NYMEX Light Sweet Crude Oil Future March 2017
Trading Metrics calculated at close of trading on 11-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
52.72 |
51.75 |
-0.97 |
-1.8% |
55.05 |
High |
53.25 |
53.60 |
0.35 |
0.7% |
56.18 |
Low |
51.59 |
51.63 |
0.04 |
0.1% |
53.08 |
Close |
51.70 |
53.06 |
1.36 |
2.6% |
54.87 |
Range |
1.66 |
1.97 |
0.31 |
18.7% |
3.10 |
ATR |
1.48 |
1.51 |
0.04 |
2.4% |
0.00 |
Volume |
277,857 |
368,220 |
90,363 |
32.5% |
741,093 |
|
Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.67 |
57.84 |
54.14 |
|
R3 |
56.70 |
55.87 |
53.60 |
|
R2 |
54.73 |
54.73 |
53.42 |
|
R1 |
53.90 |
53.90 |
53.24 |
54.32 |
PP |
52.76 |
52.76 |
52.76 |
52.97 |
S1 |
51.93 |
51.93 |
52.88 |
52.35 |
S2 |
50.79 |
50.79 |
52.70 |
|
S3 |
48.82 |
49.96 |
52.52 |
|
S4 |
46.85 |
47.99 |
51.98 |
|
|
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 |
6.8% |
1.60 |
3.0% |
41% |
False |
False |
249,074 |
10 |
56.18 |
51.59 |
4.59 |
8.7% |
1.45 |
2.7% |
32% |
False |
False |
193,065 |
20 |
56.18 |
51.59 |
4.59 |
8.7% |
1.35 |
2.5% |
32% |
False |
False |
150,849 |
40 |
56.24 |
44.49 |
11.75 |
22.1% |
1.59 |
3.0% |
73% |
False |
False |
134,184 |
60 |
56.24 |
44.49 |
11.75 |
22.1% |
1.49 |
2.8% |
73% |
False |
False |
107,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.97 |
2.618 |
58.76 |
1.618 |
56.79 |
1.000 |
55.57 |
0.618 |
54.82 |
HIGH |
53.60 |
0.618 |
52.85 |
0.500 |
52.62 |
0.382 |
52.38 |
LOW |
51.63 |
0.618 |
50.41 |
1.000 |
49.66 |
1.618 |
48.44 |
2.618 |
46.47 |
4.250 |
43.26 |
|
|
Fisher Pivots for day following 11-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
52.91 |
53.16 |
PP |
52.76 |
53.13 |
S1 |
52.62 |
53.09 |
|