NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 22-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
53.56 |
52.52 |
-1.04 |
-1.9% |
53.70 |
High |
53.79 |
53.19 |
-0.60 |
-1.1% |
55.44 |
Low |
52.32 |
52.08 |
-0.24 |
-0.5% |
51.10 |
Close |
52.49 |
52.95 |
0.46 |
0.9% |
52.95 |
Range |
1.47 |
1.11 |
-0.36 |
-24.5% |
4.34 |
ATR |
1.63 |
1.60 |
-0.04 |
-2.3% |
0.00 |
Volume |
471,993 |
393,487 |
-78,506 |
-16.6% |
1,858,253 |
|
Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.07 |
55.62 |
53.56 |
|
R3 |
54.96 |
54.51 |
53.26 |
|
R2 |
53.85 |
53.85 |
53.15 |
|
R1 |
53.40 |
53.40 |
53.05 |
53.63 |
PP |
52.74 |
52.74 |
52.74 |
52.85 |
S1 |
52.29 |
52.29 |
52.85 |
52.52 |
S2 |
51.63 |
51.63 |
52.75 |
|
S3 |
50.52 |
51.18 |
52.64 |
|
S4 |
49.41 |
50.07 |
52.34 |
|
|
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 |
51.57 |
2.22 |
4.2% |
1.22 |
2.3% |
62% |
False |
False |
435,632 |
10 |
55.44 |
51.10 |
4.34 |
8.2% |
1.38 |
2.6% |
43% |
False |
False |
394,304 |
20 |
55.44 |
45.74 |
9.70 |
18.3% |
1.75 |
3.3% |
74% |
False |
False |
318,581 |
40 |
55.44 |
43.73 |
11.71 |
22.1% |
1.64 |
3.1% |
79% |
False |
False |
206,693 |
60 |
55.44 |
43.73 |
11.71 |
22.1% |
1.50 |
2.8% |
79% |
False |
False |
151,458 |
80 |
55.44 |
43.73 |
11.71 |
22.1% |
1.53 |
2.9% |
79% |
False |
False |
119,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.91 |
2.618 |
56.10 |
1.618 |
54.99 |
1.000 |
54.30 |
0.618 |
53.88 |
HIGH |
53.19 |
0.618 |
52.77 |
0.500 |
52.64 |
0.382 |
52.50 |
LOW |
52.08 |
0.618 |
51.39 |
1.000 |
50.97 |
1.618 |
50.28 |
2.618 |
49.17 |
4.250 |
47.36 |
|
|
Fisher Pivots for day following 22-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
52.85 |
52.95 |
PP |
52.74 |
52.94 |
S1 |
52.64 |
52.94 |
|