NYMEX Light Sweet Crude Oil Future March 2017
| Trading Metrics calculated at close of trading on 29-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
54.80 |
54.53 |
-0.27 |
-0.5% |
54.13 |
| High |
55.22 |
55.15 |
-0.07 |
-0.1% |
54.64 |
| Low |
54.47 |
54.39 |
-0.08 |
-0.1% |
52.96 |
| Close |
54.95 |
54.72 |
-0.23 |
-0.4% |
53.92 |
| Range |
0.75 |
0.76 |
0.01 |
1.3% |
1.68 |
| ATR |
1.43 |
1.39 |
-0.05 |
-3.4% |
0.00 |
| Volume |
82,747 |
128,316 |
45,569 |
55.1% |
475,061 |
|
| Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.03 |
56.64 |
55.14 |
|
| R3 |
56.27 |
55.88 |
54.93 |
|
| R2 |
55.51 |
55.51 |
54.86 |
|
| R1 |
55.12 |
55.12 |
54.79 |
55.32 |
| PP |
54.75 |
54.75 |
54.75 |
54.85 |
| S1 |
54.36 |
54.36 |
54.65 |
54.56 |
| S2 |
53.99 |
53.99 |
54.58 |
|
| S3 |
53.23 |
53.60 |
54.51 |
|
| S4 |
52.47 |
52.84 |
54.30 |
|
|
| 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% |
0.95 |
1.7% |
78% |
False |
False |
84,994 |
| 10 |
55.22 |
52.10 |
3.12 |
5.7% |
1.09 |
2.0% |
84% |
False |
False |
97,158 |
| 20 |
56.24 |
50.80 |
5.44 |
9.9% |
1.32 |
2.4% |
72% |
False |
False |
129,426 |
| 40 |
56.24 |
44.49 |
11.75 |
21.5% |
1.55 |
2.8% |
87% |
False |
False |
104,646 |
| 60 |
56.24 |
44.49 |
11.75 |
21.5% |
1.44 |
2.6% |
87% |
False |
False |
85,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.38 |
|
2.618 |
57.14 |
|
1.618 |
56.38 |
|
1.000 |
55.91 |
|
0.618 |
55.62 |
|
HIGH |
55.15 |
|
0.618 |
54.86 |
|
0.500 |
54.77 |
|
0.382 |
54.68 |
|
LOW |
54.39 |
|
0.618 |
53.92 |
|
1.000 |
53.63 |
|
1.618 |
53.16 |
|
2.618 |
52.40 |
|
4.250 |
51.16 |
|
|
| Fisher Pivots for day following 29-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
54.77 |
54.67 |
| PP |
54.75 |
54.61 |
| S1 |
54.74 |
54.56 |
|