NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 15-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
53.42 |
51.84 |
-1.58 |
-3.0% |
52.57 |
High |
53.80 |
52.55 |
-1.25 |
-2.3% |
53.38 |
Low |
51.74 |
51.10 |
-0.64 |
-1.2% |
50.76 |
Close |
52.09 |
51.97 |
-0.12 |
-0.2% |
52.44 |
Range |
2.06 |
1.45 |
-0.61 |
-29.6% |
2.62 |
ATR |
1.79 |
1.77 |
-0.02 |
-1.4% |
0.00 |
Volume |
356,887 |
395,078 |
38,191 |
10.7% |
1,442,685 |
|
Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.22 |
55.55 |
52.77 |
|
R3 |
54.77 |
54.10 |
52.37 |
|
R2 |
53.32 |
53.32 |
52.24 |
|
R1 |
52.65 |
52.65 |
52.10 |
52.99 |
PP |
51.87 |
51.87 |
51.87 |
52.04 |
S1 |
51.20 |
51.20 |
51.84 |
51.54 |
S2 |
50.42 |
50.42 |
51.70 |
|
S3 |
48.97 |
49.75 |
51.57 |
|
S4 |
47.52 |
48.30 |
51.17 |
|
|
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 |
51.10 |
4.34 |
8.4% |
1.54 |
3.0% |
20% |
False |
True |
352,977 |
10 |
55.44 |
50.76 |
4.68 |
9.0% |
1.46 |
2.8% |
26% |
False |
False |
306,831 |
20 |
55.44 |
45.74 |
9.70 |
18.7% |
1.83 |
3.5% |
64% |
False |
False |
242,643 |
40 |
55.44 |
43.73 |
11.71 |
22.5% |
1.64 |
3.2% |
70% |
False |
False |
159,682 |
60 |
55.44 |
43.73 |
11.71 |
22.5% |
1.56 |
3.0% |
70% |
False |
False |
117,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.71 |
2.618 |
56.35 |
1.618 |
54.90 |
1.000 |
54.00 |
0.618 |
53.45 |
HIGH |
52.55 |
0.618 |
52.00 |
0.500 |
51.83 |
0.382 |
51.65 |
LOW |
51.10 |
0.618 |
50.20 |
1.000 |
49.65 |
1.618 |
48.75 |
2.618 |
47.30 |
4.250 |
44.94 |
|
|
Fisher Pivots for day following 15-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
51.92 |
52.75 |
PP |
51.87 |
52.49 |
S1 |
51.83 |
52.23 |
|