NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 21-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
53.14 |
53.56 |
0.42 |
0.8% |
53.70 |
High |
53.77 |
53.79 |
0.02 |
0.0% |
55.44 |
Low |
52.84 |
52.32 |
-0.52 |
-1.0% |
51.10 |
Close |
53.30 |
52.49 |
-0.81 |
-1.5% |
52.95 |
Range |
0.93 |
1.47 |
0.54 |
58.1% |
4.34 |
ATR |
1.65 |
1.63 |
-0.01 |
-0.8% |
0.00 |
Volume |
416,592 |
471,993 |
55,401 |
13.3% |
1,858,253 |
|
Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.28 |
56.35 |
53.30 |
|
R3 |
55.81 |
54.88 |
52.89 |
|
R2 |
54.34 |
54.34 |
52.76 |
|
R1 |
53.41 |
53.41 |
52.62 |
53.14 |
PP |
52.87 |
52.87 |
52.87 |
52.73 |
S1 |
51.94 |
51.94 |
52.36 |
51.67 |
S2 |
51.40 |
51.40 |
52.22 |
|
S3 |
49.93 |
50.47 |
52.09 |
|
S4 |
48.46 |
49.00 |
51.68 |
|
|
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 |
53.79 |
51.10 |
2.69 |
5.1% |
1.29 |
2.5% |
52% |
True |
False |
435,950 |
10 |
55.44 |
50.76 |
4.68 |
8.9% |
1.39 |
2.7% |
37% |
False |
False |
392,197 |
20 |
55.44 |
45.74 |
9.70 |
18.5% |
1.74 |
3.3% |
70% |
False |
False |
304,613 |
40 |
55.44 |
43.73 |
11.71 |
22.3% |
1.64 |
3.1% |
75% |
False |
False |
198,563 |
60 |
55.44 |
43.73 |
11.71 |
22.3% |
1.53 |
2.9% |
75% |
False |
False |
145,457 |
80 |
55.44 |
43.73 |
11.71 |
22.3% |
1.53 |
2.9% |
75% |
False |
False |
114,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.04 |
2.618 |
57.64 |
1.618 |
56.17 |
1.000 |
55.26 |
0.618 |
54.70 |
HIGH |
53.79 |
0.618 |
53.23 |
0.500 |
53.06 |
0.382 |
52.88 |
LOW |
52.32 |
0.618 |
51.41 |
1.000 |
50.85 |
1.618 |
49.94 |
2.618 |
48.47 |
4.250 |
46.07 |
|
|
Fisher Pivots for day following 21-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
53.06 |
53.06 |
PP |
52.87 |
52.87 |
S1 |
52.68 |
52.68 |
|