NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
48.37 |
47.94 |
-0.43 |
-0.9% |
43.90 |
| High |
49.20 |
48.43 |
-0.77 |
-1.6% |
47.12 |
| Low |
47.17 |
47.40 |
0.23 |
0.5% |
42.95 |
| Close |
48.03 |
47.96 |
-0.07 |
-0.1% |
46.36 |
| Range |
2.03 |
1.03 |
-1.00 |
-49.3% |
4.17 |
| ATR |
1.60 |
1.56 |
-0.04 |
-2.6% |
0.00 |
| Volume |
826,208 |
556,861 |
-269,347 |
-32.6% |
2,356,887 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.02 |
50.52 |
48.53 |
|
| R3 |
49.99 |
49.49 |
48.24 |
|
| R2 |
48.96 |
48.96 |
48.15 |
|
| R1 |
48.46 |
48.46 |
48.05 |
48.71 |
| PP |
47.93 |
47.93 |
47.93 |
48.06 |
| S1 |
47.43 |
47.43 |
47.87 |
47.68 |
| S2 |
46.90 |
46.90 |
47.77 |
|
| S3 |
45.87 |
46.40 |
47.68 |
|
| S4 |
44.84 |
45.37 |
47.39 |
|
|
| 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% |
1.61 |
3.3% |
69% |
False |
False |
639,940 |
| 10 |
49.20 |
42.95 |
6.25 |
13.0% |
1.64 |
3.4% |
80% |
False |
False |
501,615 |
| 20 |
50.67 |
42.95 |
7.72 |
16.1% |
1.56 |
3.2% |
65% |
False |
False |
357,903 |
| 40 |
52.74 |
42.95 |
9.79 |
20.4% |
1.41 |
2.9% |
51% |
False |
False |
236,057 |
| 60 |
52.74 |
42.95 |
9.79 |
20.4% |
1.49 |
3.1% |
51% |
False |
False |
172,814 |
| 80 |
52.74 |
42.34 |
10.40 |
21.7% |
1.46 |
3.0% |
54% |
False |
False |
136,094 |
| 100 |
52.74 |
42.34 |
10.40 |
21.7% |
1.46 |
3.0% |
54% |
False |
False |
112,259 |
| 120 |
53.72 |
42.34 |
11.38 |
23.7% |
1.46 |
3.1% |
49% |
False |
False |
95,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.81 |
|
2.618 |
51.13 |
|
1.618 |
50.10 |
|
1.000 |
49.46 |
|
0.618 |
49.07 |
|
HIGH |
48.43 |
|
0.618 |
48.04 |
|
0.500 |
47.92 |
|
0.382 |
47.79 |
|
LOW |
47.40 |
|
0.618 |
46.76 |
|
1.000 |
46.37 |
|
1.618 |
45.73 |
|
2.618 |
44.70 |
|
4.250 |
43.02 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
47.95 |
47.92 |
| PP |
47.93 |
47.87 |
| S1 |
47.92 |
47.83 |
|