NYMEX Light Sweet Crude Oil Future January 2017
| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
51.10 |
52.15 |
1.05 |
2.1% |
52.58 |
| High |
52.08 |
52.52 |
0.44 |
0.8% |
54.51 |
| Low |
50.50 |
51.51 |
1.01 |
2.0% |
49.95 |
| Close |
51.90 |
52.12 |
0.22 |
0.4% |
51.90 |
| Range |
1.58 |
1.01 |
-0.57 |
-36.1% |
4.56 |
| ATR |
1.80 |
1.74 |
-0.06 |
-3.1% |
0.00 |
| Volume |
252,567 |
129,990 |
-122,577 |
-48.5% |
2,967,704 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.08 |
54.61 |
52.68 |
|
| R3 |
54.07 |
53.60 |
52.40 |
|
| R2 |
53.06 |
53.06 |
52.31 |
|
| R1 |
52.59 |
52.59 |
52.21 |
52.32 |
| PP |
52.05 |
52.05 |
52.05 |
51.92 |
| S1 |
51.58 |
51.58 |
52.03 |
51.31 |
| S2 |
51.04 |
51.04 |
51.93 |
|
| S3 |
50.03 |
50.57 |
51.84 |
|
| S4 |
49.02 |
49.56 |
51.56 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.80 |
63.41 |
54.41 |
|
| R3 |
61.24 |
58.85 |
53.15 |
|
| R2 |
56.68 |
56.68 |
52.74 |
|
| R1 |
54.29 |
54.29 |
52.32 |
53.21 |
| PP |
52.12 |
52.12 |
52.12 |
51.58 |
| S1 |
49.73 |
49.73 |
51.48 |
48.65 |
| S2 |
47.56 |
47.56 |
51.06 |
|
| S3 |
43.00 |
45.17 |
50.65 |
|
| S4 |
38.44 |
40.61 |
49.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.41 |
49.95 |
3.46 |
6.6% |
1.46 |
2.8% |
63% |
False |
False |
450,133 |
| 10 |
54.51 |
49.61 |
4.90 |
9.4% |
1.46 |
2.8% |
51% |
False |
False |
598,942 |
| 20 |
54.51 |
44.82 |
9.69 |
18.6% |
1.86 |
3.6% |
75% |
False |
False |
676,233 |
| 40 |
54.51 |
42.95 |
11.56 |
22.2% |
1.69 |
3.2% |
79% |
False |
False |
476,959 |
| 60 |
54.51 |
42.95 |
11.56 |
22.2% |
1.58 |
3.0% |
79% |
False |
False |
351,718 |
| 80 |
54.51 |
42.95 |
11.56 |
22.2% |
1.56 |
3.0% |
79% |
False |
False |
274,078 |
| 100 |
54.51 |
42.34 |
12.17 |
23.3% |
1.54 |
3.0% |
80% |
False |
False |
224,097 |
| 120 |
54.51 |
42.34 |
12.17 |
23.3% |
1.53 |
2.9% |
80% |
False |
False |
189,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.81 |
|
2.618 |
55.16 |
|
1.618 |
54.15 |
|
1.000 |
53.53 |
|
0.618 |
53.14 |
|
HIGH |
52.52 |
|
0.618 |
52.13 |
|
0.500 |
52.02 |
|
0.382 |
51.90 |
|
LOW |
51.51 |
|
0.618 |
50.89 |
|
1.000 |
50.50 |
|
1.618 |
49.88 |
|
2.618 |
48.87 |
|
4.250 |
47.22 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
52.09 |
51.83 |
| PP |
52.05 |
51.53 |
| S1 |
52.02 |
51.24 |
|