NYMEX Light Sweet Crude Oil Future March 2017
Trading Metrics calculated at close of trading on 10-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
52.37 |
53.15 |
0.78 |
1.5% |
53.81 |
High |
53.21 |
54.13 |
0.92 |
1.7% |
54.13 |
Low |
52.37 |
52.90 |
0.53 |
1.0% |
51.22 |
Close |
53.00 |
53.86 |
0.86 |
1.6% |
53.86 |
Range |
0.84 |
1.23 |
0.39 |
46.4% |
2.91 |
ATR |
1.28 |
1.27 |
0.00 |
-0.3% |
0.00 |
Volume |
610,196 |
596,449 |
-13,747 |
-2.3% |
3,023,166 |
|
Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.32 |
56.82 |
54.54 |
|
R3 |
56.09 |
55.59 |
54.20 |
|
R2 |
54.86 |
54.86 |
54.09 |
|
R1 |
54.36 |
54.36 |
53.97 |
54.61 |
PP |
53.63 |
53.63 |
53.63 |
53.76 |
S1 |
53.13 |
53.13 |
53.75 |
53.38 |
S2 |
52.40 |
52.40 |
53.63 |
|
S3 |
51.17 |
51.90 |
53.52 |
|
S4 |
49.94 |
50.67 |
53.18 |
|
|
Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.80 |
60.74 |
55.46 |
|
R3 |
58.89 |
57.83 |
54.66 |
|
R2 |
55.98 |
55.98 |
54.39 |
|
R1 |
54.92 |
54.92 |
54.13 |
55.45 |
PP |
53.07 |
53.07 |
53.07 |
53.34 |
S1 |
52.01 |
52.01 |
53.59 |
52.54 |
S2 |
50.16 |
50.16 |
53.33 |
|
S3 |
47.25 |
49.10 |
53.06 |
|
S4 |
44.34 |
46.19 |
52.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.13 |
51.22 |
2.91 |
5.4% |
1.27 |
2.4% |
91% |
True |
False |
604,633 |
10 |
54.34 |
51.22 |
3.12 |
5.8% |
1.18 |
2.2% |
85% |
False |
False |
560,652 |
20 |
54.34 |
51.22 |
3.12 |
5.8% |
1.21 |
2.3% |
85% |
False |
False |
531,391 |
40 |
56.18 |
51.22 |
4.96 |
9.2% |
1.29 |
2.4% |
53% |
False |
False |
346,014 |
60 |
56.24 |
45.54 |
10.70 |
19.9% |
1.46 |
2.7% |
78% |
False |
False |
271,477 |
80 |
56.24 |
44.49 |
11.75 |
21.8% |
1.43 |
2.6% |
80% |
False |
False |
218,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.36 |
2.618 |
57.35 |
1.618 |
56.12 |
1.000 |
55.36 |
0.618 |
54.89 |
HIGH |
54.13 |
0.618 |
53.66 |
0.500 |
53.52 |
0.382 |
53.37 |
LOW |
52.90 |
0.618 |
52.14 |
1.000 |
51.67 |
1.618 |
50.91 |
2.618 |
49.68 |
4.250 |
47.67 |
|
|
Fisher Pivots for day following 10-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
53.75 |
53.47 |
PP |
53.63 |
53.07 |
S1 |
53.52 |
52.68 |
|