NYMEX Light Sweet Crude Oil Future March 2017
Trading Metrics calculated at close of trading on 17-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
53.87 |
53.31 |
-0.56 |
-1.0% |
54.60 |
High |
54.00 |
54.32 |
0.32 |
0.6% |
54.73 |
Low |
53.08 |
52.90 |
-0.18 |
-0.3% |
51.59 |
Close |
53.15 |
53.26 |
0.11 |
0.2% |
53.15 |
Range |
0.92 |
1.42 |
0.50 |
54.3% |
3.14 |
ATR |
1.46 |
1.46 |
0.00 |
-0.2% |
0.00 |
Volume |
253,202 |
424,660 |
171,458 |
67.7% |
1,531,691 |
|
Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.75 |
56.93 |
54.04 |
|
R3 |
56.33 |
55.51 |
53.65 |
|
R2 |
54.91 |
54.91 |
53.52 |
|
R1 |
54.09 |
54.09 |
53.39 |
53.79 |
PP |
53.49 |
53.49 |
53.49 |
53.35 |
S1 |
52.67 |
52.67 |
53.13 |
52.37 |
S2 |
52.07 |
52.07 |
53.00 |
|
S3 |
50.65 |
51.25 |
52.87 |
|
S4 |
49.23 |
49.83 |
52.48 |
|
|
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 |
54.32 |
51.59 |
2.73 |
5.1% |
1.46 |
2.7% |
61% |
True |
False |
340,162 |
10 |
56.18 |
51.59 |
4.59 |
8.6% |
1.61 |
3.0% |
36% |
False |
False |
269,744 |
20 |
56.18 |
51.59 |
4.59 |
8.6% |
1.32 |
2.5% |
36% |
False |
False |
179,979 |
40 |
56.24 |
46.62 |
9.62 |
18.1% |
1.55 |
2.9% |
69% |
False |
False |
155,145 |
60 |
56.24 |
44.49 |
11.75 |
22.1% |
1.50 |
2.8% |
75% |
False |
False |
123,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.36 |
2.618 |
58.04 |
1.618 |
56.62 |
1.000 |
55.74 |
0.618 |
55.20 |
HIGH |
54.32 |
0.618 |
53.78 |
0.500 |
53.61 |
0.382 |
53.44 |
LOW |
52.90 |
0.618 |
52.02 |
1.000 |
51.48 |
1.618 |
50.60 |
2.618 |
49.18 |
4.250 |
46.87 |
|
|
Fisher Pivots for day following 17-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
53.61 |
53.61 |
PP |
53.49 |
53.49 |
S1 |
53.38 |
53.38 |
|