NYMEX Light Sweet Crude Oil Future March 2017
Trading Metrics calculated at close of trading on 04-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
55.05 |
53.48 |
-1.57 |
-2.9% |
54.18 |
High |
56.18 |
54.38 |
-1.80 |
-3.2% |
55.22 |
Low |
53.08 |
53.13 |
0.05 |
0.1% |
53.90 |
Close |
53.29 |
54.22 |
0.93 |
1.7% |
54.66 |
Range |
3.10 |
1.25 |
-1.85 |
-59.7% |
1.32 |
ATR |
1.46 |
1.44 |
-0.01 |
-1.0% |
0.00 |
Volume |
239,830 |
157,504 |
-82,326 |
-34.3% |
349,782 |
|
Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.66 |
57.19 |
54.91 |
|
R3 |
56.41 |
55.94 |
54.56 |
|
R2 |
55.16 |
55.16 |
54.45 |
|
R1 |
54.69 |
54.69 |
54.33 |
54.93 |
PP |
53.91 |
53.91 |
53.91 |
54.03 |
S1 |
53.44 |
53.44 |
54.11 |
53.68 |
S2 |
52.66 |
52.66 |
53.99 |
|
S3 |
51.41 |
52.19 |
53.88 |
|
S4 |
50.16 |
50.94 |
53.53 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.55 |
57.93 |
55.39 |
|
R3 |
57.23 |
56.61 |
55.02 |
|
R2 |
55.91 |
55.91 |
54.90 |
|
R1 |
55.29 |
55.29 |
54.78 |
55.60 |
PP |
54.59 |
54.59 |
54.59 |
54.75 |
S1 |
53.97 |
53.97 |
54.54 |
54.28 |
S2 |
53.27 |
53.27 |
54.42 |
|
S3 |
51.95 |
52.65 |
54.30 |
|
S4 |
50.63 |
51.33 |
53.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.18 |
53.08 |
3.10 |
5.7% |
1.30 |
2.4% |
37% |
False |
False |
137,056 |
10 |
56.18 |
52.96 |
3.22 |
5.9% |
1.21 |
2.2% |
39% |
False |
False |
113,174 |
20 |
56.24 |
51.80 |
4.44 |
8.2% |
1.29 |
2.4% |
55% |
False |
False |
133,227 |
40 |
56.24 |
44.49 |
11.75 |
21.7% |
1.58 |
2.9% |
83% |
False |
False |
112,444 |
60 |
56.24 |
44.49 |
11.75 |
21.7% |
1.47 |
2.7% |
83% |
False |
False |
90,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.69 |
2.618 |
57.65 |
1.618 |
56.40 |
1.000 |
55.63 |
0.618 |
55.15 |
HIGH |
54.38 |
0.618 |
53.90 |
0.500 |
53.76 |
0.382 |
53.61 |
LOW |
53.13 |
0.618 |
52.36 |
1.000 |
51.88 |
1.618 |
51.11 |
2.618 |
49.86 |
4.250 |
47.82 |
|
|
Fisher Pivots for day following 04-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
54.07 |
54.63 |
PP |
53.91 |
54.49 |
S1 |
53.76 |
54.36 |
|