NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 02-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
50.00 |
52.25 |
2.25 |
4.5% |
46.66 |
High |
52.67 |
52.69 |
0.02 |
0.0% |
52.69 |
Low |
49.94 |
51.12 |
1.18 |
2.4% |
45.74 |
Close |
51.96 |
52.65 |
0.69 |
1.3% |
52.65 |
Range |
2.73 |
1.57 |
-1.16 |
-42.5% |
6.95 |
ATR |
1.97 |
1.94 |
-0.03 |
-1.4% |
0.00 |
Volume |
320,570 |
180,911 |
-139,659 |
-43.6% |
1,233,428 |
|
Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.86 |
56.33 |
53.51 |
|
R3 |
55.29 |
54.76 |
53.08 |
|
R2 |
53.72 |
53.72 |
52.94 |
|
R1 |
53.19 |
53.19 |
52.79 |
53.46 |
PP |
52.15 |
52.15 |
52.15 |
52.29 |
S1 |
51.62 |
51.62 |
52.51 |
51.89 |
S2 |
50.58 |
50.58 |
52.36 |
|
S3 |
49.01 |
50.05 |
52.22 |
|
S4 |
47.44 |
48.48 |
51.79 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.21 |
68.88 |
56.47 |
|
R3 |
64.26 |
61.93 |
54.56 |
|
R2 |
57.31 |
57.31 |
53.92 |
|
R1 |
54.98 |
54.98 |
53.29 |
56.15 |
PP |
50.36 |
50.36 |
50.36 |
50.94 |
S1 |
48.03 |
48.03 |
52.01 |
49.20 |
S2 |
43.41 |
43.41 |
51.38 |
|
S3 |
36.46 |
41.08 |
50.74 |
|
S4 |
29.51 |
34.13 |
48.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.69 |
45.74 |
6.95 |
13.2% |
2.71 |
5.2% |
99% |
True |
False |
246,685 |
10 |
52.69 |
45.74 |
6.95 |
13.2% |
2.21 |
4.2% |
99% |
True |
False |
188,501 |
20 |
52.69 |
43.73 |
8.96 |
17.0% |
1.89 |
3.6% |
100% |
True |
False |
140,942 |
40 |
53.26 |
43.73 |
9.53 |
18.1% |
1.59 |
3.0% |
94% |
False |
False |
96,562 |
60 |
53.26 |
43.73 |
9.53 |
18.1% |
1.53 |
2.9% |
94% |
False |
False |
73,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.36 |
2.618 |
56.80 |
1.618 |
55.23 |
1.000 |
54.26 |
0.618 |
53.66 |
HIGH |
52.69 |
0.618 |
52.09 |
0.500 |
51.91 |
0.382 |
51.72 |
LOW |
51.12 |
0.618 |
50.15 |
1.000 |
49.55 |
1.618 |
48.58 |
2.618 |
47.01 |
4.250 |
44.45 |
|
|
Fisher Pivots for day following 02-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
52.40 |
51.57 |
PP |
52.15 |
50.49 |
S1 |
51.91 |
49.41 |
|