NYMEX Light Sweet Crude Oil Future March 2017
Trading Metrics calculated at close of trading on 10-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
54.60 |
52.72 |
-1.88 |
-3.4% |
55.05 |
High |
54.73 |
53.25 |
-1.48 |
-2.7% |
56.18 |
Low |
52.67 |
51.59 |
-1.08 |
-2.1% |
53.08 |
Close |
52.87 |
51.70 |
-1.17 |
-2.2% |
54.87 |
Range |
2.06 |
1.66 |
-0.40 |
-19.4% |
3.10 |
ATR |
1.46 |
1.48 |
0.01 |
1.0% |
0.00 |
Volume |
255,537 |
277,857 |
22,320 |
8.7% |
741,093 |
|
Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.16 |
56.09 |
52.61 |
|
R3 |
55.50 |
54.43 |
52.16 |
|
R2 |
53.84 |
53.84 |
52.00 |
|
R1 |
52.77 |
52.77 |
51.85 |
52.48 |
PP |
52.18 |
52.18 |
52.18 |
52.03 |
S1 |
51.11 |
51.11 |
51.55 |
50.82 |
S2 |
50.52 |
50.52 |
51.40 |
|
S3 |
48.86 |
49.45 |
51.24 |
|
S4 |
47.20 |
47.79 |
50.79 |
|
|
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 |
55.20 |
51.59 |
3.61 |
7.0% |
1.46 |
2.8% |
3% |
False |
True |
206,931 |
10 |
56.18 |
51.59 |
4.59 |
8.9% |
1.36 |
2.6% |
2% |
False |
True |
162,426 |
20 |
56.24 |
51.59 |
4.65 |
9.0% |
1.37 |
2.6% |
2% |
False |
True |
143,036 |
40 |
56.24 |
44.49 |
11.75 |
22.7% |
1.58 |
3.0% |
61% |
False |
False |
126,416 |
60 |
56.24 |
44.49 |
11.75 |
22.7% |
1.48 |
2.9% |
61% |
False |
False |
102,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.31 |
2.618 |
57.60 |
1.618 |
55.94 |
1.000 |
54.91 |
0.618 |
54.28 |
HIGH |
53.25 |
0.618 |
52.62 |
0.500 |
52.42 |
0.382 |
52.22 |
LOW |
51.59 |
0.618 |
50.56 |
1.000 |
49.93 |
1.618 |
48.90 |
2.618 |
47.24 |
4.250 |
44.54 |
|
|
Fisher Pivots for day following 10-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
52.42 |
53.40 |
PP |
52.18 |
52.83 |
S1 |
51.94 |
52.27 |
|