NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 29-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
45.43 |
46.88 |
1.45 |
3.2% |
46.60 |
High |
47.65 |
46.98 |
-0.67 |
-1.4% |
49.20 |
Low |
45.14 |
44.82 |
-0.32 |
-0.7% |
45.88 |
Close |
47.08 |
45.23 |
-1.85 |
-3.9% |
46.06 |
Range |
2.51 |
2.16 |
-0.35 |
-13.9% |
3.32 |
ATR |
1.68 |
1.73 |
0.04 |
2.4% |
0.00 |
Volume |
734,381 |
732,818 |
-1,563 |
-0.2% |
2,514,372 |
|
Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.16 |
50.85 |
46.42 |
|
R3 |
50.00 |
48.69 |
45.82 |
|
R2 |
47.84 |
47.84 |
45.63 |
|
R1 |
46.53 |
46.53 |
45.43 |
46.11 |
PP |
45.68 |
45.68 |
45.68 |
45.46 |
S1 |
44.37 |
44.37 |
45.03 |
43.95 |
S2 |
43.52 |
43.52 |
44.83 |
|
S3 |
41.36 |
42.21 |
44.64 |
|
S4 |
39.20 |
40.05 |
44.04 |
|
|
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 |
44.82 |
4.38 |
9.7% |
2.02 |
4.5% |
9% |
False |
True |
663,249 |
10 |
49.20 |
44.14 |
5.06 |
11.2% |
1.90 |
4.2% |
22% |
False |
False |
595,994 |
20 |
49.20 |
42.95 |
6.25 |
13.8% |
1.69 |
3.7% |
36% |
False |
False |
435,313 |
40 |
52.74 |
42.95 |
9.79 |
21.6% |
1.47 |
3.3% |
23% |
False |
False |
279,627 |
60 |
52.74 |
42.95 |
9.79 |
21.6% |
1.52 |
3.4% |
23% |
False |
False |
203,441 |
80 |
52.74 |
42.95 |
9.79 |
21.6% |
1.50 |
3.3% |
23% |
False |
False |
159,526 |
100 |
52.74 |
42.34 |
10.40 |
23.0% |
1.47 |
3.3% |
28% |
False |
False |
131,113 |
120 |
52.74 |
42.34 |
10.40 |
23.0% |
1.50 |
3.3% |
28% |
False |
False |
111,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.16 |
2.618 |
52.63 |
1.618 |
50.47 |
1.000 |
49.14 |
0.618 |
48.31 |
HIGH |
46.98 |
0.618 |
46.15 |
0.500 |
45.90 |
0.382 |
45.65 |
LOW |
44.82 |
0.618 |
43.49 |
1.000 |
42.66 |
1.618 |
41.33 |
2.618 |
39.17 |
4.250 |
35.64 |
|
|
Fisher Pivots for day following 29-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
45.90 |
46.54 |
PP |
45.68 |
46.10 |
S1 |
45.45 |
45.67 |
|