NYMEX Light Sweet Crude Oil Future February 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 |
57.32 |
58.11 |
0.79 |
1.4% |
58.44 |
High |
58.12 |
58.60 |
0.48 |
0.8% |
58.44 |
Low |
57.00 |
56.89 |
-0.11 |
-0.2% |
55.88 |
Close |
58.05 |
57.16 |
-0.89 |
-1.5% |
57.44 |
Range |
1.12 |
1.71 |
0.59 |
52.7% |
2.56 |
ATR |
1.14 |
1.18 |
0.04 |
3.5% |
0.00 |
Volume |
244,822 |
363,794 |
118,972 |
48.6% |
897,992 |
|
Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.68 |
61.63 |
58.10 |
|
R3 |
60.97 |
59.92 |
57.63 |
|
R2 |
59.26 |
59.26 |
57.47 |
|
R1 |
58.21 |
58.21 |
57.32 |
57.88 |
PP |
57.55 |
57.55 |
57.55 |
57.39 |
S1 |
56.50 |
56.50 |
57.00 |
56.17 |
S2 |
55.84 |
55.84 |
56.85 |
|
S3 |
54.13 |
54.79 |
56.69 |
|
S4 |
52.42 |
53.08 |
56.22 |
|
|
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 |
58.60 |
55.88 |
2.72 |
4.8% |
1.34 |
2.3% |
47% |
True |
False |
250,355 |
10 |
58.90 |
55.88 |
3.02 |
5.3% |
1.28 |
2.2% |
42% |
False |
False |
198,020 |
20 |
58.99 |
55.15 |
3.84 |
6.7% |
1.19 |
2.1% |
52% |
False |
False |
167,214 |
40 |
58.99 |
51.24 |
7.75 |
13.6% |
1.10 |
1.9% |
76% |
False |
False |
116,142 |
60 |
58.99 |
49.92 |
9.07 |
15.9% |
1.05 |
1.8% |
80% |
False |
False |
89,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.87 |
2.618 |
63.08 |
1.618 |
61.37 |
1.000 |
60.31 |
0.618 |
59.66 |
HIGH |
58.60 |
0.618 |
57.95 |
0.500 |
57.75 |
0.382 |
57.54 |
LOW |
56.89 |
0.618 |
55.83 |
1.000 |
55.18 |
1.618 |
54.12 |
2.618 |
52.41 |
4.250 |
49.62 |
|
|
Fisher Pivots for day following 12-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
57.75 |
57.61 |
PP |
57.55 |
57.46 |
S1 |
57.36 |
57.31 |
|