NYMEX Light Sweet Crude Oil Future January 2018
Trading Metrics calculated at close of trading on 11-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
56.65 |
57.25 |
0.60 |
1.1% |
58.32 |
High |
57.79 |
58.08 |
0.29 |
0.5% |
58.34 |
Low |
56.54 |
56.91 |
0.37 |
0.7% |
55.82 |
Close |
57.36 |
57.99 |
0.63 |
1.1% |
57.36 |
Range |
1.25 |
1.17 |
-0.08 |
-6.4% |
2.52 |
ATR |
1.17 |
1.17 |
0.00 |
0.0% |
0.00 |
Volume |
681,599 |
606,724 |
-74,875 |
-11.0% |
2,947,126 |
|
Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.17 |
60.75 |
58.63 |
|
R3 |
60.00 |
59.58 |
58.31 |
|
R2 |
58.83 |
58.83 |
58.20 |
|
R1 |
58.41 |
58.41 |
58.10 |
58.62 |
PP |
57.66 |
57.66 |
57.66 |
57.77 |
S1 |
57.24 |
57.24 |
57.88 |
57.45 |
S2 |
56.49 |
56.49 |
57.78 |
|
S3 |
55.32 |
56.07 |
57.67 |
|
S4 |
54.15 |
54.90 |
57.35 |
|
|
Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.73 |
63.57 |
58.75 |
|
R3 |
62.21 |
61.05 |
58.05 |
|
R2 |
59.69 |
59.69 |
57.82 |
|
R1 |
58.53 |
58.53 |
57.59 |
57.85 |
PP |
57.17 |
57.17 |
57.17 |
56.84 |
S1 |
56.01 |
56.01 |
57.13 |
55.33 |
S2 |
54.65 |
54.65 |
56.90 |
|
S3 |
52.13 |
53.49 |
56.67 |
|
S4 |
49.61 |
50.97 |
55.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.08 |
55.82 |
2.26 |
3.9% |
1.18 |
2.0% |
96% |
True |
False |
604,777 |
10 |
58.88 |
55.82 |
3.06 |
5.3% |
1.19 |
2.1% |
71% |
False |
False |
626,228 |
20 |
59.05 |
55.00 |
4.05 |
7.0% |
1.17 |
2.0% |
74% |
False |
False |
585,590 |
40 |
59.05 |
51.09 |
7.96 |
13.7% |
1.11 |
1.9% |
87% |
False |
False |
374,124 |
60 |
59.05 |
49.73 |
9.32 |
16.1% |
1.08 |
1.9% |
89% |
False |
False |
272,439 |
80 |
59.05 |
46.95 |
12.10 |
20.9% |
1.08 |
1.9% |
91% |
False |
False |
224,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.05 |
2.618 |
61.14 |
1.618 |
59.97 |
1.000 |
59.25 |
0.618 |
58.80 |
HIGH |
58.08 |
0.618 |
57.63 |
0.500 |
57.50 |
0.382 |
57.36 |
LOW |
56.91 |
0.618 |
56.19 |
1.000 |
55.74 |
1.618 |
55.02 |
2.618 |
53.85 |
4.250 |
51.94 |
|
|
Fisher Pivots for day following 11-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
57.83 |
57.64 |
PP |
57.66 |
57.30 |
S1 |
57.50 |
56.95 |
|