NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 22-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
46.60 |
48.37 |
1.77 |
3.8% |
43.90 |
High |
48.51 |
49.20 |
0.69 |
1.4% |
47.12 |
Low |
46.46 |
47.17 |
0.71 |
1.5% |
42.95 |
Close |
48.24 |
48.03 |
-0.21 |
-0.4% |
46.36 |
Range |
2.05 |
2.03 |
-0.02 |
-1.0% |
4.17 |
ATR |
1.57 |
1.60 |
0.03 |
2.1% |
0.00 |
Volume |
665,326 |
826,208 |
160,882 |
24.2% |
2,356,887 |
|
Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.22 |
53.16 |
49.15 |
|
R3 |
52.19 |
51.13 |
48.59 |
|
R2 |
50.16 |
50.16 |
48.40 |
|
R1 |
49.10 |
49.10 |
48.22 |
48.62 |
PP |
48.13 |
48.13 |
48.13 |
47.89 |
S1 |
47.07 |
47.07 |
47.84 |
46.59 |
S2 |
46.10 |
46.10 |
47.66 |
|
S3 |
44.07 |
45.04 |
47.47 |
|
S4 |
42.04 |
43.01 |
46.91 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.99 |
56.34 |
48.65 |
|
R3 |
53.82 |
52.17 |
47.51 |
|
R2 |
49.65 |
49.65 |
47.12 |
|
R1 |
48.00 |
48.00 |
46.74 |
48.83 |
PP |
45.48 |
45.48 |
45.48 |
45.89 |
S1 |
43.83 |
43.83 |
45.98 |
44.66 |
S2 |
41.31 |
41.31 |
45.60 |
|
S3 |
37.14 |
39.66 |
45.21 |
|
S4 |
32.97 |
35.49 |
44.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.20 |
45.18 |
4.02 |
8.4% |
1.67 |
3.5% |
71% |
True |
False |
612,394 |
10 |
49.20 |
42.95 |
6.25 |
13.0% |
1.82 |
3.8% |
81% |
True |
False |
487,367 |
20 |
50.69 |
42.95 |
7.74 |
16.1% |
1.56 |
3.3% |
66% |
False |
False |
336,804 |
40 |
52.74 |
42.95 |
9.79 |
20.4% |
1.46 |
3.0% |
52% |
False |
False |
224,261 |
60 |
52.74 |
42.95 |
9.79 |
20.4% |
1.50 |
3.1% |
52% |
False |
False |
164,086 |
80 |
52.74 |
42.34 |
10.40 |
21.7% |
1.47 |
3.1% |
55% |
False |
False |
129,284 |
100 |
52.74 |
42.34 |
10.40 |
21.7% |
1.48 |
3.1% |
55% |
False |
False |
106,829 |
120 |
53.72 |
42.34 |
11.38 |
23.7% |
1.46 |
3.0% |
50% |
False |
False |
90,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.83 |
2.618 |
54.51 |
1.618 |
52.48 |
1.000 |
51.23 |
0.618 |
50.45 |
HIGH |
49.20 |
0.618 |
48.42 |
0.500 |
48.19 |
0.382 |
47.95 |
LOW |
47.17 |
0.618 |
45.92 |
1.000 |
45.14 |
1.618 |
43.89 |
2.618 |
41.86 |
4.250 |
38.54 |
|
|
Fisher Pivots for day following 22-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
48.19 |
47.75 |
PP |
48.13 |
47.47 |
S1 |
48.08 |
47.19 |
|