NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 17-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
53.05 |
52.55 |
-0.50 |
-0.9% |
53.75 |
High |
53.17 |
53.52 |
0.35 |
0.7% |
53.83 |
Low |
52.27 |
52.12 |
-0.15 |
-0.3% |
50.71 |
Close |
52.37 |
52.48 |
0.11 |
0.2% |
52.37 |
Range |
0.90 |
1.40 |
0.50 |
55.6% |
3.12 |
ATR |
1.48 |
1.48 |
-0.01 |
-0.4% |
0.00 |
Volume |
477,986 |
606,023 |
128,037 |
26.8% |
3,152,001 |
|
Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.91 |
56.09 |
53.25 |
|
R3 |
55.51 |
54.69 |
52.87 |
|
R2 |
54.11 |
54.11 |
52.74 |
|
R1 |
53.29 |
53.29 |
52.61 |
53.00 |
PP |
52.71 |
52.71 |
52.71 |
52.56 |
S1 |
51.89 |
51.89 |
52.35 |
51.60 |
S2 |
51.31 |
51.31 |
52.22 |
|
S3 |
49.91 |
50.49 |
52.10 |
|
S4 |
48.51 |
49.09 |
51.71 |
|
|
Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.66 |
60.14 |
54.09 |
|
R3 |
58.54 |
57.02 |
53.23 |
|
R2 |
55.42 |
55.42 |
52.94 |
|
R1 |
53.90 |
53.90 |
52.66 |
53.10 |
PP |
52.30 |
52.30 |
52.30 |
51.91 |
S1 |
50.78 |
50.78 |
52.08 |
49.98 |
S2 |
49.18 |
49.18 |
51.80 |
|
S3 |
46.06 |
47.66 |
51.51 |
|
S4 |
42.94 |
44.54 |
50.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.52 |
50.71 |
2.81 |
5.4% |
1.47 |
2.8% |
63% |
True |
False |
638,626 |
10 |
55.24 |
50.71 |
4.53 |
8.6% |
1.62 |
3.1% |
39% |
False |
False |
604,415 |
20 |
55.24 |
50.71 |
4.53 |
8.6% |
1.33 |
2.5% |
39% |
False |
False |
486,930 |
40 |
55.44 |
45.74 |
9.70 |
18.5% |
1.58 |
3.0% |
69% |
False |
False |
364,786 |
60 |
55.44 |
43.73 |
11.71 |
22.3% |
1.54 |
2.9% |
75% |
False |
False |
268,765 |
80 |
55.44 |
43.73 |
11.71 |
22.3% |
1.50 |
2.9% |
75% |
False |
False |
209,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.47 |
2.618 |
57.19 |
1.618 |
55.79 |
1.000 |
54.92 |
0.618 |
54.39 |
HIGH |
53.52 |
0.618 |
52.99 |
0.500 |
52.82 |
0.382 |
52.65 |
LOW |
52.12 |
0.618 |
51.25 |
1.000 |
50.72 |
1.618 |
49.85 |
2.618 |
48.45 |
4.250 |
46.17 |
|
|
Fisher Pivots for day following 17-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
52.82 |
52.82 |
PP |
52.71 |
52.71 |
S1 |
52.59 |
52.59 |
|