NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 25-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
47.94 |
47.97 |
0.03 |
0.1% |
46.60 |
High |
48.43 |
48.26 |
-0.17 |
-0.4% |
49.20 |
Low |
47.40 |
45.88 |
-1.52 |
-3.2% |
45.88 |
Close |
47.96 |
46.06 |
-1.90 |
-4.0% |
46.06 |
Range |
1.03 |
2.38 |
1.35 |
131.1% |
3.32 |
ATR |
1.56 |
1.62 |
0.06 |
3.7% |
0.00 |
Volume |
556,861 |
465,977 |
-90,884 |
-16.3% |
2,514,372 |
|
Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.87 |
52.35 |
47.37 |
|
R3 |
51.49 |
49.97 |
46.71 |
|
R2 |
49.11 |
49.11 |
46.50 |
|
R1 |
47.59 |
47.59 |
46.28 |
47.16 |
PP |
46.73 |
46.73 |
46.73 |
46.52 |
S1 |
45.21 |
45.21 |
45.84 |
44.78 |
S2 |
44.35 |
44.35 |
45.62 |
|
S3 |
41.97 |
42.83 |
45.41 |
|
S4 |
39.59 |
40.45 |
44.75 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.01 |
54.85 |
47.89 |
|
R3 |
53.69 |
51.53 |
46.97 |
|
R2 |
50.37 |
50.37 |
46.67 |
|
R1 |
48.21 |
48.21 |
46.36 |
47.63 |
PP |
47.05 |
47.05 |
47.05 |
46.76 |
S1 |
44.89 |
44.89 |
45.76 |
44.31 |
S2 |
43.73 |
43.73 |
45.45 |
|
S3 |
40.41 |
41.57 |
45.15 |
|
S4 |
37.09 |
38.25 |
44.23 |
|
|
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 |
8.7% |
1.75 |
3.8% |
22% |
False |
False |
634,956 |
10 |
49.20 |
42.95 |
6.25 |
13.6% |
1.74 |
3.8% |
50% |
False |
False |
516,800 |
20 |
50.42 |
42.95 |
7.47 |
16.2% |
1.63 |
3.5% |
42% |
False |
False |
375,449 |
40 |
52.74 |
42.95 |
9.79 |
21.3% |
1.42 |
3.1% |
32% |
False |
False |
245,871 |
60 |
52.74 |
42.95 |
9.79 |
21.3% |
1.50 |
3.3% |
32% |
False |
False |
180,053 |
80 |
52.74 |
42.95 |
9.79 |
21.3% |
1.47 |
3.2% |
32% |
False |
False |
141,736 |
100 |
52.74 |
42.34 |
10.40 |
22.6% |
1.47 |
3.2% |
36% |
False |
False |
116,782 |
120 |
53.72 |
42.34 |
11.38 |
24.7% |
1.48 |
3.2% |
33% |
False |
False |
99,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.38 |
2.618 |
54.49 |
1.618 |
52.11 |
1.000 |
50.64 |
0.618 |
49.73 |
HIGH |
48.26 |
0.618 |
47.35 |
0.500 |
47.07 |
0.382 |
46.79 |
LOW |
45.88 |
0.618 |
44.41 |
1.000 |
43.50 |
1.618 |
42.03 |
2.618 |
39.65 |
4.250 |
35.77 |
|
|
Fisher Pivots for day following 25-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
47.07 |
47.54 |
PP |
46.73 |
47.05 |
S1 |
46.40 |
46.55 |
|