NYMEX Light Sweet Crude Oil Future February 2017
Trading Metrics calculated at close of trading on 19-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
52.52 |
51.39 |
-1.13 |
-2.2% |
53.75 |
High |
52.79 |
51.87 |
-0.92 |
-1.7% |
53.83 |
Low |
50.91 |
51.02 |
0.11 |
0.2% |
50.71 |
Close |
51.08 |
51.37 |
0.29 |
0.6% |
52.37 |
Range |
1.88 |
0.85 |
-1.03 |
-54.8% |
3.12 |
ATR |
1.51 |
1.46 |
-0.05 |
-3.1% |
0.00 |
Volume |
236,238 |
122,593 |
-113,645 |
-48.1% |
3,152,001 |
|
Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.97 |
53.52 |
51.84 |
|
R3 |
53.12 |
52.67 |
51.60 |
|
R2 |
52.27 |
52.27 |
51.53 |
|
R1 |
51.82 |
51.82 |
51.45 |
51.62 |
PP |
51.42 |
51.42 |
51.42 |
51.32 |
S1 |
50.97 |
50.97 |
51.29 |
50.77 |
S2 |
50.57 |
50.57 |
51.21 |
|
S3 |
49.72 |
50.12 |
51.14 |
|
S4 |
48.87 |
49.27 |
50.90 |
|
|
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 |
50.91 |
2.61 |
5.1% |
1.28 |
2.5% |
18% |
False |
False |
420,708 |
10 |
54.32 |
50.71 |
3.61 |
7.0% |
1.45 |
2.8% |
18% |
False |
False |
516,255 |
20 |
55.24 |
50.71 |
4.53 |
8.8% |
1.34 |
2.6% |
15% |
False |
False |
460,067 |
40 |
55.44 |
45.74 |
9.70 |
18.9% |
1.58 |
3.1% |
58% |
False |
False |
369,364 |
60 |
55.44 |
43.73 |
11.71 |
22.8% |
1.55 |
3.0% |
65% |
False |
False |
272,894 |
80 |
55.44 |
43.73 |
11.71 |
22.8% |
1.50 |
2.9% |
65% |
False |
False |
213,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.48 |
2.618 |
54.10 |
1.618 |
53.25 |
1.000 |
52.72 |
0.618 |
52.40 |
HIGH |
51.87 |
0.618 |
51.55 |
0.500 |
51.45 |
0.382 |
51.34 |
LOW |
51.02 |
0.618 |
50.49 |
1.000 |
50.17 |
1.618 |
49.64 |
2.618 |
48.79 |
4.250 |
47.41 |
|
|
Fisher Pivots for day following 19-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
51.45 |
52.22 |
PP |
51.42 |
51.93 |
S1 |
51.40 |
51.65 |
|