |
45.53 |
45.25 |
S1 |
45.49 |
45.08 |
|