NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 13-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
52.58 |
52.51 |
-0.07 |
-0.1% |
51.46 |
High |
54.51 |
53.41 |
-1.10 |
-2.0% |
52.42 |
Low |
52.18 |
52.35 |
0.17 |
0.3% |
49.61 |
Close |
52.83 |
52.98 |
0.15 |
0.3% |
51.50 |
Range |
2.33 |
1.06 |
-1.27 |
-54.5% |
2.81 |
ATR |
1.85 |
1.80 |
-0.06 |
-3.1% |
0.00 |
Volume |
847,025 |
638,396 |
-208,629 |
-24.6% |
3,492,509 |
|
Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.09 |
55.60 |
53.56 |
|
R3 |
55.03 |
54.54 |
53.27 |
|
R2 |
53.97 |
53.97 |
53.17 |
|
R1 |
53.48 |
53.48 |
53.08 |
53.73 |
PP |
52.91 |
52.91 |
52.91 |
53.04 |
S1 |
52.42 |
52.42 |
52.88 |
52.67 |
S2 |
51.85 |
51.85 |
52.79 |
|
S3 |
50.79 |
51.36 |
52.69 |
|
S4 |
49.73 |
50.30 |
52.40 |
|
|
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 |
9.2% |
1.41 |
2.7% |
69% |
False |
False |
746,880 |
10 |
54.51 |
45.22 |
9.29 |
17.5% |
1.89 |
3.6% |
84% |
False |
False |
793,083 |
20 |
54.51 |
44.14 |
10.37 |
19.6% |
1.89 |
3.6% |
85% |
False |
False |
694,539 |
40 |
54.51 |
42.95 |
11.56 |
21.8% |
1.63 |
3.1% |
87% |
False |
False |
449,480 |
60 |
54.51 |
42.95 |
11.56 |
21.8% |
1.57 |
3.0% |
87% |
False |
False |
329,799 |
80 |
54.51 |
42.95 |
11.56 |
21.8% |
1.55 |
2.9% |
87% |
False |
False |
255,305 |
100 |
54.51 |
42.34 |
12.17 |
23.0% |
1.52 |
2.9% |
87% |
False |
False |
208,612 |
120 |
54.51 |
42.34 |
12.17 |
23.0% |
1.55 |
2.9% |
87% |
False |
False |
176,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.92 |
2.618 |
56.19 |
1.618 |
55.13 |
1.000 |
54.47 |
0.618 |
54.07 |
HIGH |
53.41 |
0.618 |
53.01 |
0.500 |
52.88 |
0.382 |
52.75 |
LOW |
52.35 |
0.618 |
51.69 |
1.000 |
51.29 |
1.618 |
50.63 |
2.618 |
49.57 |
4.250 |
47.85 |
|
|
Fisher Pivots for day following 13-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
52.95 |
52.88 |
PP |
52.91 |
52.78 |
S1 |
52.88 |
52.69 |
|