NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 08-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
50.93 |
49.88 |
-1.05 |
-2.1% |
45.43 |
High |
51.20 |
50.98 |
-0.22 |
-0.4% |
51.80 |
Low |
49.72 |
49.61 |
-0.11 |
-0.2% |
44.82 |
Close |
49.77 |
50.84 |
1.07 |
2.1% |
51.68 |
Range |
1.48 |
1.37 |
-0.11 |
-7.4% |
6.98 |
ATR |
1.87 |
1.84 |
-0.04 |
-1.9% |
0.00 |
Volume |
816,879 |
780,062 |
-36,817 |
-4.5% |
4,420,103 |
|
Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.59 |
54.08 |
51.59 |
|
R3 |
53.22 |
52.71 |
51.22 |
|
R2 |
51.85 |
51.85 |
51.09 |
|
R1 |
51.34 |
51.34 |
50.97 |
51.60 |
PP |
50.48 |
50.48 |
50.48 |
50.60 |
S1 |
49.97 |
49.97 |
50.71 |
50.23 |
S2 |
49.11 |
49.11 |
50.59 |
|
S3 |
47.74 |
48.60 |
50.46 |
|
S4 |
46.37 |
47.23 |
50.09 |
|
|
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 |
49.61 |
2.81 |
5.5% |
1.44 |
2.8% |
44% |
False |
True |
701,513 |
10 |
52.42 |
44.82 |
7.60 |
14.9% |
2.18 |
4.3% |
79% |
False |
False |
772,654 |
20 |
52.42 |
42.95 |
9.47 |
18.6% |
1.91 |
3.8% |
83% |
False |
False |
637,135 |
40 |
52.68 |
42.95 |
9.73 |
19.1% |
1.61 |
3.2% |
81% |
False |
False |
405,882 |
60 |
52.74 |
42.95 |
9.79 |
19.3% |
1.55 |
3.1% |
81% |
False |
False |
296,056 |
80 |
52.74 |
42.95 |
9.79 |
19.3% |
1.54 |
3.0% |
81% |
False |
False |
229,824 |
100 |
52.74 |
42.34 |
10.40 |
20.5% |
1.52 |
3.0% |
82% |
False |
False |
187,668 |
120 |
52.74 |
42.34 |
10.40 |
20.5% |
1.55 |
3.0% |
82% |
False |
False |
159,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.80 |
2.618 |
54.57 |
1.618 |
53.20 |
1.000 |
52.35 |
0.618 |
51.83 |
HIGH |
50.98 |
0.618 |
50.46 |
0.500 |
50.30 |
0.382 |
50.13 |
LOW |
49.61 |
0.618 |
48.76 |
1.000 |
48.24 |
1.618 |
47.39 |
2.618 |
46.02 |
4.250 |
43.79 |
|
|
Fisher Pivots for day following 08-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
50.66 |
50.76 |
PP |
50.48 |
50.68 |
S1 |
50.30 |
50.61 |
|