NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 14-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
53.59 |
53.42 |
-0.17 |
-0.3% |
52.57 |
High |
54.40 |
53.80 |
-0.60 |
-1.1% |
53.38 |
Low |
53.31 |
51.74 |
-1.57 |
-2.9% |
50.76 |
Close |
53.94 |
52.09 |
-1.85 |
-3.4% |
52.44 |
Range |
1.09 |
2.06 |
0.97 |
89.0% |
2.62 |
ATR |
1.76 |
1.79 |
0.03 |
1.8% |
0.00 |
Volume |
311,649 |
356,887 |
45,238 |
14.5% |
1,442,685 |
|
Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.72 |
57.47 |
53.22 |
|
R3 |
56.66 |
55.41 |
52.66 |
|
R2 |
54.60 |
54.60 |
52.47 |
|
R1 |
53.35 |
53.35 |
52.28 |
52.95 |
PP |
52.54 |
52.54 |
52.54 |
52.34 |
S1 |
51.29 |
51.29 |
51.90 |
50.89 |
S2 |
50.48 |
50.48 |
51.71 |
|
S3 |
48.42 |
49.23 |
51.52 |
|
S4 |
46.36 |
47.17 |
50.96 |
|
|
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 |
9.0% |
1.50 |
2.9% |
28% |
False |
False |
348,445 |
10 |
55.44 |
49.94 |
5.50 |
10.6% |
1.59 |
3.0% |
39% |
False |
False |
299,380 |
20 |
55.44 |
45.74 |
9.70 |
18.6% |
1.83 |
3.5% |
65% |
False |
False |
227,509 |
40 |
55.44 |
43.73 |
11.71 |
22.5% |
1.63 |
3.1% |
71% |
False |
False |
151,023 |
60 |
55.44 |
43.73 |
11.71 |
22.5% |
1.55 |
3.0% |
71% |
False |
False |
111,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.56 |
2.618 |
59.19 |
1.618 |
57.13 |
1.000 |
55.86 |
0.618 |
55.07 |
HIGH |
53.80 |
0.618 |
53.01 |
0.500 |
52.77 |
0.382 |
52.53 |
LOW |
51.74 |
0.618 |
50.47 |
1.000 |
49.68 |
1.618 |
48.41 |
2.618 |
46.35 |
4.250 |
42.99 |
|
|
Fisher Pivots for day following 14-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
52.77 |
53.59 |
PP |
52.54 |
53.09 |
S1 |
52.32 |
52.59 |
|