NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 30-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
47.85 |
46.22 |
-1.63 |
-3.4% |
47.24 |
High |
47.86 |
50.80 |
2.94 |
6.1% |
50.02 |
Low |
45.74 |
46.13 |
0.39 |
0.9% |
46.82 |
Close |
46.13 |
50.34 |
4.21 |
9.1% |
47.00 |
Range |
2.12 |
4.67 |
2.55 |
120.3% |
3.20 |
ATR |
1.69 |
1.91 |
0.21 |
12.5% |
0.00 |
Volume |
198,019 |
381,490 |
183,471 |
92.7% |
556,302 |
|
Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.10 |
61.39 |
52.91 |
|
R3 |
58.43 |
56.72 |
51.62 |
|
R2 |
53.76 |
53.76 |
51.20 |
|
R1 |
52.05 |
52.05 |
50.77 |
52.91 |
PP |
49.09 |
49.09 |
49.09 |
49.52 |
S1 |
47.38 |
47.38 |
49.91 |
48.24 |
S2 |
44.42 |
44.42 |
49.48 |
|
S3 |
39.75 |
42.71 |
49.06 |
|
S4 |
35.08 |
38.04 |
47.77 |
|
|
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 |
50.80 |
45.74 |
5.06 |
10.1% |
2.51 |
5.0% |
91% |
True |
False |
183,741 |
10 |
50.80 |
45.74 |
5.06 |
10.1% |
2.07 |
4.1% |
91% |
True |
False |
155,637 |
20 |
50.80 |
43.73 |
7.07 |
14.0% |
1.83 |
3.6% |
93% |
True |
False |
121,333 |
40 |
53.26 |
43.73 |
9.53 |
18.9% |
1.53 |
3.0% |
69% |
False |
False |
85,385 |
60 |
53.26 |
43.73 |
9.53 |
18.9% |
1.51 |
3.0% |
69% |
False |
False |
65,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.65 |
2.618 |
63.03 |
1.618 |
58.36 |
1.000 |
55.47 |
0.618 |
53.69 |
HIGH |
50.80 |
0.618 |
49.02 |
0.500 |
48.47 |
0.382 |
47.91 |
LOW |
46.13 |
0.618 |
43.24 |
1.000 |
41.46 |
1.618 |
38.57 |
2.618 |
33.90 |
4.250 |
26.28 |
|
|
Fisher Pivots for day following 30-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
49.72 |
49.65 |
PP |
49.09 |
48.96 |
S1 |
48.47 |
48.27 |
|