NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 04-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
54.20 |
52.49 |
-1.71 |
-3.2% |
53.29 |
High |
55.24 |
53.43 |
-1.81 |
-3.3% |
54.37 |
Low |
52.11 |
52.15 |
0.04 |
0.1% |
53.03 |
Close |
52.33 |
53.26 |
0.93 |
1.8% |
53.72 |
Range |
3.13 |
1.28 |
-1.85 |
-59.1% |
1.34 |
ATR |
1.49 |
1.48 |
-0.02 |
-1.0% |
0.00 |
Volume |
727,793 |
512,641 |
-215,152 |
-29.6% |
1,231,129 |
|
Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.79 |
56.30 |
53.96 |
|
R3 |
55.51 |
55.02 |
53.61 |
|
R2 |
54.23 |
54.23 |
53.49 |
|
R1 |
53.74 |
53.74 |
53.38 |
53.99 |
PP |
52.95 |
52.95 |
52.95 |
53.07 |
S1 |
52.46 |
52.46 |
53.14 |
52.71 |
S2 |
51.67 |
51.67 |
53.03 |
|
S3 |
50.39 |
51.18 |
52.91 |
|
S4 |
49.11 |
49.90 |
52.56 |
|
|
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 |
5.9% |
1.33 |
2.5% |
37% |
False |
False |
438,851 |
10 |
55.24 |
52.08 |
3.16 |
5.9% |
1.23 |
2.3% |
37% |
False |
False |
403,880 |
20 |
55.44 |
50.76 |
4.68 |
8.8% |
1.32 |
2.5% |
53% |
False |
False |
381,408 |
40 |
55.44 |
43.73 |
11.71 |
22.0% |
1.61 |
3.0% |
81% |
False |
False |
264,144 |
60 |
55.44 |
43.73 |
11.71 |
22.0% |
1.50 |
2.8% |
81% |
False |
False |
194,068 |
80 |
55.44 |
43.73 |
11.71 |
22.0% |
1.47 |
2.8% |
81% |
False |
False |
152,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.87 |
2.618 |
56.78 |
1.618 |
55.50 |
1.000 |
54.71 |
0.618 |
54.22 |
HIGH |
53.43 |
0.618 |
52.94 |
0.500 |
52.79 |
0.382 |
52.64 |
LOW |
52.15 |
0.618 |
51.36 |
1.000 |
50.87 |
1.618 |
50.08 |
2.618 |
48.80 |
4.250 |
46.71 |
|
|
Fisher Pivots for day following 04-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
53.10 |
53.68 |
PP |
52.95 |
53.54 |
S1 |
52.79 |
53.40 |
|