NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 02-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
49.07 |
51.01 |
1.94 |
4.0% |
45.43 |
High |
51.80 |
51.73 |
-0.07 |
-0.1% |
51.80 |
Low |
48.98 |
50.18 |
1.20 |
2.4% |
44.82 |
Close |
51.06 |
51.68 |
0.62 |
1.2% |
51.68 |
Range |
2.82 |
1.55 |
-1.27 |
-45.0% |
6.98 |
ATR |
2.00 |
1.97 |
-0.03 |
-1.6% |
0.00 |
Volume |
974,805 |
667,099 |
-307,706 |
-31.6% |
4,420,103 |
|
Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.85 |
55.31 |
52.53 |
|
R3 |
54.30 |
53.76 |
52.11 |
|
R2 |
52.75 |
52.75 |
51.96 |
|
R1 |
52.21 |
52.21 |
51.82 |
52.48 |
PP |
51.20 |
51.20 |
51.20 |
51.33 |
S1 |
50.66 |
50.66 |
51.54 |
50.93 |
S2 |
49.65 |
49.65 |
51.40 |
|
S3 |
48.10 |
49.11 |
51.25 |
|
S4 |
46.55 |
47.56 |
50.83 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.37 |
68.01 |
55.52 |
|
R3 |
63.39 |
61.03 |
53.60 |
|
R2 |
56.41 |
56.41 |
52.96 |
|
R1 |
54.05 |
54.05 |
52.32 |
55.23 |
PP |
49.43 |
49.43 |
49.43 |
50.03 |
S1 |
47.07 |
47.07 |
51.04 |
48.25 |
S2 |
42.45 |
42.45 |
50.40 |
|
S3 |
35.47 |
40.09 |
49.76 |
|
S4 |
28.49 |
33.11 |
47.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.80 |
44.82 |
6.98 |
13.5% |
2.74 |
5.3% |
98% |
False |
False |
884,020 |
10 |
51.80 |
44.82 |
6.98 |
13.5% |
2.25 |
4.3% |
98% |
False |
False |
759,488 |
20 |
51.80 |
42.95 |
8.85 |
17.1% |
1.93 |
3.7% |
99% |
False |
False |
554,391 |
40 |
52.74 |
42.95 |
9.79 |
18.9% |
1.62 |
3.1% |
89% |
False |
False |
348,035 |
60 |
52.74 |
42.95 |
9.79 |
18.9% |
1.57 |
3.0% |
89% |
False |
False |
251,247 |
80 |
52.74 |
42.95 |
9.79 |
18.9% |
1.56 |
3.0% |
89% |
False |
False |
195,413 |
100 |
52.74 |
42.34 |
10.40 |
20.1% |
1.51 |
2.9% |
90% |
False |
False |
159,904 |
120 |
52.74 |
42.34 |
10.40 |
20.1% |
1.55 |
3.0% |
90% |
False |
False |
135,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.32 |
2.618 |
55.79 |
1.618 |
54.24 |
1.000 |
53.28 |
0.618 |
52.69 |
HIGH |
51.73 |
0.618 |
51.14 |
0.500 |
50.96 |
0.382 |
50.77 |
LOW |
50.18 |
0.618 |
49.22 |
1.000 |
48.63 |
1.618 |
47.67 |
2.618 |
46.12 |
4.250 |
43.59 |
|
|
Fisher Pivots for day following 02-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
51.44 |
50.62 |
PP |
51.20 |
49.57 |
S1 |
50.96 |
48.51 |
|