NYMEX Light Sweet Crude Oil Future March 2017
Trading Metrics calculated at close of trading on 13-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
53.12 |
53.87 |
0.75 |
1.4% |
54.60 |
High |
54.29 |
54.00 |
-0.29 |
-0.5% |
54.73 |
Low |
52.94 |
53.08 |
0.14 |
0.3% |
51.59 |
Close |
53.84 |
53.15 |
-0.69 |
-1.3% |
53.15 |
Range |
1.35 |
0.92 |
-0.43 |
-31.9% |
3.14 |
ATR |
1.50 |
1.46 |
-0.04 |
-2.8% |
0.00 |
Volume |
376,875 |
253,202 |
-123,673 |
-32.8% |
1,531,691 |
|
Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.17 |
55.58 |
53.66 |
|
R3 |
55.25 |
54.66 |
53.40 |
|
R2 |
54.33 |
54.33 |
53.32 |
|
R1 |
53.74 |
53.74 |
53.23 |
53.58 |
PP |
53.41 |
53.41 |
53.41 |
53.33 |
S1 |
52.82 |
52.82 |
53.07 |
52.66 |
S2 |
52.49 |
52.49 |
52.98 |
|
S3 |
51.57 |
51.90 |
52.90 |
|
S4 |
50.65 |
50.98 |
52.64 |
|
|
Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.58 |
61.00 |
54.88 |
|
R3 |
59.44 |
57.86 |
54.01 |
|
R2 |
56.30 |
56.30 |
53.73 |
|
R1 |
54.72 |
54.72 |
53.44 |
53.94 |
PP |
53.16 |
53.16 |
53.16 |
52.77 |
S1 |
51.58 |
51.58 |
52.86 |
50.80 |
S2 |
50.02 |
50.02 |
52.57 |
|
S3 |
46.88 |
48.44 |
52.29 |
|
S4 |
43.74 |
45.30 |
51.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.73 |
51.59 |
3.14 |
5.9% |
1.59 |
3.0% |
50% |
False |
False |
306,338 |
10 |
56.18 |
51.59 |
4.59 |
8.6% |
1.53 |
2.9% |
34% |
False |
False |
234,966 |
20 |
56.18 |
51.59 |
4.59 |
8.6% |
1.31 |
2.5% |
34% |
False |
False |
166,062 |
40 |
56.24 |
46.62 |
9.62 |
18.1% |
1.55 |
2.9% |
68% |
False |
False |
146,112 |
60 |
56.24 |
44.49 |
11.75 |
22.1% |
1.50 |
2.8% |
74% |
False |
False |
117,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.91 |
2.618 |
56.41 |
1.618 |
55.49 |
1.000 |
54.92 |
0.618 |
54.57 |
HIGH |
54.00 |
0.618 |
53.65 |
0.500 |
53.54 |
0.382 |
53.43 |
LOW |
53.08 |
0.618 |
52.51 |
1.000 |
52.16 |
1.618 |
51.59 |
2.618 |
50.67 |
4.250 |
49.17 |
|
|
Fisher Pivots for day following 13-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
53.54 |
53.09 |
PP |
53.41 |
53.02 |
S1 |
53.28 |
52.96 |
|