NYMEX Light Sweet Crude Oil Future March 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 |
54.53 |
54.81 |
0.28 |
0.5% |
54.18 |
High |
55.15 |
55.02 |
-0.13 |
-0.2% |
55.22 |
Low |
54.39 |
54.37 |
-0.02 |
0.0% |
53.90 |
Close |
54.72 |
54.66 |
-0.06 |
-0.1% |
54.66 |
Range |
0.76 |
0.65 |
-0.11 |
-14.5% |
1.32 |
ATR |
1.39 |
1.33 |
-0.05 |
-3.8% |
0.00 |
Volume |
128,316 |
76,883 |
-51,433 |
-40.1% |
349,782 |
|
Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.63 |
56.30 |
55.02 |
|
R3 |
55.98 |
55.65 |
54.84 |
|
R2 |
55.33 |
55.33 |
54.78 |
|
R1 |
55.00 |
55.00 |
54.72 |
54.84 |
PP |
54.68 |
54.68 |
54.68 |
54.61 |
S1 |
54.35 |
54.35 |
54.60 |
54.19 |
S2 |
54.03 |
54.03 |
54.54 |
|
S3 |
53.38 |
53.70 |
54.48 |
|
S4 |
52.73 |
53.05 |
54.30 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.55 |
57.93 |
55.39 |
|
R3 |
57.23 |
56.61 |
55.02 |
|
R2 |
55.91 |
55.91 |
54.90 |
|
R1 |
55.29 |
55.29 |
54.78 |
55.60 |
PP |
54.59 |
54.59 |
54.59 |
54.75 |
S1 |
53.97 |
53.97 |
54.54 |
54.28 |
S2 |
53.27 |
53.27 |
54.42 |
|
S3 |
51.95 |
52.65 |
54.30 |
|
S4 |
50.63 |
51.33 |
53.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.22 |
53.15 |
2.07 |
3.8% |
0.85 |
1.6% |
73% |
False |
False |
80,558 |
10 |
55.22 |
52.52 |
2.70 |
4.9% |
1.03 |
1.9% |
79% |
False |
False |
90,214 |
20 |
56.24 |
51.80 |
4.44 |
8.1% |
1.22 |
2.2% |
64% |
False |
False |
124,337 |
40 |
56.24 |
44.49 |
11.75 |
21.5% |
1.54 |
2.8% |
87% |
False |
False |
105,066 |
60 |
56.24 |
44.49 |
11.75 |
21.5% |
1.44 |
2.6% |
87% |
False |
False |
85,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.78 |
2.618 |
56.72 |
1.618 |
56.07 |
1.000 |
55.67 |
0.618 |
55.42 |
HIGH |
55.02 |
0.618 |
54.77 |
0.500 |
54.70 |
0.382 |
54.62 |
LOW |
54.37 |
0.618 |
53.97 |
1.000 |
53.72 |
1.618 |
53.32 |
2.618 |
52.67 |
4.250 |
51.61 |
|
|
Fisher Pivots for day following 30-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
54.70 |
54.80 |
PP |
54.68 |
54.75 |
S1 |
54.67 |
54.71 |
|