NYMEX Light Sweet Crude Oil Future February 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 |
56.70 |
57.32 |
0.62 |
1.1% |
58.44 |
High |
57.83 |
58.12 |
0.29 |
0.5% |
58.44 |
Low |
56.61 |
57.00 |
0.39 |
0.7% |
55.88 |
Close |
57.44 |
58.05 |
0.61 |
1.1% |
57.44 |
Range |
1.22 |
1.12 |
-0.10 |
-8.2% |
2.56 |
ATR |
1.15 |
1.14 |
0.00 |
-0.2% |
0.00 |
Volume |
241,570 |
244,822 |
3,252 |
1.3% |
897,992 |
|
Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.08 |
60.69 |
58.67 |
|
R3 |
59.96 |
59.57 |
58.36 |
|
R2 |
58.84 |
58.84 |
58.26 |
|
R1 |
58.45 |
58.45 |
58.15 |
58.65 |
PP |
57.72 |
57.72 |
57.72 |
57.82 |
S1 |
57.33 |
57.33 |
57.95 |
57.53 |
S2 |
56.60 |
56.60 |
57.84 |
|
S3 |
55.48 |
56.21 |
57.74 |
|
S4 |
54.36 |
55.09 |
57.43 |
|
|
Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.93 |
63.75 |
58.85 |
|
R3 |
62.37 |
61.19 |
58.14 |
|
R2 |
59.81 |
59.81 |
57.91 |
|
R1 |
58.63 |
58.63 |
57.67 |
57.94 |
PP |
57.25 |
57.25 |
57.25 |
56.91 |
S1 |
56.07 |
56.07 |
57.21 |
55.38 |
S2 |
54.69 |
54.69 |
56.97 |
|
S3 |
52.13 |
53.51 |
56.74 |
|
S4 |
49.57 |
50.95 |
56.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.12 |
55.88 |
2.24 |
3.9% |
1.17 |
2.0% |
97% |
True |
False |
205,313 |
10 |
58.90 |
55.88 |
3.02 |
5.2% |
1.18 |
2.0% |
72% |
False |
False |
172,440 |
20 |
58.99 |
55.15 |
3.84 |
6.6% |
1.14 |
2.0% |
76% |
False |
False |
153,301 |
40 |
58.99 |
51.24 |
7.75 |
13.4% |
1.08 |
1.9% |
88% |
False |
False |
107,791 |
60 |
58.99 |
49.92 |
9.07 |
15.6% |
1.04 |
1.8% |
90% |
False |
False |
83,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.88 |
2.618 |
61.05 |
1.618 |
59.93 |
1.000 |
59.24 |
0.618 |
58.81 |
HIGH |
58.12 |
0.618 |
57.69 |
0.500 |
57.56 |
0.382 |
57.43 |
LOW |
57.00 |
0.618 |
56.31 |
1.000 |
55.88 |
1.618 |
55.19 |
2.618 |
54.07 |
4.250 |
52.24 |
|
|
Fisher Pivots for day following 11-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
57.89 |
57.70 |
PP |
57.72 |
57.35 |
S1 |
57.56 |
57.00 |
|