NYMEX Light Sweet Crude Oil Future March 2017
Trading Metrics calculated at close of trading on 18-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
53.31 |
53.33 |
0.02 |
0.0% |
54.60 |
High |
54.32 |
53.61 |
-0.71 |
-1.3% |
54.73 |
Low |
52.90 |
51.72 |
-1.18 |
-2.2% |
51.59 |
Close |
53.26 |
51.89 |
-1.37 |
-2.6% |
53.15 |
Range |
1.42 |
1.89 |
0.47 |
33.1% |
3.14 |
ATR |
1.46 |
1.49 |
0.03 |
2.1% |
0.00 |
Volume |
424,660 |
559,512 |
134,852 |
31.8% |
1,531,691 |
|
Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.08 |
56.87 |
52.93 |
|
R3 |
56.19 |
54.98 |
52.41 |
|
R2 |
54.30 |
54.30 |
52.24 |
|
R1 |
53.09 |
53.09 |
52.06 |
52.75 |
PP |
52.41 |
52.41 |
52.41 |
52.24 |
S1 |
51.20 |
51.20 |
51.72 |
50.86 |
S2 |
50.52 |
50.52 |
51.54 |
|
S3 |
48.63 |
49.31 |
51.37 |
|
S4 |
46.74 |
47.42 |
50.85 |
|
|
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 |
51.63 |
2.69 |
5.2% |
1.51 |
2.9% |
10% |
False |
False |
396,493 |
10 |
55.20 |
51.59 |
3.61 |
7.0% |
1.49 |
2.9% |
8% |
False |
False |
301,712 |
20 |
56.18 |
51.59 |
4.59 |
8.8% |
1.33 |
2.6% |
7% |
False |
False |
204,089 |
40 |
56.24 |
46.62 |
9.62 |
18.5% |
1.56 |
3.0% |
55% |
False |
False |
167,695 |
60 |
56.24 |
44.49 |
11.75 |
22.6% |
1.52 |
2.9% |
63% |
False |
False |
132,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.64 |
2.618 |
58.56 |
1.618 |
56.67 |
1.000 |
55.50 |
0.618 |
54.78 |
HIGH |
53.61 |
0.618 |
52.89 |
0.500 |
52.67 |
0.382 |
52.44 |
LOW |
51.72 |
0.618 |
50.55 |
1.000 |
49.83 |
1.618 |
48.66 |
2.618 |
46.77 |
4.250 |
43.69 |
|
|
Fisher Pivots for day following 18-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
52.67 |
53.02 |
PP |
52.41 |
52.64 |
S1 |
52.15 |
52.27 |
|