NYMEX Light Sweet Crude Oil Future March 2017
Trading Metrics calculated at close of trading on 05-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
53.48 |
54.31 |
0.83 |
1.6% |
54.18 |
High |
54.38 |
55.06 |
0.68 |
1.3% |
55.22 |
Low |
53.13 |
53.73 |
0.60 |
1.1% |
53.90 |
Close |
54.22 |
54.68 |
0.46 |
0.8% |
54.66 |
Range |
1.25 |
1.33 |
0.08 |
6.4% |
1.32 |
ATR |
1.44 |
1.44 |
-0.01 |
-0.6% |
0.00 |
Volume |
157,504 |
150,609 |
-6,895 |
-4.4% |
349,782 |
|
Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.48 |
57.91 |
55.41 |
|
R3 |
57.15 |
56.58 |
55.05 |
|
R2 |
55.82 |
55.82 |
54.92 |
|
R1 |
55.25 |
55.25 |
54.80 |
55.54 |
PP |
54.49 |
54.49 |
54.49 |
54.63 |
S1 |
53.92 |
53.92 |
54.56 |
54.21 |
S2 |
53.16 |
53.16 |
54.44 |
|
S3 |
51.83 |
52.59 |
54.31 |
|
S4 |
50.50 |
51.26 |
53.95 |
|
|
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% |
1.42 |
2.6% |
52% |
False |
False |
150,628 |
10 |
56.18 |
52.96 |
3.22 |
5.9% |
1.25 |
2.3% |
53% |
False |
False |
118,353 |
20 |
56.24 |
51.80 |
4.44 |
8.1% |
1.29 |
2.4% |
65% |
False |
False |
135,083 |
40 |
56.24 |
44.49 |
11.75 |
21.5% |
1.59 |
2.9% |
87% |
False |
False |
114,837 |
60 |
56.24 |
44.49 |
11.75 |
21.5% |
1.45 |
2.7% |
87% |
False |
False |
92,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.71 |
2.618 |
58.54 |
1.618 |
57.21 |
1.000 |
56.39 |
0.618 |
55.88 |
HIGH |
55.06 |
0.618 |
54.55 |
0.500 |
54.40 |
0.382 |
54.24 |
LOW |
53.73 |
0.618 |
52.91 |
1.000 |
52.40 |
1.618 |
51.58 |
2.618 |
50.25 |
4.250 |
48.08 |
|
|
Fisher Pivots for day following 05-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
54.59 |
54.66 |
PP |
54.49 |
54.65 |
S1 |
54.40 |
54.63 |
|