NYMEX Light Sweet Crude Oil Future March 2017
Trading Metrics calculated at close of trading on 26-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
52.95 |
52.96 |
0.01 |
0.0% |
53.31 |
High |
53.47 |
54.06 |
0.59 |
1.1% |
54.32 |
Low |
52.56 |
52.79 |
0.23 |
0.4% |
51.72 |
Close |
52.75 |
53.78 |
1.03 |
2.0% |
53.22 |
Range |
0.91 |
1.27 |
0.36 |
39.6% |
2.60 |
ATR |
1.36 |
1.36 |
0.00 |
-0.3% |
0.00 |
Volume |
589,709 |
578,065 |
-11,644 |
-2.0% |
2,129,165 |
|
Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.35 |
56.84 |
54.48 |
|
R3 |
56.08 |
55.57 |
54.13 |
|
R2 |
54.81 |
54.81 |
54.01 |
|
R1 |
54.30 |
54.30 |
53.90 |
54.56 |
PP |
53.54 |
53.54 |
53.54 |
53.67 |
S1 |
53.03 |
53.03 |
53.66 |
53.29 |
S2 |
52.27 |
52.27 |
53.55 |
|
S3 |
51.00 |
51.76 |
53.43 |
|
S4 |
49.73 |
50.49 |
53.08 |
|
|
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 |
54.06 |
52.13 |
1.93 |
3.6% |
1.17 |
2.2% |
85% |
True |
False |
542,124 |
10 |
54.32 |
51.72 |
2.60 |
4.8% |
1.23 |
2.3% |
79% |
False |
False |
490,263 |
20 |
56.18 |
51.59 |
4.59 |
8.5% |
1.34 |
2.5% |
48% |
False |
False |
341,664 |
40 |
56.24 |
46.62 |
9.62 |
17.9% |
1.46 |
2.7% |
74% |
False |
False |
238,015 |
60 |
56.24 |
44.49 |
11.75 |
21.8% |
1.51 |
2.8% |
79% |
False |
False |
182,289 |
80 |
56.24 |
44.49 |
11.75 |
21.8% |
1.42 |
2.6% |
79% |
False |
False |
147,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.46 |
2.618 |
57.38 |
1.618 |
56.11 |
1.000 |
55.33 |
0.618 |
54.84 |
HIGH |
54.06 |
0.618 |
53.57 |
0.500 |
53.43 |
0.382 |
53.28 |
LOW |
52.79 |
0.618 |
52.01 |
1.000 |
51.52 |
1.618 |
50.74 |
2.618 |
49.47 |
4.250 |
47.39 |
|
|
Fisher Pivots for day following 26-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
53.66 |
53.62 |
PP |
53.54 |
53.47 |
S1 |
53.43 |
53.31 |
|