NYMEX Light Sweet Crude Oil Future January 2018
Trading Metrics calculated at close of trading on 12-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
57.25 |
58.02 |
0.77 |
1.3% |
58.32 |
High |
58.08 |
58.56 |
0.48 |
0.8% |
58.34 |
Low |
56.91 |
56.85 |
-0.06 |
-0.1% |
55.82 |
Close |
57.99 |
57.14 |
-0.85 |
-1.5% |
57.36 |
Range |
1.17 |
1.71 |
0.54 |
46.2% |
2.52 |
ATR |
1.17 |
1.21 |
0.04 |
3.3% |
0.00 |
Volume |
606,724 |
826,488 |
219,764 |
36.2% |
2,947,126 |
|
Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.65 |
61.60 |
58.08 |
|
R3 |
60.94 |
59.89 |
57.61 |
|
R2 |
59.23 |
59.23 |
57.45 |
|
R1 |
58.18 |
58.18 |
57.30 |
57.85 |
PP |
57.52 |
57.52 |
57.52 |
57.35 |
S1 |
56.47 |
56.47 |
56.98 |
56.14 |
S2 |
55.81 |
55.81 |
56.83 |
|
S3 |
54.10 |
54.76 |
56.67 |
|
S4 |
52.39 |
53.05 |
56.20 |
|
|
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 |
58.56 |
55.82 |
2.74 |
4.8% |
1.36 |
2.4% |
48% |
True |
False |
670,225 |
10 |
58.88 |
55.82 |
3.06 |
5.4% |
1.29 |
2.3% |
43% |
False |
False |
654,224 |
20 |
59.05 |
55.00 |
4.05 |
7.1% |
1.22 |
2.1% |
53% |
False |
False |
612,512 |
40 |
59.05 |
51.09 |
7.96 |
13.9% |
1.13 |
2.0% |
76% |
False |
False |
392,822 |
60 |
59.05 |
49.73 |
9.32 |
16.3% |
1.09 |
1.9% |
80% |
False |
False |
285,445 |
80 |
59.05 |
46.95 |
12.10 |
21.2% |
1.08 |
1.9% |
84% |
False |
False |
233,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.83 |
2.618 |
63.04 |
1.618 |
61.33 |
1.000 |
60.27 |
0.618 |
59.62 |
HIGH |
58.56 |
0.618 |
57.91 |
0.500 |
57.71 |
0.382 |
57.50 |
LOW |
56.85 |
0.618 |
55.79 |
1.000 |
55.14 |
1.618 |
54.08 |
2.618 |
52.37 |
4.250 |
49.58 |
|
|
Fisher Pivots for day following 12-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
57.71 |
57.55 |
PP |
57.52 |
57.41 |
S1 |
57.33 |
57.28 |
|