NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 28-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
48.87 |
46.66 |
-2.21 |
-4.5% |
47.24 |
High |
49.13 |
48.55 |
-0.58 |
-1.2% |
50.02 |
Low |
46.82 |
46.08 |
-0.74 |
-1.6% |
46.82 |
Close |
47.00 |
47.99 |
0.99 |
2.1% |
47.00 |
Range |
2.31 |
2.47 |
0.16 |
6.9% |
3.20 |
ATR |
1.59 |
1.65 |
0.06 |
4.0% |
0.00 |
Volume |
72,641 |
152,438 |
79,797 |
109.9% |
556,302 |
|
Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.95 |
53.94 |
49.35 |
|
R3 |
52.48 |
51.47 |
48.67 |
|
R2 |
50.01 |
50.01 |
48.44 |
|
R1 |
49.00 |
49.00 |
48.22 |
49.51 |
PP |
47.54 |
47.54 |
47.54 |
47.79 |
S1 |
46.53 |
46.53 |
47.76 |
47.04 |
S2 |
45.07 |
45.07 |
47.54 |
|
S3 |
42.60 |
44.06 |
47.31 |
|
S4 |
40.13 |
41.59 |
46.63 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.55 |
55.47 |
48.76 |
|
R3 |
54.35 |
52.27 |
47.88 |
|
R2 |
51.15 |
51.15 |
47.59 |
|
R1 |
49.07 |
49.07 |
47.29 |
48.51 |
PP |
47.95 |
47.95 |
47.95 |
47.67 |
S1 |
45.87 |
45.87 |
46.71 |
45.31 |
S2 |
44.75 |
44.75 |
46.41 |
|
S3 |
41.55 |
42.67 |
46.12 |
|
S4 |
38.35 |
39.47 |
45.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.02 |
46.08 |
3.94 |
8.2% |
1.95 |
4.1% |
48% |
False |
True |
141,748 |
10 |
50.02 |
43.73 |
6.29 |
13.1% |
1.78 |
3.7% |
68% |
False |
False |
118,751 |
20 |
50.02 |
43.73 |
6.29 |
13.1% |
1.66 |
3.5% |
68% |
False |
False |
101,979 |
40 |
53.26 |
43.73 |
9.53 |
19.9% |
1.42 |
3.0% |
45% |
False |
False |
72,292 |
60 |
53.26 |
43.73 |
9.53 |
19.9% |
1.47 |
3.1% |
45% |
False |
False |
56,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.05 |
2.618 |
55.02 |
1.618 |
52.55 |
1.000 |
51.02 |
0.618 |
50.08 |
HIGH |
48.55 |
0.618 |
47.61 |
0.500 |
47.32 |
0.382 |
47.02 |
LOW |
46.08 |
0.618 |
44.55 |
1.000 |
43.61 |
1.618 |
42.08 |
2.618 |
39.61 |
4.250 |
35.58 |
|
|
Fisher Pivots for day following 28-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
47.77 |
47.89 |
PP |
47.54 |
47.79 |
S1 |
47.32 |
47.69 |
|