NYMEX Light Sweet Crude Oil Future January 2017
| 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 |
46.05 |
45.05 |
-1.00 |
-2.2% |
45.00 |
| High |
46.37 |
45.33 |
-1.04 |
-2.2% |
46.58 |
| Low |
44.96 |
43.73 |
-1.23 |
-2.7% |
43.73 |
| Close |
45.36 |
44.15 |
-1.21 |
-2.7% |
44.15 |
| Range |
1.41 |
1.60 |
0.19 |
13.5% |
2.85 |
| ATR |
1.45 |
1.46 |
0.01 |
0.9% |
0.00 |
| Volume |
314,127 |
296,744 |
-17,383 |
-5.5% |
1,586,072 |
|
| Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.20 |
48.28 |
45.03 |
|
| R3 |
47.60 |
46.68 |
44.59 |
|
| R2 |
46.00 |
46.00 |
44.44 |
|
| R1 |
45.08 |
45.08 |
44.30 |
44.74 |
| PP |
44.40 |
44.40 |
44.40 |
44.24 |
| S1 |
43.48 |
43.48 |
44.00 |
43.14 |
| S2 |
42.80 |
42.80 |
43.86 |
|
| S3 |
41.20 |
41.88 |
43.71 |
|
| S4 |
39.60 |
40.28 |
43.27 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.37 |
51.61 |
45.72 |
|
| R3 |
50.52 |
48.76 |
44.93 |
|
| R2 |
47.67 |
47.67 |
44.67 |
|
| R1 |
45.91 |
45.91 |
44.41 |
45.37 |
| PP |
44.82 |
44.82 |
44.82 |
44.55 |
| S1 |
43.06 |
43.06 |
43.89 |
42.52 |
| S2 |
41.97 |
41.97 |
43.63 |
|
| S3 |
39.12 |
40.21 |
43.37 |
|
| S4 |
36.27 |
37.36 |
42.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.58 |
43.73 |
2.85 |
6.5% |
1.55 |
3.5% |
15% |
False |
True |
317,214 |
| 10 |
49.36 |
43.73 |
5.63 |
12.8% |
1.54 |
3.5% |
7% |
False |
True |
253,234 |
| 20 |
52.68 |
43.73 |
8.95 |
20.3% |
1.36 |
3.1% |
5% |
False |
True |
189,236 |
| 40 |
52.74 |
43.73 |
9.01 |
20.4% |
1.40 |
3.2% |
5% |
False |
True |
138,629 |
| 60 |
52.74 |
43.73 |
9.01 |
20.4% |
1.43 |
3.2% |
5% |
False |
True |
103,133 |
| 80 |
52.74 |
42.34 |
10.40 |
23.6% |
1.43 |
3.2% |
17% |
False |
False |
82,523 |
| 100 |
52.74 |
42.34 |
10.40 |
23.6% |
1.48 |
3.3% |
17% |
False |
False |
69,326 |
| 120 |
53.72 |
42.34 |
11.38 |
25.8% |
1.42 |
3.2% |
16% |
False |
False |
59,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.13 |
|
2.618 |
49.52 |
|
1.618 |
47.92 |
|
1.000 |
46.93 |
|
0.618 |
46.32 |
|
HIGH |
45.33 |
|
0.618 |
44.72 |
|
0.500 |
44.53 |
|
0.382 |
44.34 |
|
LOW |
43.73 |
|
0.618 |
42.74 |
|
1.000 |
42.13 |
|
1.618 |
41.14 |
|
2.618 |
39.54 |
|
4.250 |
36.93 |
|
|
| Fisher Pivots for day following 11-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
44.53 |
45.16 |
| PP |
44.40 |
44.82 |
| S1 |
44.28 |
44.49 |
|