NYMEX Light Sweet Crude Oil Future March 2017
Trading Metrics calculated at close of trading on 20-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
52.19 |
52.20 |
0.01 |
0.0% |
53.31 |
High |
52.67 |
53.67 |
1.00 |
1.9% |
54.32 |
Low |
51.81 |
52.13 |
0.32 |
0.6% |
51.72 |
Close |
52.12 |
53.22 |
1.10 |
2.1% |
53.22 |
Range |
0.86 |
1.54 |
0.68 |
79.1% |
2.60 |
ATR |
1.44 |
1.45 |
0.01 |
0.5% |
0.00 |
Volume |
577,762 |
567,231 |
-10,531 |
-1.8% |
2,129,165 |
|
Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.63 |
56.96 |
54.07 |
|
R3 |
56.09 |
55.42 |
53.64 |
|
R2 |
54.55 |
54.55 |
53.50 |
|
R1 |
53.88 |
53.88 |
53.36 |
54.22 |
PP |
53.01 |
53.01 |
53.01 |
53.17 |
S1 |
52.34 |
52.34 |
53.08 |
52.68 |
S2 |
51.47 |
51.47 |
52.94 |
|
S3 |
49.93 |
50.80 |
52.80 |
|
S4 |
48.39 |
49.26 |
52.37 |
|
|
Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.89 |
59.65 |
54.65 |
|
R3 |
58.29 |
57.05 |
53.94 |
|
R2 |
55.69 |
55.69 |
53.70 |
|
R1 |
54.45 |
54.45 |
53.46 |
53.77 |
PP |
53.09 |
53.09 |
53.09 |
52.75 |
S1 |
51.85 |
51.85 |
52.98 |
51.17 |
S2 |
50.49 |
50.49 |
52.74 |
|
S3 |
47.89 |
49.25 |
52.51 |
|
S4 |
45.29 |
46.65 |
51.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.32 |
51.72 |
2.60 |
4.9% |
1.33 |
2.5% |
58% |
False |
False |
476,473 |
10 |
55.20 |
51.59 |
3.61 |
6.8% |
1.47 |
2.8% |
45% |
False |
False |
385,400 |
20 |
56.18 |
51.59 |
4.59 |
8.6% |
1.36 |
2.5% |
36% |
False |
False |
251,876 |
40 |
56.24 |
46.62 |
9.62 |
18.1% |
1.54 |
2.9% |
69% |
False |
False |
192,152 |
60 |
56.24 |
44.49 |
11.75 |
22.1% |
1.52 |
2.9% |
74% |
False |
False |
149,587 |
80 |
56.24 |
44.49 |
11.75 |
22.1% |
1.47 |
2.8% |
74% |
False |
False |
122,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.22 |
2.618 |
57.70 |
1.618 |
56.16 |
1.000 |
55.21 |
0.618 |
54.62 |
HIGH |
53.67 |
0.618 |
53.08 |
0.500 |
52.90 |
0.382 |
52.72 |
LOW |
52.13 |
0.618 |
51.18 |
1.000 |
50.59 |
1.618 |
49.64 |
2.618 |
48.10 |
4.250 |
45.59 |
|
|
Fisher Pivots for day following 20-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
53.11 |
53.05 |
PP |
53.01 |
52.87 |
S1 |
52.90 |
52.70 |
|