NYMEX Light Sweet Crude Oil Future March 2017
Trading Metrics calculated at close of trading on 24-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
53.33 |
52.86 |
-0.47 |
-0.9% |
53.31 |
High |
53.47 |
53.56 |
0.09 |
0.2% |
54.32 |
Low |
52.21 |
52.67 |
0.46 |
0.9% |
51.72 |
Close |
52.75 |
53.18 |
0.43 |
0.8% |
53.22 |
Range |
1.26 |
0.89 |
-0.37 |
-29.4% |
2.60 |
ATR |
1.44 |
1.40 |
-0.04 |
-2.7% |
0.00 |
Volume |
455,333 |
520,285 |
64,952 |
14.3% |
2,129,165 |
|
Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.81 |
55.38 |
53.67 |
|
R3 |
54.92 |
54.49 |
53.42 |
|
R2 |
54.03 |
54.03 |
53.34 |
|
R1 |
53.60 |
53.60 |
53.26 |
53.82 |
PP |
53.14 |
53.14 |
53.14 |
53.24 |
S1 |
52.71 |
52.71 |
53.10 |
52.93 |
S2 |
52.25 |
52.25 |
53.02 |
|
S3 |
51.36 |
51.82 |
52.94 |
|
S4 |
50.47 |
50.93 |
52.69 |
|
|
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 |
53.67 |
51.72 |
1.95 |
3.7% |
1.29 |
2.4% |
75% |
False |
False |
536,024 |
10 |
54.32 |
51.59 |
2.73 |
5.1% |
1.38 |
2.6% |
58% |
False |
False |
438,093 |
20 |
56.18 |
51.59 |
4.59 |
8.6% |
1.34 |
2.5% |
35% |
False |
False |
289,017 |
40 |
56.24 |
46.62 |
9.62 |
18.1% |
1.52 |
2.9% |
68% |
False |
False |
211,977 |
60 |
56.24 |
44.49 |
11.75 |
22.1% |
1.51 |
2.8% |
74% |
False |
False |
164,196 |
80 |
56.24 |
44.49 |
11.75 |
22.1% |
1.44 |
2.7% |
74% |
False |
False |
133,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.34 |
2.618 |
55.89 |
1.618 |
55.00 |
1.000 |
54.45 |
0.618 |
54.11 |
HIGH |
53.56 |
0.618 |
53.22 |
0.500 |
53.12 |
0.382 |
53.01 |
LOW |
52.67 |
0.618 |
52.12 |
1.000 |
51.78 |
1.618 |
51.23 |
2.618 |
50.34 |
4.250 |
48.89 |
|
|
Fisher Pivots for day following 24-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
53.16 |
53.09 |
PP |
53.14 |
52.99 |
S1 |
53.12 |
52.90 |
|