NYMEX Light Sweet Crude Oil Future March 2017
Trading Metrics calculated at close of trading on 02-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2017 |
02-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
52.76 |
53.57 |
0.81 |
1.5% |
53.33 |
High |
53.91 |
54.34 |
0.43 |
0.8% |
54.08 |
Low |
52.64 |
53.35 |
0.71 |
1.3% |
52.21 |
Close |
53.88 |
53.54 |
-0.34 |
-0.6% |
53.17 |
Range |
1.27 |
0.99 |
-0.28 |
-22.0% |
1.87 |
ATR |
1.34 |
1.31 |
-0.02 |
-1.9% |
0.00 |
Volume |
577,243 |
492,553 |
-84,690 |
-14.7% |
2,638,948 |
|
Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.71 |
56.12 |
54.08 |
|
R3 |
55.72 |
55.13 |
53.81 |
|
R2 |
54.73 |
54.73 |
53.72 |
|
R1 |
54.14 |
54.14 |
53.63 |
53.94 |
PP |
53.74 |
53.74 |
53.74 |
53.65 |
S1 |
53.15 |
53.15 |
53.45 |
52.95 |
S2 |
52.75 |
52.75 |
53.36 |
|
S3 |
51.76 |
52.16 |
53.27 |
|
S4 |
50.77 |
51.17 |
53.00 |
|
|
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 |
54.34 |
52.24 |
2.10 |
3.9% |
1.23 |
2.3% |
62% |
True |
False |
527,667 |
10 |
54.34 |
52.13 |
2.21 |
4.1% |
1.20 |
2.2% |
64% |
True |
False |
534,896 |
20 |
55.20 |
51.59 |
3.61 |
6.7% |
1.32 |
2.5% |
54% |
False |
False |
439,317 |
40 |
56.24 |
51.59 |
4.65 |
8.7% |
1.30 |
2.4% |
42% |
False |
False |
286,272 |
60 |
56.24 |
44.49 |
11.75 |
21.9% |
1.49 |
2.8% |
77% |
False |
False |
221,401 |
80 |
56.24 |
44.49 |
11.75 |
21.9% |
1.43 |
2.7% |
77% |
False |
False |
178,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.55 |
2.618 |
56.93 |
1.618 |
55.94 |
1.000 |
55.33 |
0.618 |
54.95 |
HIGH |
54.34 |
0.618 |
53.96 |
0.500 |
53.85 |
0.382 |
53.73 |
LOW |
53.35 |
0.618 |
52.74 |
1.000 |
52.36 |
1.618 |
51.75 |
2.618 |
50.76 |
4.250 |
49.14 |
|
|
Fisher Pivots for day following 02-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
53.85 |
53.46 |
PP |
53.74 |
53.37 |
S1 |
53.64 |
53.29 |
|