NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 22-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
47.24 |
49.24 |
2.00 |
4.2% |
44.75 |
High |
49.28 |
50.02 |
0.74 |
1.5% |
47.77 |
Low |
47.24 |
48.09 |
0.85 |
1.8% |
43.73 |
Close |
49.03 |
48.93 |
-0.10 |
-0.2% |
47.11 |
Range |
2.04 |
1.93 |
-0.11 |
-5.4% |
4.04 |
ATR |
1.55 |
1.58 |
0.03 |
1.8% |
0.00 |
Volume |
168,213 |
201,329 |
33,116 |
19.7% |
478,774 |
|
Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.80 |
53.80 |
49.99 |
|
R3 |
52.87 |
51.87 |
49.46 |
|
R2 |
50.94 |
50.94 |
49.28 |
|
R1 |
49.94 |
49.94 |
49.11 |
49.48 |
PP |
49.01 |
49.01 |
49.01 |
48.78 |
S1 |
48.01 |
48.01 |
48.75 |
47.55 |
S2 |
47.08 |
47.08 |
48.58 |
|
S3 |
45.15 |
46.08 |
48.40 |
|
S4 |
43.22 |
44.15 |
47.87 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.32 |
56.76 |
49.33 |
|
R3 |
54.28 |
52.72 |
48.22 |
|
R2 |
50.24 |
50.24 |
47.85 |
|
R1 |
48.68 |
48.68 |
47.48 |
49.46 |
PP |
46.20 |
46.20 |
46.20 |
46.60 |
S1 |
44.64 |
44.64 |
46.74 |
45.42 |
S2 |
42.16 |
42.16 |
46.37 |
|
S3 |
38.12 |
40.60 |
46.00 |
|
S4 |
34.08 |
36.56 |
44.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.02 |
45.94 |
4.08 |
8.3% |
1.62 |
3.3% |
73% |
True |
False |
127,534 |
10 |
50.02 |
43.73 |
6.29 |
12.9% |
1.78 |
3.6% |
83% |
True |
False |
115,230 |
20 |
51.27 |
43.73 |
7.54 |
15.4% |
1.54 |
3.1% |
69% |
False |
False |
92,514 |
40 |
53.26 |
43.73 |
9.53 |
19.5% |
1.43 |
2.9% |
55% |
False |
False |
65,879 |
60 |
53.26 |
43.73 |
9.53 |
19.5% |
1.46 |
3.0% |
55% |
False |
False |
51,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.22 |
2.618 |
55.07 |
1.618 |
53.14 |
1.000 |
51.95 |
0.618 |
51.21 |
HIGH |
50.02 |
0.618 |
49.28 |
0.500 |
49.06 |
0.382 |
48.83 |
LOW |
48.09 |
0.618 |
46.90 |
1.000 |
46.16 |
1.618 |
44.97 |
2.618 |
43.04 |
4.250 |
39.89 |
|
|
Fisher Pivots for day following 22-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
49.06 |
48.61 |
PP |
49.01 |
48.30 |
S1 |
48.97 |
47.98 |
|