NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 23-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
49.24 |
48.87 |
-0.37 |
-0.8% |
44.75 |
High |
50.02 |
49.30 |
-0.72 |
-1.4% |
47.77 |
Low |
48.09 |
48.31 |
0.22 |
0.5% |
43.73 |
Close |
48.93 |
48.86 |
-0.07 |
-0.1% |
47.11 |
Range |
1.93 |
0.99 |
-0.94 |
-48.7% |
4.04 |
ATR |
1.58 |
1.53 |
-0.04 |
-2.7% |
0.00 |
Volume |
201,329 |
114,119 |
-87,210 |
-43.3% |
478,774 |
|
Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.79 |
51.32 |
49.40 |
|
R3 |
50.80 |
50.33 |
49.13 |
|
R2 |
49.81 |
49.81 |
49.04 |
|
R1 |
49.34 |
49.34 |
48.95 |
49.08 |
PP |
48.82 |
48.82 |
48.82 |
48.70 |
S1 |
48.35 |
48.35 |
48.77 |
48.09 |
S2 |
47.83 |
47.83 |
48.68 |
|
S3 |
46.84 |
47.36 |
48.59 |
|
S4 |
45.85 |
46.37 |
48.32 |
|
|
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 |
8.4% |
1.55 |
3.2% |
72% |
False |
False |
131,878 |
10 |
50.02 |
43.73 |
6.29 |
12.9% |
1.60 |
3.3% |
82% |
False |
False |
113,318 |
20 |
51.25 |
43.73 |
7.52 |
15.4% |
1.53 |
3.1% |
68% |
False |
False |
94,804 |
40 |
53.26 |
43.73 |
9.53 |
19.5% |
1.38 |
2.8% |
54% |
False |
False |
67,896 |
60 |
53.26 |
43.73 |
9.53 |
19.5% |
1.46 |
3.0% |
54% |
False |
False |
53,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.51 |
2.618 |
51.89 |
1.618 |
50.90 |
1.000 |
50.29 |
0.618 |
49.91 |
HIGH |
49.30 |
0.618 |
48.92 |
0.500 |
48.81 |
0.382 |
48.69 |
LOW |
48.31 |
0.618 |
47.70 |
1.000 |
47.32 |
1.618 |
46.71 |
2.618 |
45.72 |
4.250 |
44.10 |
|
|
Fisher Pivots for day following 23-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
48.84 |
48.78 |
PP |
48.82 |
48.71 |
S1 |
48.81 |
48.63 |
|