NYMEX Light Sweet Crude Oil Future March 2017
Trading Metrics calculated at close of trading on 12-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
51.75 |
53.12 |
1.37 |
2.6% |
55.05 |
High |
53.60 |
54.29 |
0.69 |
1.3% |
56.18 |
Low |
51.63 |
52.94 |
1.31 |
2.5% |
53.08 |
Close |
53.06 |
53.84 |
0.78 |
1.5% |
54.87 |
Range |
1.97 |
1.35 |
-0.62 |
-31.5% |
3.10 |
ATR |
1.51 |
1.50 |
-0.01 |
-0.8% |
0.00 |
Volume |
368,220 |
376,875 |
8,655 |
2.4% |
741,093 |
|
Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.74 |
57.14 |
54.58 |
|
R3 |
56.39 |
55.79 |
54.21 |
|
R2 |
55.04 |
55.04 |
54.09 |
|
R1 |
54.44 |
54.44 |
53.96 |
54.74 |
PP |
53.69 |
53.69 |
53.69 |
53.84 |
S1 |
53.09 |
53.09 |
53.72 |
53.39 |
S2 |
52.34 |
52.34 |
53.59 |
|
S3 |
50.99 |
51.74 |
53.47 |
|
S4 |
49.64 |
50.39 |
53.10 |
|
|
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 |
6.7% |
1.61 |
3.0% |
62% |
False |
False |
294,327 |
10 |
56.18 |
51.59 |
4.59 |
8.5% |
1.51 |
2.8% |
49% |
False |
False |
222,478 |
20 |
56.18 |
51.59 |
4.59 |
8.5% |
1.37 |
2.5% |
49% |
False |
False |
160,636 |
40 |
56.24 |
45.54 |
10.70 |
19.9% |
1.59 |
2.9% |
78% |
False |
False |
141,520 |
60 |
56.24 |
44.49 |
11.75 |
21.8% |
1.50 |
2.8% |
80% |
False |
False |
113,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.03 |
2.618 |
57.82 |
1.618 |
56.47 |
1.000 |
55.64 |
0.618 |
55.12 |
HIGH |
54.29 |
0.618 |
53.77 |
0.500 |
53.62 |
0.382 |
53.46 |
LOW |
52.94 |
0.618 |
52.11 |
1.000 |
51.59 |
1.618 |
50.76 |
2.618 |
49.41 |
4.250 |
47.20 |
|
|
Fisher Pivots for day following 12-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
53.77 |
53.54 |
PP |
53.69 |
53.24 |
S1 |
53.62 |
52.94 |
|