NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 12-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
50.81 |
52.37 |
1.56 |
3.1% |
54.20 |
High |
52.78 |
53.50 |
0.72 |
1.4% |
55.24 |
Low |
50.75 |
52.12 |
1.37 |
2.7% |
52.11 |
Close |
52.25 |
53.01 |
0.76 |
1.5% |
53.99 |
Range |
2.03 |
1.38 |
-0.65 |
-32.0% |
3.13 |
ATR |
1.54 |
1.53 |
-0.01 |
-0.7% |
0.00 |
Volume |
815,846 |
660,703 |
-155,143 |
-19.0% |
2,286,129 |
|
Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.02 |
56.39 |
53.77 |
|
R3 |
55.64 |
55.01 |
53.39 |
|
R2 |
54.26 |
54.26 |
53.26 |
|
R1 |
53.63 |
53.63 |
53.14 |
53.95 |
PP |
52.88 |
52.88 |
52.88 |
53.03 |
S1 |
52.25 |
52.25 |
52.88 |
52.57 |
S2 |
51.50 |
51.50 |
52.76 |
|
S3 |
50.12 |
50.87 |
52.63 |
|
S4 |
48.74 |
49.49 |
52.25 |
|
|
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 |
6.8% |
1.63 |
3.1% |
64% |
False |
False |
640,469 |
10 |
55.24 |
50.71 |
4.53 |
8.5% |
1.53 |
2.9% |
51% |
False |
False |
559,143 |
20 |
55.24 |
50.71 |
4.53 |
8.5% |
1.39 |
2.6% |
51% |
False |
False |
470,328 |
40 |
55.44 |
44.84 |
10.60 |
20.0% |
1.62 |
3.1% |
77% |
False |
False |
342,631 |
60 |
55.44 |
43.73 |
11.71 |
22.1% |
1.53 |
2.9% |
79% |
False |
False |
251,897 |
80 |
55.44 |
43.73 |
11.71 |
22.1% |
1.50 |
2.8% |
79% |
False |
False |
197,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.37 |
2.618 |
57.11 |
1.618 |
55.73 |
1.000 |
54.88 |
0.618 |
54.35 |
HIGH |
53.50 |
0.618 |
52.97 |
0.500 |
52.81 |
0.382 |
52.65 |
LOW |
52.12 |
0.618 |
51.27 |
1.000 |
50.74 |
1.618 |
49.89 |
2.618 |
48.51 |
4.250 |
46.26 |
|
|
Fisher Pivots for day following 12-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
52.94 |
52.71 |
PP |
52.88 |
52.41 |
S1 |
52.81 |
52.11 |
|