NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 13-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
53.70 |
53.59 |
-0.11 |
-0.2% |
52.57 |
High |
55.44 |
54.40 |
-1.04 |
-1.9% |
53.38 |
Low |
53.15 |
53.31 |
0.16 |
0.3% |
50.76 |
Close |
53.75 |
53.94 |
0.19 |
0.4% |
52.44 |
Range |
2.29 |
1.09 |
-1.20 |
-52.4% |
2.62 |
ATR |
1.81 |
1.76 |
-0.05 |
-2.8% |
0.00 |
Volume |
381,103 |
311,649 |
-69,454 |
-18.2% |
1,442,685 |
|
Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.15 |
56.64 |
54.54 |
|
R3 |
56.06 |
55.55 |
54.24 |
|
R2 |
54.97 |
54.97 |
54.14 |
|
R1 |
54.46 |
54.46 |
54.04 |
54.72 |
PP |
53.88 |
53.88 |
53.88 |
54.01 |
S1 |
53.37 |
53.37 |
53.84 |
53.63 |
S2 |
52.79 |
52.79 |
53.74 |
|
S3 |
51.70 |
52.28 |
53.64 |
|
S4 |
50.61 |
51.19 |
53.34 |
|
|
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% |
1.36 |
2.5% |
68% |
False |
False |
345,403 |
10 |
55.44 |
46.13 |
9.31 |
17.3% |
1.85 |
3.4% |
84% |
False |
False |
301,840 |
20 |
55.44 |
44.84 |
10.60 |
19.7% |
1.85 |
3.4% |
86% |
False |
False |
214,935 |
40 |
55.44 |
43.73 |
11.71 |
21.7% |
1.60 |
3.0% |
87% |
False |
False |
142,681 |
60 |
55.44 |
43.73 |
11.71 |
21.7% |
1.53 |
2.8% |
87% |
False |
False |
105,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.03 |
2.618 |
57.25 |
1.618 |
56.16 |
1.000 |
55.49 |
0.618 |
55.07 |
HIGH |
54.40 |
0.618 |
53.98 |
0.500 |
53.86 |
0.382 |
53.73 |
LOW |
53.31 |
0.618 |
52.64 |
1.000 |
52.22 |
1.618 |
51.55 |
2.618 |
50.46 |
4.250 |
48.68 |
|
|
Fisher Pivots for day following 13-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
53.91 |
53.83 |
PP |
53.88 |
53.73 |
S1 |
53.86 |
53.62 |
|