NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 06-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
51.46 |
50.97 |
-0.49 |
-1.0% |
45.43 |
High |
52.42 |
51.60 |
-0.82 |
-1.6% |
51.80 |
Low |
50.93 |
50.28 |
-0.65 |
-1.3% |
44.82 |
Close |
51.79 |
50.93 |
-0.86 |
-1.7% |
51.68 |
Range |
1.49 |
1.32 |
-0.17 |
-11.4% |
6.98 |
ATR |
1.93 |
1.90 |
-0.03 |
-1.6% |
0.00 |
Volume |
600,782 |
642,746 |
41,964 |
7.0% |
4,420,103 |
|
Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.90 |
54.23 |
51.66 |
|
R3 |
53.58 |
52.91 |
51.29 |
|
R2 |
52.26 |
52.26 |
51.17 |
|
R1 |
51.59 |
51.59 |
51.05 |
51.27 |
PP |
50.94 |
50.94 |
50.94 |
50.77 |
S1 |
50.27 |
50.27 |
50.81 |
49.95 |
S2 |
49.62 |
49.62 |
50.69 |
|
S3 |
48.30 |
48.95 |
50.57 |
|
S4 |
46.98 |
47.63 |
50.20 |
|
|
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 |
52.42 |
45.22 |
7.20 |
14.1% |
2.37 |
4.7% |
79% |
False |
False |
839,286 |
10 |
52.42 |
44.82 |
7.60 |
14.9% |
2.20 |
4.3% |
80% |
False |
False |
751,267 |
20 |
52.42 |
42.95 |
9.47 |
18.6% |
1.96 |
3.8% |
84% |
False |
False |
593,176 |
40 |
52.68 |
42.95 |
9.73 |
19.1% |
1.60 |
3.1% |
82% |
False |
False |
373,193 |
60 |
52.74 |
42.95 |
9.79 |
19.2% |
1.55 |
3.1% |
82% |
False |
False |
270,649 |
80 |
52.74 |
42.95 |
9.79 |
19.2% |
1.54 |
3.0% |
82% |
False |
False |
210,414 |
100 |
52.74 |
42.34 |
10.40 |
20.4% |
1.51 |
3.0% |
83% |
False |
False |
171,972 |
120 |
52.74 |
42.34 |
10.40 |
20.4% |
1.55 |
3.0% |
83% |
False |
False |
145,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.21 |
2.618 |
55.06 |
1.618 |
53.74 |
1.000 |
52.92 |
0.618 |
52.42 |
HIGH |
51.60 |
0.618 |
51.10 |
0.500 |
50.94 |
0.382 |
50.78 |
LOW |
50.28 |
0.618 |
49.46 |
1.000 |
48.96 |
1.618 |
48.14 |
2.618 |
46.82 |
4.250 |
44.67 |
|
|
Fisher Pivots for day following 06-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
50.94 |
51.30 |
PP |
50.94 |
51.18 |
S1 |
50.93 |
51.05 |
|