NYMEX Light Sweet Crude Oil Future April 2017
Trading Metrics calculated at close of trading on 27-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
53.60 |
54.38 |
0.78 |
1.5% |
53.99 |
High |
54.65 |
54.68 |
0.03 |
0.1% |
54.68 |
Low |
53.40 |
53.18 |
-0.22 |
-0.4% |
52.98 |
Close |
54.38 |
53.75 |
-0.63 |
-1.2% |
53.75 |
Range |
1.25 |
1.50 |
0.25 |
20.0% |
1.70 |
ATR |
1.33 |
1.34 |
0.01 |
0.9% |
0.00 |
Volume |
141,091 |
101,965 |
-39,126 |
-27.7% |
647,881 |
|
Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.37 |
57.56 |
54.58 |
|
R3 |
56.87 |
56.06 |
54.16 |
|
R2 |
55.37 |
55.37 |
54.03 |
|
R1 |
54.56 |
54.56 |
53.89 |
54.22 |
PP |
53.87 |
53.87 |
53.87 |
53.70 |
S1 |
53.06 |
53.06 |
53.61 |
52.72 |
S2 |
52.37 |
52.37 |
53.48 |
|
S3 |
50.87 |
51.56 |
53.34 |
|
S4 |
49.37 |
50.06 |
52.93 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.90 |
58.03 |
54.69 |
|
R3 |
57.20 |
56.33 |
54.22 |
|
R2 |
55.50 |
55.50 |
54.06 |
|
R1 |
54.63 |
54.63 |
53.91 |
54.22 |
PP |
53.80 |
53.80 |
53.80 |
53.60 |
S1 |
52.93 |
52.93 |
53.59 |
52.52 |
S2 |
52.10 |
52.10 |
53.44 |
|
S3 |
50.40 |
51.23 |
53.28 |
|
S4 |
48.70 |
49.53 |
52.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.68 |
52.98 |
1.70 |
3.2% |
1.13 |
2.1% |
45% |
True |
False |
129,576 |
10 |
55.16 |
52.50 |
2.66 |
4.9% |
1.22 |
2.3% |
47% |
False |
False |
115,714 |
20 |
56.92 |
52.42 |
4.50 |
8.4% |
1.36 |
2.5% |
30% |
False |
False |
95,591 |
40 |
56.92 |
47.85 |
9.07 |
16.9% |
1.40 |
2.6% |
65% |
False |
False |
78,326 |
60 |
56.92 |
45.18 |
11.74 |
21.8% |
1.46 |
2.7% |
73% |
False |
False |
64,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.06 |
2.618 |
58.61 |
1.618 |
57.11 |
1.000 |
56.18 |
0.618 |
55.61 |
HIGH |
54.68 |
0.618 |
54.11 |
0.500 |
53.93 |
0.382 |
53.75 |
LOW |
53.18 |
0.618 |
52.25 |
1.000 |
51.68 |
1.618 |
50.75 |
2.618 |
49.25 |
4.250 |
46.81 |
|
|
Fisher Pivots for day following 27-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
53.93 |
53.93 |
PP |
53.87 |
53.87 |
S1 |
53.81 |
53.81 |
|