NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 30-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
53.66 |
53.87 |
0.21 |
0.4% |
53.29 |
High |
54.21 |
54.09 |
-0.12 |
-0.2% |
54.37 |
Low |
53.46 |
53.41 |
-0.05 |
-0.1% |
53.03 |
Close |
53.77 |
53.72 |
-0.05 |
-0.1% |
53.72 |
Range |
0.75 |
0.68 |
-0.07 |
-9.3% |
1.34 |
ATR |
1.42 |
1.37 |
-0.05 |
-3.7% |
0.00 |
Volume |
360,194 |
271,094 |
-89,100 |
-24.7% |
1,231,129 |
|
Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.78 |
55.43 |
54.09 |
|
R3 |
55.10 |
54.75 |
53.91 |
|
R2 |
54.42 |
54.42 |
53.84 |
|
R1 |
54.07 |
54.07 |
53.78 |
53.91 |
PP |
53.74 |
53.74 |
53.74 |
53.66 |
S1 |
53.39 |
53.39 |
53.66 |
53.23 |
S2 |
53.06 |
53.06 |
53.60 |
|
S3 |
52.38 |
52.71 |
53.53 |
|
S4 |
51.70 |
52.03 |
53.35 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.73 |
57.06 |
54.46 |
|
R3 |
56.39 |
55.72 |
54.09 |
|
R2 |
55.05 |
55.05 |
53.97 |
|
R1 |
54.38 |
54.38 |
53.84 |
54.72 |
PP |
53.71 |
53.71 |
53.71 |
53.87 |
S1 |
53.04 |
53.04 |
53.60 |
53.38 |
S2 |
52.37 |
52.37 |
53.47 |
|
S3 |
51.03 |
51.70 |
53.35 |
|
S4 |
49.69 |
50.36 |
52.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.37 |
52.26 |
2.11 |
3.9% |
0.87 |
1.6% |
69% |
False |
False |
303,259 |
10 |
54.37 |
51.57 |
2.80 |
5.2% |
1.04 |
1.9% |
77% |
False |
False |
369,445 |
20 |
55.44 |
50.76 |
4.68 |
8.7% |
1.25 |
2.3% |
63% |
False |
False |
338,138 |
40 |
55.44 |
43.73 |
11.71 |
21.8% |
1.57 |
2.9% |
85% |
False |
False |
236,119 |
60 |
55.44 |
43.73 |
11.71 |
21.8% |
1.47 |
2.7% |
85% |
False |
False |
174,488 |
80 |
55.44 |
43.73 |
11.71 |
21.8% |
1.46 |
2.7% |
85% |
False |
False |
137,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.98 |
2.618 |
55.87 |
1.618 |
55.19 |
1.000 |
54.77 |
0.618 |
54.51 |
HIGH |
54.09 |
0.618 |
53.83 |
0.500 |
53.75 |
0.382 |
53.67 |
LOW |
53.41 |
0.618 |
52.99 |
1.000 |
52.73 |
1.618 |
52.31 |
2.618 |
51.63 |
4.250 |
50.52 |
|
|
Fisher Pivots for day following 30-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
53.75 |
53.89 |
PP |
53.74 |
53.83 |
S1 |
53.73 |
53.78 |
|