NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
51.01 |
51.46 |
0.45 |
0.9% |
45.43 |
| High |
51.73 |
52.42 |
0.69 |
1.3% |
51.80 |
| Low |
50.18 |
50.93 |
0.75 |
1.5% |
44.82 |
| Close |
51.68 |
51.79 |
0.11 |
0.2% |
51.68 |
| Range |
1.55 |
1.49 |
-0.06 |
-3.9% |
6.98 |
| ATR |
1.97 |
1.93 |
-0.03 |
-1.7% |
0.00 |
| Volume |
667,099 |
600,782 |
-66,317 |
-9.9% |
4,420,103 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.18 |
55.48 |
52.61 |
|
| R3 |
54.69 |
53.99 |
52.20 |
|
| R2 |
53.20 |
53.20 |
52.06 |
|
| R1 |
52.50 |
52.50 |
51.93 |
52.85 |
| PP |
51.71 |
51.71 |
51.71 |
51.89 |
| S1 |
51.01 |
51.01 |
51.65 |
51.36 |
| S2 |
50.22 |
50.22 |
51.52 |
|
| S3 |
48.73 |
49.52 |
51.38 |
|
| S4 |
47.24 |
48.03 |
50.97 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.37 |
68.01 |
55.52 |
|
| R3 |
63.39 |
61.03 |
53.60 |
|
| R2 |
56.41 |
56.41 |
52.96 |
|
| R1 |
54.05 |
54.05 |
52.32 |
55.23 |
| PP |
49.43 |
49.43 |
49.43 |
50.03 |
| S1 |
47.07 |
47.07 |
51.04 |
48.25 |
| S2 |
42.45 |
42.45 |
50.40 |
|
| S3 |
35.47 |
40.09 |
49.76 |
|
| S4 |
28.49 |
33.11 |
47.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.42 |
44.82 |
7.60 |
14.7% |
2.54 |
4.9% |
92% |
True |
False |
857,300 |
| 10 |
52.42 |
44.82 |
7.60 |
14.7% |
2.27 |
4.4% |
92% |
True |
False |
753,525 |
| 20 |
52.42 |
42.95 |
9.47 |
18.3% |
1.94 |
3.7% |
93% |
True |
False |
573,910 |
| 40 |
52.74 |
42.95 |
9.79 |
18.9% |
1.63 |
3.1% |
90% |
False |
False |
360,464 |
| 60 |
52.74 |
42.95 |
9.79 |
18.9% |
1.56 |
3.0% |
90% |
False |
False |
260,632 |
| 80 |
52.74 |
42.95 |
9.79 |
18.9% |
1.54 |
3.0% |
90% |
False |
False |
202,627 |
| 100 |
52.74 |
42.34 |
10.40 |
20.1% |
1.51 |
2.9% |
91% |
False |
False |
165,683 |
| 120 |
52.74 |
42.34 |
10.40 |
20.1% |
1.55 |
3.0% |
91% |
False |
False |
140,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.75 |
|
2.618 |
56.32 |
|
1.618 |
54.83 |
|
1.000 |
53.91 |
|
0.618 |
53.34 |
|
HIGH |
52.42 |
|
0.618 |
51.85 |
|
0.500 |
51.68 |
|
0.382 |
51.50 |
|
LOW |
50.93 |
|
0.618 |
50.01 |
|
1.000 |
49.44 |
|
1.618 |
48.52 |
|
2.618 |
47.03 |
|
4.250 |
44.60 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
51.75 |
51.43 |
| PP |
51.71 |
51.06 |
| S1 |
51.68 |
50.70 |
|