NYMEX Light Sweet Crude Oil Future March 2017
Trading Metrics calculated at close of trading on 30-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
53.74 |
53.15 |
-0.59 |
-1.1% |
53.33 |
High |
54.08 |
53.46 |
-0.62 |
-1.1% |
54.08 |
Low |
52.58 |
52.41 |
-0.17 |
-0.3% |
52.21 |
Close |
53.17 |
52.63 |
-0.54 |
-1.0% |
53.17 |
Range |
1.50 |
1.05 |
-0.45 |
-30.0% |
1.87 |
ATR |
1.37 |
1.35 |
-0.02 |
-1.7% |
0.00 |
Volume |
495,556 |
486,309 |
-9,247 |
-1.9% |
2,638,948 |
|
Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.98 |
55.36 |
53.21 |
|
R3 |
54.93 |
54.31 |
52.92 |
|
R2 |
53.88 |
53.88 |
52.82 |
|
R1 |
53.26 |
53.26 |
52.73 |
53.05 |
PP |
52.83 |
52.83 |
52.83 |
52.73 |
S1 |
52.21 |
52.21 |
52.53 |
52.00 |
S2 |
51.78 |
51.78 |
52.44 |
|
S3 |
50.73 |
51.16 |
52.34 |
|
S4 |
49.68 |
50.11 |
52.05 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.76 |
57.84 |
54.20 |
|
R3 |
56.89 |
55.97 |
53.68 |
|
R2 |
55.02 |
55.02 |
53.51 |
|
R1 |
54.10 |
54.10 |
53.34 |
53.63 |
PP |
53.15 |
53.15 |
53.15 |
52.92 |
S1 |
52.23 |
52.23 |
53.00 |
51.76 |
S2 |
51.28 |
51.28 |
52.83 |
|
S3 |
49.41 |
50.36 |
52.66 |
|
S4 |
47.54 |
48.49 |
52.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.08 |
52.41 |
1.67 |
3.2% |
1.12 |
2.1% |
13% |
False |
True |
533,984 |
10 |
54.32 |
51.72 |
2.60 |
4.9% |
1.26 |
2.4% |
35% |
False |
False |
525,442 |
20 |
56.18 |
51.59 |
4.59 |
8.7% |
1.39 |
2.6% |
23% |
False |
False |
380,204 |
40 |
56.24 |
50.80 |
5.44 |
10.3% |
1.36 |
2.6% |
34% |
False |
False |
254,815 |
60 |
56.24 |
44.49 |
11.75 |
22.3% |
1.50 |
2.9% |
69% |
False |
False |
196,499 |
80 |
56.24 |
44.49 |
11.75 |
22.3% |
1.43 |
2.7% |
69% |
False |
False |
158,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.92 |
2.618 |
56.21 |
1.618 |
55.16 |
1.000 |
54.51 |
0.618 |
54.11 |
HIGH |
53.46 |
0.618 |
53.06 |
0.500 |
52.94 |
0.382 |
52.81 |
LOW |
52.41 |
0.618 |
51.76 |
1.000 |
51.36 |
1.618 |
50.71 |
2.618 |
49.66 |
4.250 |
47.95 |
|
|
Fisher Pivots for day following 30-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
52.94 |
53.25 |
PP |
52.83 |
53.04 |
S1 |
52.73 |
52.84 |
|