NYMEX Light Sweet Crude Oil Future March 2017
Trading Metrics calculated at close of trading on 06-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2017 |
06-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
53.68 |
53.81 |
0.13 |
0.2% |
53.15 |
High |
54.22 |
54.13 |
-0.09 |
-0.2% |
54.34 |
Low |
53.40 |
52.91 |
-0.49 |
-0.9% |
52.24 |
Close |
53.83 |
53.01 |
-0.82 |
-1.5% |
53.83 |
Range |
0.82 |
1.22 |
0.40 |
48.8% |
2.10 |
ATR |
1.28 |
1.27 |
0.00 |
-0.3% |
0.00 |
Volume |
440,576 |
425,085 |
-15,491 |
-3.5% |
2,583,357 |
|
Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.01 |
56.23 |
53.68 |
|
R3 |
55.79 |
55.01 |
53.35 |
|
R2 |
54.57 |
54.57 |
53.23 |
|
R1 |
53.79 |
53.79 |
53.12 |
53.57 |
PP |
53.35 |
53.35 |
53.35 |
53.24 |
S1 |
52.57 |
52.57 |
52.90 |
52.35 |
S2 |
52.13 |
52.13 |
52.79 |
|
S3 |
50.91 |
51.35 |
52.67 |
|
S4 |
49.69 |
50.13 |
52.34 |
|
|
Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.77 |
58.90 |
54.99 |
|
R3 |
57.67 |
56.80 |
54.41 |
|
R2 |
55.57 |
55.57 |
54.22 |
|
R1 |
54.70 |
54.70 |
54.02 |
55.14 |
PP |
53.47 |
53.47 |
53.47 |
53.69 |
S1 |
52.60 |
52.60 |
53.64 |
53.04 |
S2 |
51.37 |
51.37 |
53.45 |
|
S3 |
49.27 |
50.50 |
53.25 |
|
S4 |
47.17 |
48.40 |
52.68 |
|
|
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 |
4.0% |
1.12 |
2.1% |
37% |
False |
False |
504,426 |
10 |
54.34 |
52.24 |
2.10 |
4.0% |
1.12 |
2.1% |
37% |
False |
False |
519,205 |
20 |
54.73 |
51.59 |
3.14 |
5.9% |
1.31 |
2.5% |
45% |
False |
False |
465,412 |
40 |
56.24 |
51.59 |
4.65 |
8.8% |
1.29 |
2.4% |
31% |
False |
False |
300,683 |
60 |
56.24 |
44.49 |
11.75 |
22.2% |
1.49 |
2.8% |
73% |
False |
False |
233,629 |
80 |
56.24 |
44.49 |
11.75 |
22.2% |
1.42 |
2.7% |
73% |
False |
False |
187,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.32 |
2.618 |
57.32 |
1.618 |
56.10 |
1.000 |
55.35 |
0.618 |
54.88 |
HIGH |
54.13 |
0.618 |
53.66 |
0.500 |
53.52 |
0.382 |
53.38 |
LOW |
52.91 |
0.618 |
52.16 |
1.000 |
51.69 |
1.618 |
50.94 |
2.618 |
49.72 |
4.250 |
47.73 |
|
|
Fisher Pivots for day following 06-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
53.52 |
53.63 |
PP |
53.35 |
53.42 |
S1 |
53.18 |
53.22 |
|