NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 19-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
52.19 |
53.25 |
1.06 |
2.0% |
53.70 |
High |
53.15 |
53.59 |
0.44 |
0.8% |
55.44 |
Low |
51.57 |
52.57 |
1.00 |
1.9% |
51.10 |
Close |
52.95 |
53.06 |
0.11 |
0.2% |
52.95 |
Range |
1.58 |
1.02 |
-0.56 |
-35.4% |
4.34 |
ATR |
1.75 |
1.70 |
-0.05 |
-3.0% |
0.00 |
Volume |
413,536 |
482,552 |
69,016 |
16.7% |
1,858,253 |
|
Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.13 |
55.62 |
53.62 |
|
R3 |
55.11 |
54.60 |
53.34 |
|
R2 |
54.09 |
54.09 |
53.25 |
|
R1 |
53.58 |
53.58 |
53.15 |
53.33 |
PP |
53.07 |
53.07 |
53.07 |
52.95 |
S1 |
52.56 |
52.56 |
52.97 |
52.31 |
S2 |
52.05 |
52.05 |
52.87 |
|
S3 |
51.03 |
51.54 |
52.78 |
|
S4 |
50.01 |
50.52 |
52.50 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.18 |
63.91 |
55.34 |
|
R3 |
61.84 |
59.57 |
54.14 |
|
R2 |
57.50 |
57.50 |
53.75 |
|
R1 |
55.23 |
55.23 |
53.35 |
54.20 |
PP |
53.16 |
53.16 |
53.16 |
52.65 |
S1 |
50.89 |
50.89 |
52.55 |
49.86 |
S2 |
48.82 |
48.82 |
52.15 |
|
S3 |
44.48 |
46.55 |
51.76 |
|
S4 |
40.14 |
42.21 |
50.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.40 |
51.10 |
3.30 |
6.2% |
1.44 |
2.7% |
59% |
False |
False |
391,940 |
10 |
55.44 |
50.76 |
4.68 |
8.8% |
1.42 |
2.7% |
49% |
False |
False |
358,937 |
20 |
55.44 |
45.74 |
9.70 |
18.3% |
1.82 |
3.4% |
75% |
False |
False |
278,661 |
40 |
55.44 |
43.73 |
11.71 |
22.1% |
1.65 |
3.1% |
80% |
False |
False |
179,307 |
60 |
55.44 |
43.73 |
11.71 |
22.1% |
1.55 |
2.9% |
80% |
False |
False |
131,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.93 |
2.618 |
56.26 |
1.618 |
55.24 |
1.000 |
54.61 |
0.618 |
54.22 |
HIGH |
53.59 |
0.618 |
53.20 |
0.500 |
53.08 |
0.382 |
52.96 |
LOW |
52.57 |
0.618 |
51.94 |
1.000 |
51.55 |
1.618 |
50.92 |
2.618 |
49.90 |
4.250 |
48.24 |
|
|
Fisher Pivots for day following 19-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
53.08 |
52.82 |
PP |
53.07 |
52.58 |
S1 |
53.07 |
52.35 |
|