NYMEX Light Sweet Crude Oil Future January 2017
Trading Metrics calculated at close of trading on 16-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
50.79 |
51.10 |
0.31 |
0.6% |
52.58 |
High |
51.48 |
52.08 |
0.60 |
1.2% |
54.51 |
Low |
49.95 |
50.50 |
0.55 |
1.1% |
49.95 |
Close |
50.90 |
51.90 |
1.00 |
2.0% |
51.90 |
Range |
1.53 |
1.58 |
0.05 |
3.3% |
4.56 |
ATR |
1.81 |
1.80 |
-0.02 |
-0.9% |
0.00 |
Volume |
551,759 |
252,567 |
-299,192 |
-54.2% |
2,967,704 |
|
Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.23 |
55.65 |
52.77 |
|
R3 |
54.65 |
54.07 |
52.33 |
|
R2 |
53.07 |
53.07 |
52.19 |
|
R1 |
52.49 |
52.49 |
52.04 |
52.78 |
PP |
51.49 |
51.49 |
51.49 |
51.64 |
S1 |
50.91 |
50.91 |
51.76 |
51.20 |
S2 |
49.91 |
49.91 |
51.61 |
|
S3 |
48.33 |
49.33 |
51.47 |
|
S4 |
46.75 |
47.75 |
51.03 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.80 |
63.41 |
54.41 |
|
R3 |
61.24 |
58.85 |
53.15 |
|
R2 |
56.68 |
56.68 |
52.74 |
|
R1 |
54.29 |
54.29 |
52.32 |
53.21 |
PP |
52.12 |
52.12 |
52.12 |
51.58 |
S1 |
49.73 |
49.73 |
51.48 |
48.65 |
S2 |
47.56 |
47.56 |
51.06 |
|
S3 |
43.00 |
45.17 |
50.65 |
|
S4 |
38.44 |
40.61 |
49.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.51 |
49.95 |
4.56 |
8.8% |
1.72 |
3.3% |
43% |
False |
False |
593,540 |
10 |
54.51 |
49.61 |
4.90 |
9.4% |
1.51 |
2.9% |
47% |
False |
False |
646,021 |
20 |
54.51 |
44.82 |
9.69 |
18.7% |
1.88 |
3.6% |
73% |
False |
False |
702,754 |
40 |
54.51 |
42.95 |
11.56 |
22.3% |
1.68 |
3.2% |
77% |
False |
False |
477,807 |
60 |
54.51 |
42.95 |
11.56 |
22.3% |
1.60 |
3.1% |
77% |
False |
False |
350,551 |
80 |
54.51 |
42.95 |
11.56 |
22.3% |
1.56 |
3.0% |
77% |
False |
False |
272,758 |
100 |
54.51 |
42.34 |
12.17 |
23.4% |
1.54 |
3.0% |
79% |
False |
False |
222,929 |
120 |
54.51 |
42.34 |
12.17 |
23.4% |
1.54 |
3.0% |
79% |
False |
False |
188,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.80 |
2.618 |
56.22 |
1.618 |
54.64 |
1.000 |
53.66 |
0.618 |
53.06 |
HIGH |
52.08 |
0.618 |
51.48 |
0.500 |
51.29 |
0.382 |
51.10 |
LOW |
50.50 |
0.618 |
49.52 |
1.000 |
48.92 |
1.618 |
47.94 |
2.618 |
46.36 |
4.250 |
43.79 |
|
|
Fisher Pivots for day following 16-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
51.70 |
51.72 |
PP |
51.49 |
51.54 |
S1 |
51.29 |
51.37 |
|