NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 06-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
52.57 |
52.00 |
-0.57 |
-1.1% |
46.66 |
High |
53.38 |
52.68 |
-0.70 |
-1.3% |
52.69 |
Low |
51.99 |
51.38 |
-0.61 |
-1.2% |
45.74 |
Close |
52.83 |
51.97 |
-0.86 |
-1.6% |
52.65 |
Range |
1.39 |
1.30 |
-0.09 |
-6.5% |
6.95 |
ATR |
1.90 |
1.87 |
-0.03 |
-1.7% |
0.00 |
Volume |
194,120 |
214,298 |
20,178 |
10.4% |
1,233,428 |
|
Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.91 |
55.24 |
52.69 |
|
R3 |
54.61 |
53.94 |
52.33 |
|
R2 |
53.31 |
53.31 |
52.21 |
|
R1 |
52.64 |
52.64 |
52.09 |
52.33 |
PP |
52.01 |
52.01 |
52.01 |
51.85 |
S1 |
51.34 |
51.34 |
51.85 |
51.03 |
S2 |
50.71 |
50.71 |
51.73 |
|
S3 |
49.41 |
50.04 |
51.61 |
|
S4 |
48.11 |
48.74 |
51.26 |
|
|
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 |
53.38 |
46.13 |
7.25 |
14.0% |
2.33 |
4.5% |
81% |
False |
False |
258,277 |
10 |
53.38 |
45.74 |
7.64 |
14.7% |
2.15 |
4.1% |
82% |
False |
False |
202,993 |
20 |
53.38 |
43.73 |
9.65 |
18.6% |
1.92 |
3.7% |
85% |
False |
False |
154,148 |
40 |
53.38 |
43.73 |
9.65 |
18.6% |
1.57 |
3.0% |
85% |
False |
False |
104,644 |
60 |
53.38 |
43.73 |
9.65 |
18.6% |
1.52 |
2.9% |
85% |
False |
False |
79,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.21 |
2.618 |
56.08 |
1.618 |
54.78 |
1.000 |
53.98 |
0.618 |
53.48 |
HIGH |
52.68 |
0.618 |
52.18 |
0.500 |
52.03 |
0.382 |
51.88 |
LOW |
51.38 |
0.618 |
50.58 |
1.000 |
50.08 |
1.618 |
49.28 |
2.618 |
47.98 |
4.250 |
45.86 |
|
|
Fisher Pivots for day following 06-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
52.03 |
52.25 |
PP |
52.01 |
52.16 |
S1 |
51.99 |
52.06 |
|