NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 12-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
51.89 |
53.70 |
1.81 |
3.5% |
52.57 |
High |
52.60 |
55.44 |
2.84 |
5.4% |
53.38 |
Low |
51.80 |
53.15 |
1.35 |
2.6% |
50.76 |
Close |
52.44 |
53.75 |
1.31 |
2.5% |
52.44 |
Range |
0.80 |
2.29 |
1.49 |
186.3% |
2.62 |
ATR |
1.72 |
1.81 |
0.09 |
5.3% |
0.00 |
Volume |
320,171 |
381,103 |
60,932 |
19.0% |
1,442,685 |
|
Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.98 |
59.66 |
55.01 |
|
R3 |
58.69 |
57.37 |
54.38 |
|
R2 |
56.40 |
56.40 |
54.17 |
|
R1 |
55.08 |
55.08 |
53.96 |
55.74 |
PP |
54.11 |
54.11 |
54.11 |
54.45 |
S1 |
52.79 |
52.79 |
53.54 |
53.45 |
S2 |
51.82 |
51.82 |
53.33 |
|
S3 |
49.53 |
50.50 |
53.12 |
|
S4 |
47.24 |
48.21 |
52.49 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.05 |
58.87 |
53.88 |
|
R3 |
57.43 |
56.25 |
53.16 |
|
R2 |
54.81 |
54.81 |
52.92 |
|
R1 |
53.63 |
53.63 |
52.68 |
52.91 |
PP |
52.19 |
52.19 |
52.19 |
51.84 |
S1 |
51.01 |
51.01 |
52.20 |
50.29 |
S2 |
49.57 |
49.57 |
51.96 |
|
S3 |
46.95 |
48.39 |
51.72 |
|
S4 |
44.33 |
45.77 |
51.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.44 |
50.76 |
4.68 |
8.7% |
1.40 |
2.6% |
64% |
True |
False |
325,933 |
10 |
55.44 |
45.74 |
9.70 |
18.0% |
1.95 |
3.6% |
83% |
True |
False |
290,477 |
20 |
55.44 |
43.73 |
11.71 |
21.8% |
1.87 |
3.5% |
86% |
True |
False |
204,614 |
40 |
55.44 |
43.73 |
11.71 |
21.8% |
1.60 |
3.0% |
86% |
True |
False |
135,679 |
60 |
55.44 |
43.73 |
11.71 |
21.8% |
1.53 |
2.8% |
86% |
True |
False |
101,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.17 |
2.618 |
61.44 |
1.618 |
59.15 |
1.000 |
57.73 |
0.618 |
56.86 |
HIGH |
55.44 |
0.618 |
54.57 |
0.500 |
54.30 |
0.382 |
54.02 |
LOW |
53.15 |
0.618 |
51.73 |
1.000 |
50.86 |
1.618 |
49.44 |
2.618 |
47.15 |
4.250 |
43.42 |
|
|
Fisher Pivots for day following 12-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
54.30 |
53.53 |
PP |
54.11 |
53.32 |
S1 |
53.93 |
53.10 |
|