NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 11-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
45.31 |
44.35 |
-0.96 |
-2.1% |
44.45 |
| High |
45.64 |
44.63 |
-1.01 |
-2.2% |
45.95 |
| Low |
44.25 |
43.03 |
-1.22 |
-2.8% |
43.03 |
| Close |
44.66 |
43.41 |
-1.25 |
-2.8% |
43.41 |
| Range |
1.39 |
1.60 |
0.21 |
15.1% |
2.92 |
| ATR |
1.47 |
1.48 |
0.01 |
0.8% |
0.00 |
| Volume |
686,338 |
631,135 |
-55,203 |
-8.0% |
3,539,357 |
|
| Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.49 |
47.55 |
44.29 |
|
| R3 |
46.89 |
45.95 |
43.85 |
|
| R2 |
45.29 |
45.29 |
43.70 |
|
| R1 |
44.35 |
44.35 |
43.56 |
44.02 |
| PP |
43.69 |
43.69 |
43.69 |
43.53 |
| S1 |
42.75 |
42.75 |
43.26 |
42.42 |
| S2 |
42.09 |
42.09 |
43.12 |
|
| S3 |
40.49 |
41.15 |
42.97 |
|
| S4 |
38.89 |
39.55 |
42.53 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.89 |
51.07 |
45.02 |
|
| R3 |
49.97 |
48.15 |
44.21 |
|
| R2 |
47.05 |
47.05 |
43.95 |
|
| R1 |
45.23 |
45.23 |
43.68 |
44.68 |
| PP |
44.13 |
44.13 |
44.13 |
43.86 |
| S1 |
42.31 |
42.31 |
43.14 |
41.76 |
| S2 |
41.21 |
41.21 |
42.87 |
|
| S3 |
38.29 |
39.39 |
42.61 |
|
| S4 |
35.37 |
36.47 |
41.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
45.95 |
43.03 |
2.92 |
6.7% |
1.55 |
3.6% |
13% |
False |
True |
707,871 |
| 10 |
48.74 |
43.03 |
5.71 |
13.2% |
1.54 |
3.5% |
7% |
False |
True |
697,502 |
| 20 |
52.22 |
43.03 |
9.19 |
21.2% |
1.38 |
3.2% |
4% |
False |
True |
617,394 |
| 40 |
52.22 |
43.03 |
9.19 |
21.2% |
1.42 |
3.3% |
4% |
False |
True |
434,070 |
| 60 |
52.22 |
43.03 |
9.19 |
21.2% |
1.46 |
3.4% |
4% |
False |
True |
323,119 |
| 80 |
52.22 |
41.58 |
10.64 |
24.5% |
1.46 |
3.4% |
17% |
False |
False |
260,536 |
| 100 |
52.40 |
41.58 |
10.82 |
24.9% |
1.53 |
3.5% |
17% |
False |
False |
223,785 |
| 120 |
53.62 |
41.58 |
12.04 |
27.7% |
1.49 |
3.4% |
15% |
False |
False |
195,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.43 |
|
2.618 |
48.82 |
|
1.618 |
47.22 |
|
1.000 |
46.23 |
|
0.618 |
45.62 |
|
HIGH |
44.63 |
|
0.618 |
44.02 |
|
0.500 |
43.83 |
|
0.382 |
43.64 |
|
LOW |
43.03 |
|
0.618 |
42.04 |
|
1.000 |
41.43 |
|
1.618 |
40.44 |
|
2.618 |
38.84 |
|
4.250 |
36.23 |
|
|
| Fisher Pivots for day following 11-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
43.83 |
44.49 |
| PP |
43.69 |
44.13 |
| S1 |
43.55 |
43.77 |
|