NYMEX Light Sweet Crude Oil Future March 2017
| Trading Metrics calculated at close of trading on 28-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
54.18 |
54.80 |
0.62 |
1.1% |
54.13 |
| High |
54.98 |
55.22 |
0.24 |
0.4% |
54.64 |
| Low |
53.90 |
54.47 |
0.57 |
1.1% |
52.96 |
| Close |
54.79 |
54.95 |
0.16 |
0.3% |
53.92 |
| Range |
1.08 |
0.75 |
-0.33 |
-30.6% |
1.68 |
| ATR |
1.49 |
1.43 |
-0.05 |
-3.5% |
0.00 |
| Volume |
61,836 |
82,747 |
20,911 |
33.8% |
475,061 |
|
| Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.13 |
56.79 |
55.36 |
|
| R3 |
56.38 |
56.04 |
55.16 |
|
| R2 |
55.63 |
55.63 |
55.09 |
|
| R1 |
55.29 |
55.29 |
55.02 |
55.46 |
| PP |
54.88 |
54.88 |
54.88 |
54.97 |
| S1 |
54.54 |
54.54 |
54.88 |
54.71 |
| S2 |
54.13 |
54.13 |
54.81 |
|
| S3 |
53.38 |
53.79 |
54.74 |
|
| S4 |
52.63 |
53.04 |
54.54 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.88 |
58.08 |
54.84 |
|
| R3 |
57.20 |
56.40 |
54.38 |
|
| R2 |
55.52 |
55.52 |
54.23 |
|
| R1 |
54.72 |
54.72 |
54.07 |
54.28 |
| PP |
53.84 |
53.84 |
53.84 |
53.62 |
| S1 |
53.04 |
53.04 |
53.77 |
52.60 |
| S2 |
52.16 |
52.16 |
53.61 |
|
| S3 |
50.48 |
51.36 |
53.46 |
|
| S4 |
48.80 |
49.68 |
53.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.22 |
52.96 |
2.26 |
4.1% |
1.07 |
2.0% |
88% |
True |
False |
86,078 |
| 10 |
55.22 |
52.10 |
3.12 |
5.7% |
1.22 |
2.2% |
91% |
True |
False |
98,794 |
| 20 |
56.24 |
47.03 |
9.21 |
16.8% |
1.51 |
2.7% |
86% |
False |
False |
134,241 |
| 40 |
56.24 |
44.49 |
11.75 |
21.4% |
1.57 |
2.8% |
89% |
False |
False |
103,562 |
| 60 |
56.24 |
44.49 |
11.75 |
21.4% |
1.44 |
2.6% |
89% |
False |
False |
83,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.41 |
|
2.618 |
57.18 |
|
1.618 |
56.43 |
|
1.000 |
55.97 |
|
0.618 |
55.68 |
|
HIGH |
55.22 |
|
0.618 |
54.93 |
|
0.500 |
54.85 |
|
0.382 |
54.76 |
|
LOW |
54.47 |
|
0.618 |
54.01 |
|
1.000 |
53.72 |
|
1.618 |
53.26 |
|
2.618 |
52.51 |
|
4.250 |
51.28 |
|
|
| Fisher Pivots for day following 28-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
54.92 |
54.70 |
| PP |
54.88 |
54.44 |
| S1 |
54.85 |
54.19 |
|