NYMEX Light Sweet Crude Oil Future March 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 |
54.34 |
53.41 |
-0.93 |
-1.7% |
54.20 |
High |
54.64 |
54.08 |
-0.56 |
-1.0% |
56.24 |
Low |
53.25 |
52.96 |
-0.29 |
-0.5% |
52.10 |
Close |
53.38 |
53.86 |
0.48 |
0.9% |
53.87 |
Range |
1.39 |
1.12 |
-0.27 |
-19.4% |
4.14 |
ATR |
1.59 |
1.56 |
-0.03 |
-2.1% |
0.00 |
Volume |
133,736 |
99,061 |
-34,675 |
-25.9% |
761,397 |
|
Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.99 |
56.55 |
54.48 |
|
R3 |
55.87 |
55.43 |
54.17 |
|
R2 |
54.75 |
54.75 |
54.07 |
|
R1 |
54.31 |
54.31 |
53.96 |
54.53 |
PP |
53.63 |
53.63 |
53.63 |
53.75 |
S1 |
53.19 |
53.19 |
53.76 |
53.41 |
S2 |
52.51 |
52.51 |
53.65 |
|
S3 |
51.39 |
52.07 |
53.55 |
|
S4 |
50.27 |
50.95 |
53.24 |
|
|
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 |
52.52 |
2.12 |
3.9% |
1.20 |
2.2% |
63% |
False |
False |
99,869 |
10 |
56.24 |
52.10 |
4.14 |
7.7% |
1.34 |
2.5% |
43% |
False |
False |
137,454 |
20 |
56.24 |
46.62 |
9.62 |
17.9% |
1.70 |
3.2% |
75% |
False |
False |
134,937 |
40 |
56.24 |
44.49 |
11.75 |
21.8% |
1.60 |
3.0% |
80% |
False |
False |
101,785 |
60 |
56.24 |
44.49 |
11.75 |
21.8% |
1.47 |
2.7% |
80% |
False |
False |
81,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.84 |
2.618 |
57.01 |
1.618 |
55.89 |
1.000 |
55.20 |
0.618 |
54.77 |
HIGH |
54.08 |
0.618 |
53.65 |
0.500 |
53.52 |
0.382 |
53.39 |
LOW |
52.96 |
0.618 |
52.27 |
1.000 |
51.84 |
1.618 |
51.15 |
2.618 |
50.03 |
4.250 |
48.20 |
|
|
Fisher Pivots for day following 22-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
53.75 |
53.84 |
PP |
53.63 |
53.82 |
S1 |
53.52 |
53.80 |
|