NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 30-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
46.88 |
45.24 |
-1.64 |
-3.5% |
46.60 |
| High |
46.98 |
49.90 |
2.92 |
6.2% |
49.20 |
| Low |
44.82 |
45.22 |
0.40 |
0.9% |
45.88 |
| Close |
45.23 |
49.44 |
4.21 |
9.3% |
46.06 |
| Range |
2.16 |
4.68 |
2.52 |
116.7% |
3.32 |
| ATR |
1.73 |
1.94 |
0.21 |
12.2% |
0.00 |
| Volume |
732,818 |
1,311,000 |
578,182 |
78.9% |
2,514,372 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.23 |
60.51 |
52.01 |
|
| R3 |
57.55 |
55.83 |
50.73 |
|
| R2 |
52.87 |
52.87 |
50.30 |
|
| R1 |
51.15 |
51.15 |
49.87 |
52.01 |
| PP |
48.19 |
48.19 |
48.19 |
48.62 |
| S1 |
46.47 |
46.47 |
49.01 |
47.33 |
| S2 |
43.51 |
43.51 |
48.58 |
|
| S3 |
38.83 |
41.79 |
48.15 |
|
| S4 |
34.15 |
37.11 |
46.87 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.01 |
54.85 |
47.89 |
|
| R3 |
53.69 |
51.53 |
46.97 |
|
| R2 |
50.37 |
50.37 |
46.67 |
|
| R1 |
48.21 |
48.21 |
46.36 |
47.63 |
| PP |
47.05 |
47.05 |
47.05 |
46.76 |
| S1 |
44.89 |
44.89 |
45.76 |
44.31 |
| S2 |
43.73 |
43.73 |
45.45 |
|
| S3 |
40.41 |
41.57 |
45.15 |
|
| S4 |
37.09 |
38.25 |
44.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.90 |
44.82 |
5.08 |
10.3% |
2.55 |
5.2% |
91% |
True |
False |
760,207 |
| 10 |
49.90 |
44.82 |
5.08 |
10.3% |
2.11 |
4.3% |
91% |
True |
False |
686,300 |
| 20 |
49.90 |
42.95 |
6.95 |
14.1% |
1.86 |
3.8% |
93% |
True |
False |
486,954 |
| 40 |
52.74 |
42.95 |
9.79 |
19.8% |
1.57 |
3.2% |
66% |
False |
False |
310,691 |
| 60 |
52.74 |
42.95 |
9.79 |
19.8% |
1.55 |
3.1% |
66% |
False |
False |
224,836 |
| 80 |
52.74 |
42.95 |
9.79 |
19.8% |
1.54 |
3.1% |
66% |
False |
False |
175,531 |
| 100 |
52.74 |
42.34 |
10.40 |
21.0% |
1.51 |
3.0% |
68% |
False |
False |
143,977 |
| 120 |
52.74 |
42.34 |
10.40 |
21.0% |
1.53 |
3.1% |
68% |
False |
False |
122,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.79 |
|
2.618 |
62.15 |
|
1.618 |
57.47 |
|
1.000 |
54.58 |
|
0.618 |
52.79 |
|
HIGH |
49.90 |
|
0.618 |
48.11 |
|
0.500 |
47.56 |
|
0.382 |
47.01 |
|
LOW |
45.22 |
|
0.618 |
42.33 |
|
1.000 |
40.54 |
|
1.618 |
37.65 |
|
2.618 |
32.97 |
|
4.250 |
25.33 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.81 |
48.75 |
| PP |
48.19 |
48.05 |
| S1 |
47.56 |
47.36 |
|