NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 09-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
53.73 |
53.75 |
0.02 |
0.0% |
54.20 |
High |
54.32 |
53.83 |
-0.49 |
-0.9% |
55.24 |
Low |
53.32 |
51.76 |
-1.56 |
-2.9% |
52.11 |
Close |
53.99 |
51.96 |
-2.03 |
-3.8% |
53.99 |
Range |
1.00 |
2.07 |
1.07 |
107.0% |
3.13 |
ATR |
1.43 |
1.49 |
0.06 |
4.0% |
0.00 |
Volume |
528,333 |
564,893 |
36,560 |
6.9% |
2,286,129 |
|
Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.73 |
57.41 |
53.10 |
|
R3 |
56.66 |
55.34 |
52.53 |
|
R2 |
54.59 |
54.59 |
52.34 |
|
R1 |
53.27 |
53.27 |
52.15 |
52.90 |
PP |
52.52 |
52.52 |
52.52 |
52.33 |
S1 |
51.20 |
51.20 |
51.77 |
50.83 |
S2 |
50.45 |
50.45 |
51.58 |
|
S3 |
48.38 |
49.13 |
51.39 |
|
S4 |
46.31 |
47.06 |
50.82 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.17 |
61.71 |
55.71 |
|
R3 |
60.04 |
58.58 |
54.85 |
|
R2 |
56.91 |
56.91 |
54.56 |
|
R1 |
55.45 |
55.45 |
54.28 |
54.62 |
PP |
53.78 |
53.78 |
53.78 |
53.36 |
S1 |
52.32 |
52.32 |
53.70 |
51.49 |
S2 |
50.65 |
50.65 |
53.42 |
|
S3 |
47.52 |
49.19 |
53.13 |
|
S4 |
44.39 |
46.06 |
52.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.24 |
51.76 |
3.48 |
6.7% |
1.76 |
3.4% |
6% |
False |
True |
570,204 |
10 |
55.24 |
51.76 |
3.48 |
6.7% |
1.31 |
2.5% |
6% |
False |
True |
436,731 |
20 |
55.44 |
51.10 |
4.34 |
8.4% |
1.35 |
2.6% |
20% |
False |
False |
415,518 |
40 |
55.44 |
43.73 |
11.71 |
22.5% |
1.60 |
3.1% |
70% |
False |
False |
296,803 |
60 |
55.44 |
43.73 |
11.71 |
22.5% |
1.50 |
2.9% |
70% |
False |
False |
218,862 |
80 |
55.44 |
43.73 |
11.71 |
22.5% |
1.47 |
2.8% |
70% |
False |
False |
171,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.63 |
2.618 |
59.25 |
1.618 |
57.18 |
1.000 |
55.90 |
0.618 |
55.11 |
HIGH |
53.83 |
0.618 |
53.04 |
0.500 |
52.80 |
0.382 |
52.55 |
LOW |
51.76 |
0.618 |
50.48 |
1.000 |
49.69 |
1.618 |
48.41 |
2.618 |
46.34 |
4.250 |
42.96 |
|
|
Fisher Pivots for day following 09-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
52.80 |
53.04 |
PP |
52.52 |
52.68 |
S1 |
52.24 |
52.32 |
|