NYMEX Light Sweet Crude Oil Future March 2017
| Trading Metrics calculated at close of trading on 08-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2017 |
08-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
53.14 |
51.64 |
-1.50 |
-2.8% |
53.15 |
| High |
53.24 |
52.67 |
-0.57 |
-1.1% |
54.34 |
| Low |
51.63 |
51.22 |
-0.41 |
-0.8% |
52.24 |
| Close |
52.17 |
52.34 |
0.17 |
0.3% |
53.83 |
| Range |
1.61 |
1.45 |
-0.16 |
-9.9% |
2.10 |
| ATR |
1.30 |
1.31 |
0.01 |
0.8% |
0.00 |
| Volume |
624,057 |
767,379 |
143,322 |
23.0% |
2,583,357 |
|
| Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.43 |
55.83 |
53.14 |
|
| R3 |
54.98 |
54.38 |
52.74 |
|
| R2 |
53.53 |
53.53 |
52.61 |
|
| R1 |
52.93 |
52.93 |
52.47 |
53.23 |
| PP |
52.08 |
52.08 |
52.08 |
52.23 |
| S1 |
51.48 |
51.48 |
52.21 |
51.78 |
| S2 |
50.63 |
50.63 |
52.07 |
|
| S3 |
49.18 |
50.03 |
51.94 |
|
| S4 |
47.73 |
48.58 |
51.54 |
|
|
| 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 |
51.22 |
3.12 |
6.0% |
1.22 |
2.3% |
36% |
False |
True |
549,930 |
| 10 |
54.34 |
51.22 |
3.12 |
6.0% |
1.25 |
2.4% |
36% |
False |
True |
547,349 |
| 20 |
54.34 |
51.22 |
3.12 |
6.0% |
1.28 |
2.4% |
36% |
False |
True |
508,314 |
| 40 |
56.24 |
51.22 |
5.02 |
9.6% |
1.32 |
2.5% |
22% |
False |
True |
325,675 |
| 60 |
56.24 |
44.49 |
11.75 |
22.4% |
1.48 |
2.8% |
67% |
False |
False |
253,716 |
| 80 |
56.24 |
44.49 |
11.75 |
22.4% |
1.43 |
2.7% |
67% |
False |
False |
203,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.83 |
|
2.618 |
56.47 |
|
1.618 |
55.02 |
|
1.000 |
54.12 |
|
0.618 |
53.57 |
|
HIGH |
52.67 |
|
0.618 |
52.12 |
|
0.500 |
51.95 |
|
0.382 |
51.77 |
|
LOW |
51.22 |
|
0.618 |
50.32 |
|
1.000 |
49.77 |
|
1.618 |
48.87 |
|
2.618 |
47.42 |
|
4.250 |
45.06 |
|
|
| Fisher Pivots for day following 08-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
52.21 |
52.68 |
| PP |
52.08 |
52.56 |
| S1 |
51.95 |
52.45 |
|