NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 29-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
46.66 |
47.85 |
1.19 |
2.6% |
47.24 |
High |
48.55 |
47.86 |
-0.69 |
-1.4% |
50.02 |
Low |
46.08 |
45.74 |
-0.34 |
-0.7% |
46.82 |
Close |
47.99 |
46.13 |
-1.86 |
-3.9% |
47.00 |
Range |
2.47 |
2.12 |
-0.35 |
-14.2% |
3.20 |
ATR |
1.65 |
1.69 |
0.04 |
2.6% |
0.00 |
Volume |
152,438 |
198,019 |
45,581 |
29.9% |
556,302 |
|
Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.94 |
51.65 |
47.30 |
|
R3 |
50.82 |
49.53 |
46.71 |
|
R2 |
48.70 |
48.70 |
46.52 |
|
R1 |
47.41 |
47.41 |
46.32 |
47.00 |
PP |
46.58 |
46.58 |
46.58 |
46.37 |
S1 |
45.29 |
45.29 |
45.94 |
44.88 |
S2 |
44.46 |
44.46 |
45.74 |
|
S3 |
42.34 |
43.17 |
45.55 |
|
S4 |
40.22 |
41.05 |
44.96 |
|
|
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 |
45.74 |
4.28 |
9.3% |
1.96 |
4.3% |
9% |
False |
True |
147,709 |
10 |
50.02 |
44.84 |
5.18 |
11.2% |
1.85 |
4.0% |
25% |
False |
False |
128,029 |
20 |
50.02 |
43.73 |
6.29 |
13.6% |
1.66 |
3.6% |
38% |
False |
False |
108,139 |
40 |
53.26 |
43.73 |
9.53 |
20.7% |
1.44 |
3.1% |
25% |
False |
False |
76,430 |
60 |
53.26 |
43.73 |
9.53 |
20.7% |
1.48 |
3.2% |
25% |
False |
False |
59,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.87 |
2.618 |
53.41 |
1.618 |
51.29 |
1.000 |
49.98 |
0.618 |
49.17 |
HIGH |
47.86 |
0.618 |
47.05 |
0.500 |
46.80 |
0.382 |
46.55 |
LOW |
45.74 |
0.618 |
44.43 |
1.000 |
43.62 |
1.618 |
42.31 |
2.618 |
40.19 |
4.250 |
36.73 |
|
|
Fisher Pivots for day following 29-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
46.80 |
47.44 |
PP |
46.58 |
47.00 |
S1 |
46.35 |
46.57 |
|