NYMEX Light Sweet Crude Oil Future January 2018
Trading Metrics calculated at close of trading on 15-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
56.70 |
57.15 |
0.45 |
0.8% |
57.25 |
High |
57.22 |
57.49 |
0.27 |
0.5% |
58.56 |
Low |
56.09 |
56.94 |
0.85 |
1.5% |
56.09 |
Close |
57.04 |
57.30 |
0.26 |
0.5% |
57.30 |
Range |
1.13 |
0.55 |
-0.58 |
-51.3% |
2.47 |
ATR |
1.21 |
1.16 |
-0.05 |
-3.9% |
0.00 |
Volume |
580,571 |
210,054 |
-370,517 |
-63.8% |
2,881,980 |
|
Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.89 |
58.65 |
57.60 |
|
R3 |
58.34 |
58.10 |
57.45 |
|
R2 |
57.79 |
57.79 |
57.40 |
|
R1 |
57.55 |
57.55 |
57.35 |
57.67 |
PP |
57.24 |
57.24 |
57.24 |
57.31 |
S1 |
57.00 |
57.00 |
57.25 |
57.12 |
S2 |
56.69 |
56.69 |
57.20 |
|
S3 |
56.14 |
56.45 |
57.15 |
|
S4 |
55.59 |
55.90 |
57.00 |
|
|
Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.73 |
63.48 |
58.66 |
|
R3 |
62.26 |
61.01 |
57.98 |
|
R2 |
59.79 |
59.79 |
57.75 |
|
R1 |
58.54 |
58.54 |
57.53 |
59.17 |
PP |
57.32 |
57.32 |
57.32 |
57.63 |
S1 |
56.07 |
56.07 |
57.07 |
56.70 |
S2 |
54.85 |
54.85 |
56.85 |
|
S3 |
52.38 |
53.60 |
56.62 |
|
S4 |
49.91 |
51.13 |
55.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.56 |
56.09 |
2.47 |
4.3% |
1.17 |
2.0% |
49% |
False |
False |
576,396 |
10 |
58.56 |
55.82 |
2.74 |
4.8% |
1.16 |
2.0% |
54% |
False |
False |
582,910 |
20 |
59.05 |
55.39 |
3.66 |
6.4% |
1.20 |
2.1% |
52% |
False |
False |
629,501 |
40 |
59.05 |
51.09 |
7.96 |
13.9% |
1.14 |
2.0% |
78% |
False |
False |
421,973 |
60 |
59.05 |
49.73 |
9.32 |
16.3% |
1.09 |
1.9% |
81% |
False |
False |
306,390 |
80 |
59.05 |
46.95 |
12.10 |
21.1% |
1.08 |
1.9% |
86% |
False |
False |
249,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.83 |
2.618 |
58.93 |
1.618 |
58.38 |
1.000 |
58.04 |
0.618 |
57.83 |
HIGH |
57.49 |
0.618 |
57.28 |
0.500 |
57.22 |
0.382 |
57.15 |
LOW |
56.94 |
0.618 |
56.60 |
1.000 |
56.39 |
1.618 |
56.05 |
2.618 |
55.50 |
4.250 |
54.60 |
|
|
Fisher Pivots for day following 15-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
57.27 |
57.19 |
PP |
57.24 |
57.07 |
S1 |
57.22 |
56.96 |
|