NYMEX Light Sweet Crude Oil Future December 2016
| Trading Metrics calculated at close of trading on 17-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
45.77 |
45.37 |
-0.40 |
-0.9% |
44.45 |
| High |
46.41 |
46.58 |
0.17 |
0.4% |
45.95 |
| Low |
45.03 |
44.88 |
-0.15 |
-0.3% |
43.03 |
| Close |
45.57 |
45.42 |
-0.15 |
-0.3% |
43.41 |
| Range |
1.38 |
1.70 |
0.32 |
23.2% |
2.92 |
| ATR |
1.57 |
1.57 |
0.01 |
0.6% |
0.00 |
| Volume |
658,169 |
284,874 |
-373,295 |
-56.7% |
3,539,357 |
|
| Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.73 |
49.77 |
46.36 |
|
| R3 |
49.03 |
48.07 |
45.89 |
|
| R2 |
47.33 |
47.33 |
45.73 |
|
| R1 |
46.37 |
46.37 |
45.58 |
46.85 |
| PP |
45.63 |
45.63 |
45.63 |
45.87 |
| S1 |
44.67 |
44.67 |
45.26 |
45.15 |
| S2 |
43.93 |
43.93 |
45.11 |
|
| S3 |
42.23 |
42.97 |
44.95 |
|
| S4 |
40.53 |
41.27 |
44.49 |
|
|
| 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 |
46.58 |
42.20 |
4.38 |
9.6% |
1.77 |
3.9% |
74% |
True |
False |
597,024 |
| 10 |
46.58 |
42.20 |
4.38 |
9.6% |
1.63 |
3.6% |
74% |
True |
False |
663,002 |
| 20 |
51.02 |
42.20 |
8.82 |
19.4% |
1.50 |
3.3% |
37% |
False |
False |
641,503 |
| 40 |
52.22 |
42.20 |
10.02 |
22.1% |
1.49 |
3.3% |
32% |
False |
False |
473,395 |
| 60 |
52.22 |
42.20 |
10.02 |
22.1% |
1.49 |
3.3% |
32% |
False |
False |
356,485 |
| 80 |
52.22 |
41.58 |
10.64 |
23.4% |
1.49 |
3.3% |
36% |
False |
False |
286,999 |
| 100 |
52.30 |
41.58 |
10.72 |
23.6% |
1.52 |
3.3% |
36% |
False |
False |
243,954 |
| 120 |
53.62 |
41.58 |
12.04 |
26.5% |
1.52 |
3.3% |
32% |
False |
False |
213,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.81 |
|
2.618 |
51.03 |
|
1.618 |
49.33 |
|
1.000 |
48.28 |
|
0.618 |
47.63 |
|
HIGH |
46.58 |
|
0.618 |
45.93 |
|
0.500 |
45.73 |
|
0.382 |
45.53 |
|
LOW |
44.88 |
|
0.618 |
43.83 |
|
1.000 |
43.18 |
|
1.618 |
42.13 |
|
2.618 |
40.43 |
|
4.250 |
37.66 |
|
|
| Fisher Pivots for day following 17-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.73 |
45.30 |
| PP |
45.63 |
45.18 |
| S1 |
45.52 |
45.07 |
|