NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 14-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
52.51 |
52.45 |
-0.06 |
-0.1% |
51.46 |
High |
53.41 |
52.78 |
-0.63 |
-1.2% |
52.42 |
Low |
52.35 |
50.67 |
-1.68 |
-3.2% |
49.61 |
Close |
52.98 |
51.04 |
-1.94 |
-3.7% |
51.50 |
Range |
1.06 |
2.11 |
1.05 |
99.1% |
2.81 |
ATR |
1.80 |
1.83 |
0.04 |
2.0% |
0.00 |
Volume |
638,396 |
677,957 |
39,561 |
6.2% |
3,492,509 |
|
Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.83 |
56.54 |
52.20 |
|
R3 |
55.72 |
54.43 |
51.62 |
|
R2 |
53.61 |
53.61 |
51.43 |
|
R1 |
52.32 |
52.32 |
51.23 |
51.91 |
PP |
51.50 |
51.50 |
51.50 |
51.29 |
S1 |
50.21 |
50.21 |
50.85 |
49.80 |
S2 |
49.39 |
49.39 |
50.65 |
|
S3 |
47.28 |
48.10 |
50.46 |
|
S4 |
45.17 |
45.99 |
49.88 |
|
|
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 |
9.6% |
1.53 |
3.0% |
29% |
False |
False |
719,096 |
10 |
54.51 |
48.98 |
5.53 |
10.8% |
1.63 |
3.2% |
37% |
False |
False |
729,779 |
20 |
54.51 |
44.82 |
9.69 |
19.0% |
1.87 |
3.7% |
64% |
False |
False |
708,039 |
40 |
54.51 |
42.95 |
11.56 |
22.6% |
1.66 |
3.3% |
70% |
False |
False |
464,719 |
60 |
54.51 |
42.95 |
11.56 |
22.6% |
1.58 |
3.1% |
70% |
False |
False |
339,696 |
80 |
54.51 |
42.95 |
11.56 |
22.6% |
1.56 |
3.1% |
70% |
False |
False |
263,400 |
100 |
54.51 |
42.34 |
12.17 |
23.8% |
1.53 |
3.0% |
71% |
False |
False |
215,235 |
120 |
54.51 |
42.34 |
12.17 |
23.8% |
1.54 |
3.0% |
71% |
False |
False |
182,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.75 |
2.618 |
58.30 |
1.618 |
56.19 |
1.000 |
54.89 |
0.618 |
54.08 |
HIGH |
52.78 |
0.618 |
51.97 |
0.500 |
51.73 |
0.382 |
51.48 |
LOW |
50.67 |
0.618 |
49.37 |
1.000 |
48.56 |
1.618 |
47.26 |
2.618 |
45.15 |
4.250 |
41.70 |
|
|
Fisher Pivots for day following 14-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
51.73 |
52.59 |
PP |
51.50 |
52.07 |
S1 |
51.27 |
51.56 |
|