NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 10-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
53.75 |
51.83 |
-1.92 |
-3.6% |
54.20 |
High |
53.83 |
52.37 |
-1.46 |
-2.7% |
55.24 |
Low |
51.76 |
50.71 |
-1.05 |
-2.0% |
52.11 |
Close |
51.96 |
50.82 |
-1.14 |
-2.2% |
53.99 |
Range |
2.07 |
1.66 |
-0.41 |
-19.8% |
3.13 |
ATR |
1.49 |
1.50 |
0.01 |
0.8% |
0.00 |
Volume |
564,893 |
632,573 |
67,680 |
12.0% |
2,286,129 |
|
Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.28 |
55.21 |
51.73 |
|
R3 |
54.62 |
53.55 |
51.28 |
|
R2 |
52.96 |
52.96 |
51.12 |
|
R1 |
51.89 |
51.89 |
50.97 |
51.60 |
PP |
51.30 |
51.30 |
51.30 |
51.15 |
S1 |
50.23 |
50.23 |
50.67 |
49.94 |
S2 |
49.64 |
49.64 |
50.52 |
|
S3 |
47.98 |
48.57 |
50.36 |
|
S4 |
46.32 |
46.91 |
49.91 |
|
|
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 |
54.32 |
50.71 |
3.61 |
7.1% |
1.47 |
2.9% |
3% |
False |
True |
551,160 |
10 |
55.24 |
50.71 |
4.53 |
8.9% |
1.38 |
2.7% |
2% |
False |
True |
471,472 |
20 |
55.44 |
50.71 |
4.73 |
9.3% |
1.39 |
2.7% |
2% |
False |
True |
431,138 |
40 |
55.44 |
43.73 |
11.71 |
23.0% |
1.61 |
3.2% |
61% |
False |
False |
310,079 |
60 |
55.44 |
43.73 |
11.71 |
23.0% |
1.51 |
3.0% |
61% |
False |
False |
228,533 |
80 |
55.44 |
43.73 |
11.71 |
23.0% |
1.48 |
2.9% |
61% |
False |
False |
179,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.43 |
2.618 |
56.72 |
1.618 |
55.06 |
1.000 |
54.03 |
0.618 |
53.40 |
HIGH |
52.37 |
0.618 |
51.74 |
0.500 |
51.54 |
0.382 |
51.34 |
LOW |
50.71 |
0.618 |
49.68 |
1.000 |
49.05 |
1.618 |
48.02 |
2.618 |
46.36 |
4.250 |
43.66 |
|
|
Fisher Pivots for day following 10-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
51.54 |
52.52 |
PP |
51.30 |
51.95 |
S1 |
51.06 |
51.39 |
|