NYMEX Light Sweet Crude Oil Future March 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 |
53.94 |
54.34 |
0.40 |
0.7% |
54.20 |
High |
54.64 |
54.64 |
0.00 |
0.0% |
56.24 |
Low |
53.69 |
53.25 |
-0.44 |
-0.8% |
52.10 |
Close |
54.19 |
53.38 |
-0.81 |
-1.5% |
53.87 |
Range |
0.95 |
1.39 |
0.44 |
46.3% |
4.14 |
ATR |
1.60 |
1.59 |
-0.02 |
-1.0% |
0.00 |
Volume |
98,819 |
133,736 |
34,917 |
35.3% |
761,397 |
|
Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.93 |
57.04 |
54.14 |
|
R3 |
56.54 |
55.65 |
53.76 |
|
R2 |
55.15 |
55.15 |
53.63 |
|
R1 |
54.26 |
54.26 |
53.51 |
54.01 |
PP |
53.76 |
53.76 |
53.76 |
53.63 |
S1 |
52.87 |
52.87 |
53.25 |
52.62 |
S2 |
52.37 |
52.37 |
53.13 |
|
S3 |
50.98 |
51.48 |
53.00 |
|
S4 |
49.59 |
50.09 |
52.62 |
|
|
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 |
54.64 |
52.10 |
2.54 |
4.8% |
1.24 |
2.3% |
50% |
True |
False |
109,322 |
10 |
56.24 |
51.80 |
4.44 |
8.3% |
1.34 |
2.5% |
36% |
False |
False |
147,615 |
20 |
56.24 |
46.62 |
9.62 |
18.0% |
1.70 |
3.2% |
70% |
False |
False |
133,305 |
40 |
56.24 |
44.49 |
11.75 |
22.0% |
1.60 |
3.0% |
76% |
False |
False |
100,709 |
60 |
56.24 |
44.49 |
11.75 |
22.0% |
1.50 |
2.8% |
76% |
False |
False |
80,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.55 |
2.618 |
58.28 |
1.618 |
56.89 |
1.000 |
56.03 |
0.618 |
55.50 |
HIGH |
54.64 |
0.618 |
54.11 |
0.500 |
53.95 |
0.382 |
53.78 |
LOW |
53.25 |
0.618 |
52.39 |
1.000 |
51.86 |
1.618 |
51.00 |
2.618 |
49.61 |
4.250 |
47.34 |
|
|
Fisher Pivots for day following 21-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
53.95 |
53.95 |
PP |
53.76 |
53.76 |
S1 |
53.57 |
53.57 |
|