NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
52.45 |
50.79 |
-1.66 |
-3.2% |
51.46 |
| High |
52.78 |
51.48 |
-1.30 |
-2.5% |
52.42 |
| Low |
50.67 |
49.95 |
-0.72 |
-1.4% |
49.61 |
| Close |
51.04 |
50.90 |
-0.14 |
-0.3% |
51.50 |
| Range |
2.11 |
1.53 |
-0.58 |
-27.5% |
2.81 |
| ATR |
1.83 |
1.81 |
-0.02 |
-1.2% |
0.00 |
| Volume |
677,957 |
551,759 |
-126,198 |
-18.6% |
3,492,509 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.37 |
54.66 |
51.74 |
|
| R3 |
53.84 |
53.13 |
51.32 |
|
| R2 |
52.31 |
52.31 |
51.18 |
|
| R1 |
51.60 |
51.60 |
51.04 |
51.96 |
| PP |
50.78 |
50.78 |
50.78 |
50.95 |
| S1 |
50.07 |
50.07 |
50.76 |
50.43 |
| S2 |
49.25 |
49.25 |
50.62 |
|
| S3 |
47.72 |
48.54 |
50.48 |
|
| S4 |
46.19 |
47.01 |
50.06 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.61 |
58.36 |
53.05 |
|
| R3 |
56.80 |
55.55 |
52.27 |
|
| R2 |
53.99 |
53.99 |
52.02 |
|
| R1 |
52.74 |
52.74 |
51.76 |
53.37 |
| PP |
51.18 |
51.18 |
51.18 |
51.49 |
| S1 |
49.93 |
49.93 |
51.24 |
50.56 |
| S2 |
48.37 |
48.37 |
50.98 |
|
| S3 |
45.56 |
47.12 |
50.73 |
|
| S4 |
42.75 |
44.31 |
49.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.51 |
49.95 |
4.56 |
9.0% |
1.57 |
3.1% |
21% |
False |
True |
673,435 |
| 10 |
54.51 |
49.61 |
4.90 |
9.6% |
1.50 |
3.0% |
26% |
False |
False |
687,474 |
| 20 |
54.51 |
44.82 |
9.69 |
19.0% |
1.88 |
3.7% |
63% |
False |
False |
714,671 |
| 40 |
54.51 |
42.95 |
11.56 |
22.7% |
1.67 |
3.3% |
69% |
False |
False |
475,350 |
| 60 |
54.51 |
42.95 |
11.56 |
22.7% |
1.59 |
3.1% |
69% |
False |
False |
347,672 |
| 80 |
54.51 |
42.95 |
11.56 |
22.7% |
1.56 |
3.1% |
69% |
False |
False |
269,924 |
| 100 |
54.51 |
42.34 |
12.17 |
23.9% |
1.54 |
3.0% |
70% |
False |
False |
220,556 |
| 120 |
54.51 |
42.34 |
12.17 |
23.9% |
1.54 |
3.0% |
70% |
False |
False |
186,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.98 |
|
2.618 |
55.49 |
|
1.618 |
53.96 |
|
1.000 |
53.01 |
|
0.618 |
52.43 |
|
HIGH |
51.48 |
|
0.618 |
50.90 |
|
0.500 |
50.72 |
|
0.382 |
50.53 |
|
LOW |
49.95 |
|
0.618 |
49.00 |
|
1.000 |
48.42 |
|
1.618 |
47.47 |
|
2.618 |
45.94 |
|
4.250 |
43.45 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.84 |
51.68 |
| PP |
50.78 |
51.42 |
| S1 |
50.72 |
51.16 |
|