NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 09-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
45.53 |
45.45 |
-0.08 |
-0.2% |
48.95 |
High |
45.99 |
46.58 |
0.59 |
1.3% |
49.36 |
Low |
44.99 |
43.75 |
-1.24 |
-2.8% |
44.16 |
Close |
45.61 |
45.94 |
0.33 |
0.7% |
44.65 |
Range |
1.00 |
2.83 |
1.83 |
183.0% |
5.20 |
ATR |
1.35 |
1.45 |
0.11 |
7.9% |
0.00 |
Volume |
303,387 |
414,385 |
110,998 |
36.6% |
946,276 |
|
Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.91 |
52.76 |
47.50 |
|
R3 |
51.08 |
49.93 |
46.72 |
|
R2 |
48.25 |
48.25 |
46.46 |
|
R1 |
47.10 |
47.10 |
46.20 |
47.68 |
PP |
45.42 |
45.42 |
45.42 |
45.71 |
S1 |
44.27 |
44.27 |
45.68 |
44.85 |
S2 |
42.59 |
42.59 |
45.42 |
|
S3 |
39.76 |
41.44 |
45.16 |
|
S4 |
36.93 |
38.61 |
44.38 |
|
|
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 |
46.58 |
43.75 |
2.83 |
6.2% |
1.52 |
3.3% |
77% |
True |
True |
261,633 |
10 |
50.67 |
43.75 |
6.92 |
15.1% |
1.48 |
3.2% |
32% |
False |
True |
214,192 |
20 |
52.68 |
43.75 |
8.93 |
19.4% |
1.32 |
2.9% |
25% |
False |
True |
174,630 |
40 |
52.74 |
43.75 |
8.99 |
19.6% |
1.38 |
3.0% |
24% |
False |
True |
125,516 |
60 |
52.74 |
43.75 |
8.99 |
19.6% |
1.42 |
3.1% |
24% |
False |
True |
94,053 |
80 |
52.74 |
42.34 |
10.40 |
22.6% |
1.43 |
3.1% |
35% |
False |
False |
75,301 |
100 |
52.74 |
42.34 |
10.40 |
22.6% |
1.47 |
3.2% |
35% |
False |
False |
63,433 |
120 |
53.72 |
42.34 |
11.38 |
24.8% |
1.41 |
3.1% |
32% |
False |
False |
54,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.61 |
2.618 |
53.99 |
1.618 |
51.16 |
1.000 |
49.41 |
0.618 |
48.33 |
HIGH |
46.58 |
0.618 |
45.50 |
0.500 |
45.17 |
0.382 |
44.83 |
LOW |
43.75 |
0.618 |
42.00 |
1.000 |
40.92 |
1.618 |
39.17 |
2.618 |
36.34 |
4.250 |
31.72 |
|
|
Fisher Pivots for day following 09-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
45.68 |
45.68 |
PP |
45.42 |
45.42 |
S1 |
45.17 |
45.17 |
|