NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 01-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
46.22 |
50.00 |
3.78 |
8.2% |
47.24 |
High |
50.80 |
52.67 |
1.87 |
3.7% |
50.02 |
Low |
46.13 |
49.94 |
3.81 |
8.3% |
46.82 |
Close |
50.34 |
51.96 |
1.62 |
3.2% |
47.00 |
Range |
4.67 |
2.73 |
-1.94 |
-41.5% |
3.20 |
ATR |
1.91 |
1.97 |
0.06 |
3.1% |
0.00 |
Volume |
381,490 |
320,570 |
-60,920 |
-16.0% |
556,302 |
|
Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.71 |
58.57 |
53.46 |
|
R3 |
56.98 |
55.84 |
52.71 |
|
R2 |
54.25 |
54.25 |
52.46 |
|
R1 |
53.11 |
53.11 |
52.21 |
53.68 |
PP |
51.52 |
51.52 |
51.52 |
51.81 |
S1 |
50.38 |
50.38 |
51.71 |
50.95 |
S2 |
48.79 |
48.79 |
51.46 |
|
S3 |
46.06 |
47.65 |
51.21 |
|
S4 |
43.33 |
44.92 |
50.46 |
|
|
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 |
52.67 |
45.74 |
6.93 |
13.3% |
2.86 |
5.5% |
90% |
True |
False |
225,031 |
10 |
52.67 |
45.74 |
6.93 |
13.3% |
2.21 |
4.2% |
90% |
True |
False |
178,455 |
20 |
52.67 |
43.73 |
8.94 |
17.2% |
1.89 |
3.6% |
92% |
True |
False |
134,100 |
40 |
53.26 |
43.73 |
9.53 |
18.3% |
1.58 |
3.0% |
86% |
False |
False |
92,663 |
60 |
53.26 |
43.73 |
9.53 |
18.3% |
1.53 |
3.0% |
86% |
False |
False |
70,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.27 |
2.618 |
59.82 |
1.618 |
57.09 |
1.000 |
55.40 |
0.618 |
54.36 |
HIGH |
52.67 |
0.618 |
51.63 |
0.500 |
51.31 |
0.382 |
50.98 |
LOW |
49.94 |
0.618 |
48.25 |
1.000 |
47.21 |
1.618 |
45.52 |
2.618 |
42.79 |
4.250 |
38.34 |
|
|
Fisher Pivots for day following 01-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
51.74 |
51.04 |
PP |
51.52 |
50.12 |
S1 |
51.31 |
49.21 |
|