NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 05-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
52.49 |
53.39 |
0.90 |
1.7% |
53.29 |
High |
53.43 |
54.12 |
0.69 |
1.3% |
54.37 |
Low |
52.15 |
52.79 |
0.64 |
1.2% |
53.03 |
Close |
53.26 |
53.76 |
0.50 |
0.9% |
53.72 |
Range |
1.28 |
1.33 |
0.05 |
3.9% |
1.34 |
ATR |
1.48 |
1.47 |
-0.01 |
-0.7% |
0.00 |
Volume |
512,641 |
517,362 |
4,721 |
0.9% |
1,231,129 |
|
Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.55 |
56.98 |
54.49 |
|
R3 |
56.22 |
55.65 |
54.13 |
|
R2 |
54.89 |
54.89 |
54.00 |
|
R1 |
54.32 |
54.32 |
53.88 |
54.61 |
PP |
53.56 |
53.56 |
53.56 |
53.70 |
S1 |
52.99 |
52.99 |
53.64 |
53.28 |
S2 |
52.23 |
52.23 |
53.52 |
|
S3 |
50.90 |
51.66 |
53.39 |
|
S4 |
49.57 |
50.33 |
53.03 |
|
|
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 |
5.8% |
1.43 |
2.7% |
53% |
False |
False |
477,816 |
10 |
55.24 |
52.08 |
3.16 |
5.9% |
1.27 |
2.4% |
53% |
False |
False |
413,957 |
20 |
55.44 |
50.76 |
4.68 |
8.7% |
1.33 |
2.5% |
64% |
False |
False |
396,561 |
40 |
55.44 |
43.73 |
11.71 |
21.8% |
1.62 |
3.0% |
86% |
False |
False |
275,355 |
60 |
55.44 |
43.73 |
11.71 |
21.8% |
1.49 |
2.8% |
86% |
False |
False |
201,950 |
80 |
55.44 |
43.73 |
11.71 |
21.8% |
1.47 |
2.7% |
86% |
False |
False |
158,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.77 |
2.618 |
57.60 |
1.618 |
56.27 |
1.000 |
55.45 |
0.618 |
54.94 |
HIGH |
54.12 |
0.618 |
53.61 |
0.500 |
53.46 |
0.382 |
53.30 |
LOW |
52.79 |
0.618 |
51.97 |
1.000 |
51.46 |
1.618 |
50.64 |
2.618 |
49.31 |
4.250 |
47.14 |
|
|
Fisher Pivots for day following 05-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
53.66 |
53.73 |
PP |
53.56 |
53.70 |
S1 |
53.46 |
53.68 |
|