NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 18-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
45.87 |
45.51 |
-0.36 |
-0.8% |
43.90 |
| High |
47.12 |
46.45 |
-0.67 |
-1.4% |
47.12 |
| Low |
45.47 |
45.18 |
-0.29 |
-0.6% |
42.95 |
| Close |
45.98 |
46.36 |
0.38 |
0.8% |
46.36 |
| Range |
1.65 |
1.27 |
-0.38 |
-23.0% |
4.17 |
| ATR |
1.55 |
1.53 |
-0.02 |
-1.3% |
0.00 |
| Volume |
490,898 |
660,408 |
169,510 |
34.5% |
2,356,887 |
|
| Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.81 |
49.35 |
47.06 |
|
| R3 |
48.54 |
48.08 |
46.71 |
|
| R2 |
47.27 |
47.27 |
46.59 |
|
| R1 |
46.81 |
46.81 |
46.48 |
47.04 |
| PP |
46.00 |
46.00 |
46.00 |
46.11 |
| S1 |
45.54 |
45.54 |
46.24 |
45.77 |
| S2 |
44.73 |
44.73 |
46.13 |
|
| S3 |
43.46 |
44.27 |
46.01 |
|
| S4 |
42.19 |
43.00 |
45.66 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.99 |
56.34 |
48.65 |
|
| R3 |
53.82 |
52.17 |
47.51 |
|
| R2 |
49.65 |
49.65 |
47.12 |
|
| R1 |
48.00 |
48.00 |
46.74 |
48.83 |
| PP |
45.48 |
45.48 |
45.48 |
45.89 |
| S1 |
43.83 |
43.83 |
45.98 |
44.66 |
| S2 |
41.31 |
41.31 |
45.60 |
|
| S3 |
37.14 |
39.66 |
45.21 |
|
| S4 |
32.97 |
35.49 |
44.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.12 |
42.95 |
4.17 |
9.0% |
1.65 |
3.6% |
82% |
False |
False |
471,377 |
| 10 |
47.12 |
42.95 |
4.17 |
9.0% |
1.60 |
3.5% |
82% |
False |
False |
394,295 |
| 20 |
51.56 |
42.95 |
8.61 |
18.6% |
1.51 |
3.2% |
40% |
False |
False |
277,685 |
| 40 |
52.74 |
42.95 |
9.79 |
21.1% |
1.44 |
3.1% |
35% |
False |
False |
189,461 |
| 60 |
52.74 |
42.95 |
9.79 |
21.1% |
1.46 |
3.2% |
35% |
False |
False |
140,026 |
| 80 |
52.74 |
42.34 |
10.40 |
22.4% |
1.46 |
3.1% |
39% |
False |
False |
111,063 |
| 100 |
52.74 |
42.34 |
10.40 |
22.4% |
1.46 |
3.2% |
39% |
False |
False |
92,207 |
| 120 |
53.72 |
42.34 |
11.38 |
24.5% |
1.44 |
3.1% |
35% |
False |
False |
78,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.85 |
|
2.618 |
49.77 |
|
1.618 |
48.50 |
|
1.000 |
47.72 |
|
0.618 |
47.23 |
|
HIGH |
46.45 |
|
0.618 |
45.96 |
|
0.500 |
45.82 |
|
0.382 |
45.67 |
|
LOW |
45.18 |
|
0.618 |
44.40 |
|
1.000 |
43.91 |
|
1.618 |
43.13 |
|
2.618 |
41.86 |
|
4.250 |
39.78 |
|
|
| Fisher Pivots for day following 18-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.18 |
46.29 |
| PP |
46.00 |
46.22 |
| S1 |
45.82 |
46.15 |
|