NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 18-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
52.55 |
52.52 |
-0.03 |
-0.1% |
53.75 |
High |
53.52 |
52.79 |
-0.73 |
-1.4% |
53.83 |
Low |
52.12 |
50.91 |
-1.21 |
-2.3% |
50.71 |
Close |
52.48 |
51.08 |
-1.40 |
-2.7% |
52.37 |
Range |
1.40 |
1.88 |
0.48 |
34.3% |
3.12 |
ATR |
1.48 |
1.51 |
0.03 |
1.9% |
0.00 |
Volume |
606,023 |
236,238 |
-369,785 |
-61.0% |
3,152,001 |
|
Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.23 |
56.04 |
52.11 |
|
R3 |
55.35 |
54.16 |
51.60 |
|
R2 |
53.47 |
53.47 |
51.42 |
|
R1 |
52.28 |
52.28 |
51.25 |
51.94 |
PP |
51.59 |
51.59 |
51.59 |
51.42 |
S1 |
50.40 |
50.40 |
50.91 |
50.06 |
S2 |
49.71 |
49.71 |
50.74 |
|
S3 |
47.83 |
48.52 |
50.56 |
|
S4 |
45.95 |
46.64 |
50.05 |
|
|
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 |
50.75 |
2.77 |
5.4% |
1.52 |
3.0% |
12% |
False |
False |
559,359 |
10 |
54.32 |
50.71 |
3.61 |
7.1% |
1.49 |
2.9% |
10% |
False |
False |
555,259 |
20 |
55.24 |
50.71 |
4.53 |
8.9% |
1.35 |
2.6% |
8% |
False |
False |
478,065 |
40 |
55.44 |
45.74 |
9.70 |
19.0% |
1.59 |
3.1% |
55% |
False |
False |
368,681 |
60 |
55.44 |
43.73 |
11.71 |
22.9% |
1.55 |
3.0% |
63% |
False |
False |
271,898 |
80 |
55.44 |
43.73 |
11.71 |
22.9% |
1.51 |
3.0% |
63% |
False |
False |
212,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.78 |
2.618 |
57.71 |
1.618 |
55.83 |
1.000 |
54.67 |
0.618 |
53.95 |
HIGH |
52.79 |
0.618 |
52.07 |
0.500 |
51.85 |
0.382 |
51.63 |
LOW |
50.91 |
0.618 |
49.75 |
1.000 |
49.03 |
1.618 |
47.87 |
2.618 |
45.99 |
4.250 |
42.92 |
|
|
Fisher Pivots for day following 18-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
51.85 |
52.22 |
PP |
51.59 |
51.84 |
S1 |
51.34 |
51.46 |
|