NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 03-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
53.87 |
54.20 |
0.33 |
0.6% |
53.29 |
High |
54.09 |
55.24 |
1.15 |
2.1% |
54.37 |
Low |
53.41 |
52.11 |
-1.30 |
-2.4% |
53.03 |
Close |
53.72 |
52.33 |
-1.39 |
-2.6% |
53.72 |
Range |
0.68 |
3.13 |
2.45 |
360.3% |
1.34 |
ATR |
1.37 |
1.49 |
0.13 |
9.2% |
0.00 |
Volume |
271,094 |
727,793 |
456,699 |
168.5% |
1,231,129 |
|
Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.62 |
60.60 |
54.05 |
|
R3 |
59.49 |
57.47 |
53.19 |
|
R2 |
56.36 |
56.36 |
52.90 |
|
R1 |
54.34 |
54.34 |
52.62 |
53.79 |
PP |
53.23 |
53.23 |
53.23 |
52.95 |
S1 |
51.21 |
51.21 |
52.04 |
50.66 |
S2 |
50.10 |
50.10 |
51.76 |
|
S3 |
46.97 |
48.08 |
51.47 |
|
S4 |
43.84 |
44.95 |
50.61 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.73 |
57.06 |
54.46 |
|
R3 |
56.39 |
55.72 |
54.09 |
|
R2 |
55.05 |
55.05 |
53.97 |
|
R1 |
54.38 |
54.38 |
53.84 |
54.72 |
PP |
53.71 |
53.71 |
53.71 |
53.87 |
S1 |
53.04 |
53.04 |
53.60 |
53.38 |
S2 |
52.37 |
52.37 |
53.47 |
|
S3 |
51.03 |
51.70 |
53.35 |
|
S4 |
49.69 |
50.36 |
52.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.24 |
52.11 |
3.13 |
6.0% |
1.29 |
2.5% |
7% |
True |
True |
391,784 |
10 |
55.24 |
52.08 |
3.16 |
6.0% |
1.20 |
2.3% |
8% |
True |
False |
400,871 |
20 |
55.44 |
50.76 |
4.68 |
8.9% |
1.33 |
2.5% |
34% |
False |
False |
365,482 |
40 |
55.44 |
43.73 |
11.71 |
22.4% |
1.61 |
3.1% |
73% |
False |
False |
253,212 |
60 |
55.44 |
43.73 |
11.71 |
22.4% |
1.50 |
2.9% |
73% |
False |
False |
186,202 |
80 |
55.44 |
43.73 |
11.71 |
22.4% |
1.48 |
2.8% |
73% |
False |
False |
146,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.54 |
2.618 |
63.43 |
1.618 |
60.30 |
1.000 |
58.37 |
0.618 |
57.17 |
HIGH |
55.24 |
0.618 |
54.04 |
0.500 |
53.68 |
0.382 |
53.31 |
LOW |
52.11 |
0.618 |
50.18 |
1.000 |
48.98 |
1.618 |
47.05 |
2.618 |
43.92 |
4.250 |
38.81 |
|
|
Fisher Pivots for day following 03-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
53.68 |
53.68 |
PP |
53.23 |
53.23 |
S1 |
52.78 |
52.78 |
|