NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 23-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
52.52 |
52.68 |
0.16 |
0.3% |
53.25 |
High |
53.19 |
53.28 |
0.09 |
0.2% |
53.79 |
Low |
52.08 |
52.26 |
0.18 |
0.3% |
52.08 |
Close |
52.95 |
53.02 |
0.07 |
0.1% |
53.02 |
Range |
1.11 |
1.02 |
-0.09 |
-8.1% |
1.71 |
ATR |
1.60 |
1.55 |
-0.04 |
-2.6% |
0.00 |
Volume |
393,487 |
285,166 |
-108,321 |
-27.5% |
2,049,790 |
|
Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.91 |
55.49 |
53.58 |
|
R3 |
54.89 |
54.47 |
53.30 |
|
R2 |
53.87 |
53.87 |
53.21 |
|
R1 |
53.45 |
53.45 |
53.11 |
53.66 |
PP |
52.85 |
52.85 |
52.85 |
52.96 |
S1 |
52.43 |
52.43 |
52.93 |
52.64 |
S2 |
51.83 |
51.83 |
52.83 |
|
S3 |
50.81 |
51.41 |
52.74 |
|
S4 |
49.79 |
50.39 |
52.46 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.09 |
57.27 |
53.96 |
|
R3 |
56.38 |
55.56 |
53.49 |
|
R2 |
54.67 |
54.67 |
53.33 |
|
R1 |
53.85 |
53.85 |
53.18 |
53.41 |
PP |
52.96 |
52.96 |
52.96 |
52.74 |
S1 |
52.14 |
52.14 |
52.86 |
51.70 |
S2 |
51.25 |
51.25 |
52.71 |
|
S3 |
49.54 |
50.43 |
52.55 |
|
S4 |
47.83 |
48.72 |
52.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.79 |
52.08 |
1.71 |
3.2% |
1.11 |
2.1% |
55% |
False |
False |
409,958 |
10 |
55.44 |
51.10 |
4.34 |
8.2% |
1.40 |
2.6% |
44% |
False |
False |
390,804 |
20 |
55.44 |
45.74 |
9.70 |
18.3% |
1.69 |
3.2% |
75% |
False |
False |
329,207 |
40 |
55.44 |
43.73 |
11.71 |
22.1% |
1.64 |
3.1% |
79% |
False |
False |
212,811 |
60 |
55.44 |
43.73 |
11.71 |
22.1% |
1.49 |
2.8% |
79% |
False |
False |
155,741 |
80 |
55.44 |
43.73 |
11.71 |
22.1% |
1.52 |
2.9% |
79% |
False |
False |
122,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.62 |
2.618 |
55.95 |
1.618 |
54.93 |
1.000 |
54.30 |
0.618 |
53.91 |
HIGH |
53.28 |
0.618 |
52.89 |
0.500 |
52.77 |
0.382 |
52.65 |
LOW |
52.26 |
0.618 |
51.63 |
1.000 |
51.24 |
1.618 |
50.61 |
2.618 |
49.59 |
4.250 |
47.93 |
|
|
Fisher Pivots for day following 23-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
52.94 |
52.99 |
PP |
52.85 |
52.96 |
S1 |
52.77 |
52.94 |
|