NYMEX Light Sweet Crude Oil Future March 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 |
53.41 |
53.59 |
0.18 |
0.3% |
54.13 |
High |
54.08 |
54.18 |
0.10 |
0.2% |
54.64 |
Low |
52.96 |
53.15 |
0.19 |
0.4% |
52.96 |
Close |
53.86 |
53.92 |
0.06 |
0.1% |
53.92 |
Range |
1.12 |
1.03 |
-0.09 |
-8.0% |
1.68 |
ATR |
1.56 |
1.52 |
-0.04 |
-2.4% |
0.00 |
Volume |
99,061 |
53,010 |
-46,051 |
-46.5% |
475,061 |
|
Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.84 |
56.41 |
54.49 |
|
R3 |
55.81 |
55.38 |
54.20 |
|
R2 |
54.78 |
54.78 |
54.11 |
|
R1 |
54.35 |
54.35 |
54.01 |
54.57 |
PP |
53.75 |
53.75 |
53.75 |
53.86 |
S1 |
53.32 |
53.32 |
53.83 |
53.54 |
S2 |
52.72 |
52.72 |
53.73 |
|
S3 |
51.69 |
52.29 |
53.64 |
|
S4 |
50.66 |
51.26 |
53.35 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.88 |
58.08 |
54.84 |
|
R3 |
57.20 |
56.40 |
54.38 |
|
R2 |
55.52 |
55.52 |
54.23 |
|
R1 |
54.72 |
54.72 |
54.07 |
54.28 |
PP |
53.84 |
53.84 |
53.84 |
53.62 |
S1 |
53.04 |
53.04 |
53.77 |
52.60 |
S2 |
52.16 |
52.16 |
53.61 |
|
S3 |
50.48 |
51.36 |
53.46 |
|
S4 |
48.80 |
49.68 |
53.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.64 |
52.96 |
1.68 |
3.1% |
1.10 |
2.0% |
57% |
False |
False |
95,012 |
10 |
56.24 |
52.10 |
4.14 |
7.7% |
1.37 |
2.5% |
44% |
False |
False |
123,645 |
20 |
56.24 |
46.62 |
9.62 |
17.8% |
1.64 |
3.0% |
76% |
False |
False |
135,741 |
40 |
56.24 |
44.49 |
11.75 |
21.8% |
1.61 |
3.0% |
80% |
False |
False |
102,003 |
60 |
56.24 |
44.49 |
11.75 |
21.8% |
1.45 |
2.7% |
80% |
False |
False |
82,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.56 |
2.618 |
56.88 |
1.618 |
55.85 |
1.000 |
55.21 |
0.618 |
54.82 |
HIGH |
54.18 |
0.618 |
53.79 |
0.500 |
53.67 |
0.382 |
53.54 |
LOW |
53.15 |
0.618 |
52.51 |
1.000 |
52.12 |
1.618 |
51.48 |
2.618 |
50.45 |
4.250 |
48.77 |
|
|
Fisher Pivots for day following 23-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
53.84 |
53.88 |
PP |
53.75 |
53.84 |
S1 |
53.67 |
53.80 |
|