NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 09-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
49.88 |
50.92 |
1.04 |
2.1% |
51.46 |
High |
50.98 |
51.66 |
0.68 |
1.3% |
52.42 |
Low |
49.61 |
50.86 |
1.25 |
2.5% |
49.61 |
Close |
50.84 |
51.50 |
0.66 |
1.3% |
51.50 |
Range |
1.37 |
0.80 |
-0.57 |
-41.6% |
2.81 |
ATR |
1.84 |
1.76 |
-0.07 |
-4.0% |
0.00 |
Volume |
780,062 |
652,040 |
-128,022 |
-16.4% |
3,492,509 |
|
Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.74 |
53.42 |
51.94 |
|
R3 |
52.94 |
52.62 |
51.72 |
|
R2 |
52.14 |
52.14 |
51.65 |
|
R1 |
51.82 |
51.82 |
51.57 |
51.98 |
PP |
51.34 |
51.34 |
51.34 |
51.42 |
S1 |
51.02 |
51.02 |
51.43 |
51.18 |
S2 |
50.54 |
50.54 |
51.35 |
|
S3 |
49.74 |
50.22 |
51.28 |
|
S4 |
48.94 |
49.42 |
51.06 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.61 |
58.36 |
53.05 |
|
R3 |
56.80 |
55.55 |
52.27 |
|
R2 |
53.99 |
53.99 |
52.02 |
|
R1 |
52.74 |
52.74 |
51.76 |
53.37 |
PP |
51.18 |
51.18 |
51.18 |
51.49 |
S1 |
49.93 |
49.93 |
51.24 |
50.56 |
S2 |
48.37 |
48.37 |
50.98 |
|
S3 |
45.56 |
47.12 |
50.73 |
|
S4 |
42.75 |
44.31 |
49.95 |
|
|
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% |
1.29 |
2.5% |
67% |
False |
False |
698,501 |
10 |
52.42 |
44.82 |
7.60 |
14.8% |
2.02 |
3.9% |
88% |
False |
False |
791,261 |
20 |
52.42 |
42.95 |
9.47 |
18.4% |
1.88 |
3.6% |
90% |
False |
False |
654,030 |
40 |
52.68 |
42.95 |
9.73 |
18.9% |
1.60 |
3.1% |
88% |
False |
False |
417,711 |
60 |
52.74 |
42.95 |
9.79 |
19.0% |
1.55 |
3.0% |
87% |
False |
False |
306,022 |
80 |
52.74 |
42.95 |
9.79 |
19.0% |
1.54 |
3.0% |
87% |
False |
False |
237,492 |
100 |
52.74 |
42.34 |
10.40 |
20.2% |
1.52 |
2.9% |
88% |
False |
False |
193,997 |
120 |
52.74 |
42.34 |
10.40 |
20.2% |
1.54 |
3.0% |
88% |
False |
False |
164,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.06 |
2.618 |
53.75 |
1.618 |
52.95 |
1.000 |
52.46 |
0.618 |
52.15 |
HIGH |
51.66 |
0.618 |
51.35 |
0.500 |
51.26 |
0.382 |
51.17 |
LOW |
50.86 |
0.618 |
50.37 |
1.000 |
50.06 |
1.618 |
49.57 |
2.618 |
48.77 |
4.250 |
47.46 |
|
|
Fisher Pivots for day following 09-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
51.42 |
51.21 |
PP |
51.34 |
50.92 |
S1 |
51.26 |
50.64 |
|