NYMEX Light Sweet Crude Oil Future March 2017
Trading Metrics calculated at close of trading on 06-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
54.31 |
54.62 |
0.31 |
0.6% |
55.05 |
High |
55.06 |
55.20 |
0.14 |
0.3% |
56.18 |
Low |
53.73 |
54.20 |
0.47 |
0.9% |
53.08 |
Close |
54.68 |
54.87 |
0.19 |
0.3% |
54.87 |
Range |
1.33 |
1.00 |
-0.33 |
-24.8% |
3.10 |
ATR |
1.44 |
1.41 |
-0.03 |
-2.2% |
0.00 |
Volume |
150,609 |
193,150 |
42,541 |
28.2% |
741,093 |
|
Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.76 |
57.31 |
55.42 |
|
R3 |
56.76 |
56.31 |
55.15 |
|
R2 |
55.76 |
55.76 |
55.05 |
|
R1 |
55.31 |
55.31 |
54.96 |
55.54 |
PP |
54.76 |
54.76 |
54.76 |
54.87 |
S1 |
54.31 |
54.31 |
54.78 |
54.54 |
S2 |
53.76 |
53.76 |
54.69 |
|
S3 |
52.76 |
53.31 |
54.60 |
|
S4 |
51.76 |
52.31 |
54.32 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.01 |
62.54 |
56.58 |
|
R3 |
60.91 |
59.44 |
55.72 |
|
R2 |
57.81 |
57.81 |
55.44 |
|
R1 |
56.34 |
56.34 |
55.15 |
55.53 |
PP |
54.71 |
54.71 |
54.71 |
54.30 |
S1 |
53.24 |
53.24 |
54.59 |
52.43 |
S2 |
51.61 |
51.61 |
54.30 |
|
S3 |
48.51 |
50.14 |
54.02 |
|
S4 |
45.41 |
47.04 |
53.17 |
|
|
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 |
5.6% |
1.47 |
2.7% |
58% |
False |
False |
163,595 |
10 |
56.18 |
52.96 |
3.22 |
5.9% |
1.21 |
2.2% |
59% |
False |
False |
124,294 |
20 |
56.24 |
51.80 |
4.44 |
8.1% |
1.27 |
2.3% |
69% |
False |
False |
135,954 |
40 |
56.24 |
44.49 |
11.75 |
21.4% |
1.59 |
2.9% |
88% |
False |
False |
117,737 |
60 |
56.24 |
44.49 |
11.75 |
21.4% |
1.45 |
2.6% |
88% |
False |
False |
94,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.45 |
2.618 |
57.82 |
1.618 |
56.82 |
1.000 |
56.20 |
0.618 |
55.82 |
HIGH |
55.20 |
0.618 |
54.82 |
0.500 |
54.70 |
0.382 |
54.58 |
LOW |
54.20 |
0.618 |
53.58 |
1.000 |
53.20 |
1.618 |
52.58 |
2.618 |
51.58 |
4.250 |
49.95 |
|
|
Fisher Pivots for day following 06-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
54.81 |
54.64 |
PP |
54.76 |
54.40 |
S1 |
54.70 |
54.17 |
|