NYMEX Light Sweet Crude Oil Future March 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 |
54.13 |
53.94 |
-0.19 |
-0.4% |
54.20 |
High |
54.47 |
54.64 |
0.17 |
0.3% |
56.24 |
Low |
53.48 |
53.69 |
0.21 |
0.4% |
52.10 |
Close |
53.90 |
54.19 |
0.29 |
0.5% |
53.87 |
Range |
0.99 |
0.95 |
-0.04 |
-4.0% |
4.14 |
ATR |
1.65 |
1.60 |
-0.05 |
-3.0% |
0.00 |
Volume |
90,435 |
98,819 |
8,384 |
9.3% |
761,397 |
|
Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.02 |
56.56 |
54.71 |
|
R3 |
56.07 |
55.61 |
54.45 |
|
R2 |
55.12 |
55.12 |
54.36 |
|
R1 |
54.66 |
54.66 |
54.28 |
54.89 |
PP |
54.17 |
54.17 |
54.17 |
54.29 |
S1 |
53.71 |
53.71 |
54.10 |
53.94 |
S2 |
53.22 |
53.22 |
54.02 |
|
S3 |
52.27 |
52.76 |
53.93 |
|
S4 |
51.32 |
51.81 |
53.67 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.49 |
64.32 |
56.15 |
|
R3 |
62.35 |
60.18 |
55.01 |
|
R2 |
58.21 |
58.21 |
54.63 |
|
R1 |
56.04 |
56.04 |
54.25 |
55.06 |
PP |
54.07 |
54.07 |
54.07 |
53.58 |
S1 |
51.90 |
51.90 |
53.49 |
50.92 |
S2 |
49.93 |
49.93 |
53.11 |
|
S3 |
45.79 |
47.76 |
52.73 |
|
S4 |
41.65 |
43.62 |
51.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.71 |
52.10 |
2.61 |
4.8% |
1.36 |
2.5% |
80% |
False |
False |
111,510 |
10 |
56.24 |
51.80 |
4.44 |
8.2% |
1.33 |
2.5% |
54% |
False |
False |
151,813 |
20 |
56.24 |
46.62 |
9.62 |
17.8% |
1.72 |
3.2% |
79% |
False |
False |
132,428 |
40 |
56.24 |
44.49 |
11.75 |
21.7% |
1.61 |
3.0% |
83% |
False |
False |
98,442 |
60 |
56.24 |
44.49 |
11.75 |
21.7% |
1.50 |
2.8% |
83% |
False |
False |
79,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.68 |
2.618 |
57.13 |
1.618 |
56.18 |
1.000 |
55.59 |
0.618 |
55.23 |
HIGH |
54.64 |
0.618 |
54.28 |
0.500 |
54.17 |
0.382 |
54.05 |
LOW |
53.69 |
0.618 |
53.10 |
1.000 |
52.74 |
1.618 |
52.15 |
2.618 |
51.20 |
4.250 |
49.65 |
|
|
Fisher Pivots for day following 20-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
54.18 |
53.99 |
PP |
54.17 |
53.78 |
S1 |
54.17 |
53.58 |
|