NYMEX Light Sweet Crude Oil Future March 2017
Trading Metrics calculated at close of trading on 09-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
54.62 |
54.60 |
-0.02 |
0.0% |
55.05 |
High |
55.20 |
54.73 |
-0.47 |
-0.9% |
56.18 |
Low |
54.20 |
52.67 |
-1.53 |
-2.8% |
53.08 |
Close |
54.87 |
52.87 |
-2.00 |
-3.6% |
54.87 |
Range |
1.00 |
2.06 |
1.06 |
106.0% |
3.10 |
ATR |
1.41 |
1.46 |
0.06 |
4.0% |
0.00 |
Volume |
193,150 |
255,537 |
62,387 |
32.3% |
741,093 |
|
Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.60 |
58.30 |
54.00 |
|
R3 |
57.54 |
56.24 |
53.44 |
|
R2 |
55.48 |
55.48 |
53.25 |
|
R1 |
54.18 |
54.18 |
53.06 |
53.80 |
PP |
53.42 |
53.42 |
53.42 |
53.24 |
S1 |
52.12 |
52.12 |
52.68 |
51.74 |
S2 |
51.36 |
51.36 |
52.49 |
|
S3 |
49.30 |
50.06 |
52.30 |
|
S4 |
47.24 |
48.00 |
51.74 |
|
|
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 |
52.67 |
3.51 |
6.6% |
1.75 |
3.3% |
6% |
False |
True |
199,326 |
10 |
56.18 |
52.67 |
3.51 |
6.6% |
1.30 |
2.5% |
6% |
False |
True |
139,942 |
20 |
56.24 |
52.10 |
4.14 |
7.8% |
1.32 |
2.5% |
19% |
False |
False |
138,698 |
40 |
56.24 |
44.49 |
11.75 |
22.2% |
1.57 |
3.0% |
71% |
False |
False |
121,669 |
60 |
56.24 |
44.49 |
11.75 |
22.2% |
1.47 |
2.8% |
71% |
False |
False |
98,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.49 |
2.618 |
60.12 |
1.618 |
58.06 |
1.000 |
56.79 |
0.618 |
56.00 |
HIGH |
54.73 |
0.618 |
53.94 |
0.500 |
53.70 |
0.382 |
53.46 |
LOW |
52.67 |
0.618 |
51.40 |
1.000 |
50.61 |
1.618 |
49.34 |
2.618 |
47.28 |
4.250 |
43.92 |
|
|
Fisher Pivots for day following 09-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
53.70 |
53.94 |
PP |
53.42 |
53.58 |
S1 |
53.15 |
53.23 |
|