NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 07-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
50.97 |
50.93 |
-0.04 |
-0.1% |
45.43 |
High |
51.60 |
51.20 |
-0.40 |
-0.8% |
51.80 |
Low |
50.28 |
49.72 |
-0.56 |
-1.1% |
44.82 |
Close |
50.93 |
49.77 |
-1.16 |
-2.3% |
51.68 |
Range |
1.32 |
1.48 |
0.16 |
12.1% |
6.98 |
ATR |
1.90 |
1.87 |
-0.03 |
-1.6% |
0.00 |
Volume |
642,746 |
816,879 |
174,133 |
27.1% |
4,420,103 |
|
Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.67 |
53.70 |
50.58 |
|
R3 |
53.19 |
52.22 |
50.18 |
|
R2 |
51.71 |
51.71 |
50.04 |
|
R1 |
50.74 |
50.74 |
49.91 |
50.49 |
PP |
50.23 |
50.23 |
50.23 |
50.10 |
S1 |
49.26 |
49.26 |
49.63 |
49.01 |
S2 |
48.75 |
48.75 |
49.50 |
|
S3 |
47.27 |
47.78 |
49.36 |
|
S4 |
45.79 |
46.30 |
48.96 |
|
|
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 |
48.98 |
3.44 |
6.9% |
1.73 |
3.5% |
23% |
False |
False |
740,462 |
10 |
52.42 |
44.82 |
7.60 |
15.3% |
2.14 |
4.3% |
65% |
False |
False |
750,334 |
20 |
52.42 |
42.95 |
9.47 |
19.0% |
1.98 |
4.0% |
72% |
False |
False |
618,851 |
40 |
52.68 |
42.95 |
9.73 |
19.5% |
1.61 |
3.2% |
70% |
False |
False |
389,190 |
60 |
52.74 |
42.95 |
9.79 |
19.7% |
1.56 |
3.1% |
70% |
False |
False |
283,614 |
80 |
52.74 |
42.95 |
9.79 |
19.7% |
1.54 |
3.1% |
70% |
False |
False |
220,356 |
100 |
52.74 |
42.34 |
10.40 |
20.9% |
1.52 |
3.0% |
71% |
False |
False |
180,013 |
120 |
52.74 |
42.34 |
10.40 |
20.9% |
1.55 |
3.1% |
71% |
False |
False |
152,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.49 |
2.618 |
55.07 |
1.618 |
53.59 |
1.000 |
52.68 |
0.618 |
52.11 |
HIGH |
51.20 |
0.618 |
50.63 |
0.500 |
50.46 |
0.382 |
50.29 |
LOW |
49.72 |
0.618 |
48.81 |
1.000 |
48.24 |
1.618 |
47.33 |
2.618 |
45.85 |
4.250 |
43.43 |
|
|
Fisher Pivots for day following 07-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
50.46 |
51.07 |
PP |
50.23 |
50.64 |
S1 |
50.00 |
50.20 |
|