NYMEX Light Sweet Crude Oil Future March 2017
Trading Metrics calculated at close of trading on 23-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
52.20 |
53.33 |
1.13 |
2.2% |
53.31 |
High |
53.67 |
53.47 |
-0.20 |
-0.4% |
54.32 |
Low |
52.13 |
52.21 |
0.08 |
0.2% |
51.72 |
Close |
53.22 |
52.75 |
-0.47 |
-0.9% |
53.22 |
Range |
1.54 |
1.26 |
-0.28 |
-18.2% |
2.60 |
ATR |
1.45 |
1.44 |
-0.01 |
-0.9% |
0.00 |
Volume |
567,231 |
455,333 |
-111,898 |
-19.7% |
2,129,165 |
|
Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.59 |
55.93 |
53.44 |
|
R3 |
55.33 |
54.67 |
53.10 |
|
R2 |
54.07 |
54.07 |
52.98 |
|
R1 |
53.41 |
53.41 |
52.87 |
53.11 |
PP |
52.81 |
52.81 |
52.81 |
52.66 |
S1 |
52.15 |
52.15 |
52.63 |
51.85 |
S2 |
51.55 |
51.55 |
52.52 |
|
S3 |
50.29 |
50.89 |
52.40 |
|
S4 |
49.03 |
49.63 |
52.06 |
|
|
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% |
1.39 |
2.6% |
40% |
False |
False |
516,899 |
10 |
54.73 |
51.59 |
3.14 |
6.0% |
1.49 |
2.8% |
37% |
False |
False |
411,618 |
20 |
56.18 |
51.59 |
4.59 |
8.7% |
1.35 |
2.6% |
25% |
False |
False |
267,956 |
40 |
56.24 |
46.62 |
9.62 |
18.2% |
1.52 |
2.9% |
64% |
False |
False |
200,630 |
60 |
56.24 |
44.49 |
11.75 |
22.3% |
1.52 |
2.9% |
70% |
False |
False |
156,458 |
80 |
56.24 |
44.49 |
11.75 |
22.3% |
1.46 |
2.8% |
70% |
False |
False |
127,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.83 |
2.618 |
56.77 |
1.618 |
55.51 |
1.000 |
54.73 |
0.618 |
54.25 |
HIGH |
53.47 |
0.618 |
52.99 |
0.500 |
52.84 |
0.382 |
52.69 |
LOW |
52.21 |
0.618 |
51.43 |
1.000 |
50.95 |
1.618 |
50.17 |
2.618 |
48.91 |
4.250 |
46.86 |
|
|
Fisher Pivots for day following 23-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
52.84 |
52.75 |
PP |
52.81 |
52.74 |
S1 |
52.78 |
52.74 |
|