NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 12-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
50.92 |
52.58 |
1.66 |
3.3% |
51.46 |
High |
51.66 |
54.51 |
2.85 |
5.5% |
52.42 |
Low |
50.86 |
52.18 |
1.32 |
2.6% |
49.61 |
Close |
51.50 |
52.83 |
1.33 |
2.6% |
51.50 |
Range |
0.80 |
2.33 |
1.53 |
191.3% |
2.81 |
ATR |
1.76 |
1.85 |
0.09 |
5.0% |
0.00 |
Volume |
652,040 |
847,025 |
194,985 |
29.9% |
3,492,509 |
|
Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.16 |
58.83 |
54.11 |
|
R3 |
57.83 |
56.50 |
53.47 |
|
R2 |
55.50 |
55.50 |
53.26 |
|
R1 |
54.17 |
54.17 |
53.04 |
54.84 |
PP |
53.17 |
53.17 |
53.17 |
53.51 |
S1 |
51.84 |
51.84 |
52.62 |
52.51 |
S2 |
50.84 |
50.84 |
52.40 |
|
S3 |
48.51 |
49.51 |
52.19 |
|
S4 |
46.18 |
47.18 |
51.55 |
|
|
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 |
54.51 |
49.61 |
4.90 |
9.3% |
1.46 |
2.8% |
66% |
True |
False |
747,750 |
10 |
54.51 |
44.82 |
9.69 |
18.3% |
2.00 |
3.8% |
83% |
True |
False |
802,525 |
20 |
54.51 |
42.95 |
11.56 |
21.9% |
1.91 |
3.6% |
85% |
True |
False |
681,544 |
40 |
54.51 |
42.95 |
11.56 |
21.9% |
1.63 |
3.1% |
85% |
True |
False |
435,390 |
60 |
54.51 |
42.95 |
11.56 |
21.9% |
1.57 |
3.0% |
85% |
True |
False |
319,601 |
80 |
54.51 |
42.95 |
11.56 |
21.9% |
1.55 |
2.9% |
85% |
True |
False |
247,736 |
100 |
54.51 |
42.34 |
12.17 |
23.0% |
1.52 |
2.9% |
86% |
True |
False |
202,327 |
120 |
54.51 |
42.34 |
12.17 |
23.0% |
1.55 |
2.9% |
86% |
True |
False |
171,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.41 |
2.618 |
60.61 |
1.618 |
58.28 |
1.000 |
56.84 |
0.618 |
55.95 |
HIGH |
54.51 |
0.618 |
53.62 |
0.500 |
53.35 |
0.382 |
53.07 |
LOW |
52.18 |
0.618 |
50.74 |
1.000 |
49.85 |
1.618 |
48.41 |
2.618 |
46.08 |
4.250 |
42.28 |
|
|
Fisher Pivots for day following 12-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
53.35 |
52.57 |
PP |
53.17 |
52.32 |
S1 |
53.00 |
52.06 |
|