NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 20-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
53.25 |
53.14 |
-0.11 |
-0.2% |
53.70 |
High |
53.59 |
53.77 |
0.18 |
0.3% |
55.44 |
Low |
52.57 |
52.84 |
0.27 |
0.5% |
51.10 |
Close |
53.06 |
53.30 |
0.24 |
0.5% |
52.95 |
Range |
1.02 |
0.93 |
-0.09 |
-8.8% |
4.34 |
ATR |
1.70 |
1.65 |
-0.06 |
-3.2% |
0.00 |
Volume |
482,552 |
416,592 |
-65,960 |
-13.7% |
1,858,253 |
|
Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.09 |
55.63 |
53.81 |
|
R3 |
55.16 |
54.70 |
53.56 |
|
R2 |
54.23 |
54.23 |
53.47 |
|
R1 |
53.77 |
53.77 |
53.39 |
54.00 |
PP |
53.30 |
53.30 |
53.30 |
53.42 |
S1 |
52.84 |
52.84 |
53.21 |
53.07 |
S2 |
52.37 |
52.37 |
53.13 |
|
S3 |
51.44 |
51.91 |
53.04 |
|
S4 |
50.51 |
50.98 |
52.79 |
|
|
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 |
53.80 |
51.10 |
2.70 |
5.1% |
1.41 |
2.6% |
81% |
False |
False |
412,929 |
10 |
55.44 |
50.76 |
4.68 |
8.8% |
1.39 |
2.6% |
54% |
False |
False |
379,166 |
20 |
55.44 |
45.74 |
9.70 |
18.2% |
1.77 |
3.3% |
78% |
False |
False |
291,079 |
40 |
55.44 |
43.73 |
11.71 |
22.0% |
1.65 |
3.1% |
82% |
False |
False |
187,938 |
60 |
55.44 |
43.73 |
11.71 |
22.0% |
1.53 |
2.9% |
82% |
False |
False |
137,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.72 |
2.618 |
56.20 |
1.618 |
55.27 |
1.000 |
54.70 |
0.618 |
54.34 |
HIGH |
53.77 |
0.618 |
53.41 |
0.500 |
53.31 |
0.382 |
53.20 |
LOW |
52.84 |
0.618 |
52.27 |
1.000 |
51.91 |
1.618 |
51.34 |
2.618 |
50.41 |
4.250 |
48.89 |
|
|
Fisher Pivots for day following 20-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
53.31 |
53.09 |
PP |
53.30 |
52.88 |
S1 |
53.30 |
52.67 |
|