NYMEX Light Sweet Crude Oil Future February 2018
Trading Metrics calculated at close of trading on 21-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
57.66 |
58.02 |
0.36 |
0.6% |
57.32 |
High |
58.12 |
58.38 |
0.26 |
0.4% |
58.60 |
Low |
57.44 |
57.63 |
0.19 |
0.3% |
56.11 |
Close |
58.09 |
58.36 |
0.27 |
0.5% |
57.33 |
Range |
0.68 |
0.75 |
0.07 |
10.3% |
2.49 |
ATR |
1.06 |
1.04 |
-0.02 |
-2.1% |
0.00 |
Volume |
420,844 |
405,320 |
-15,524 |
-3.7% |
1,681,647 |
|
Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.37 |
60.12 |
58.77 |
|
R3 |
59.62 |
59.37 |
58.57 |
|
R2 |
58.87 |
58.87 |
58.50 |
|
R1 |
58.62 |
58.62 |
58.43 |
58.75 |
PP |
58.12 |
58.12 |
58.12 |
58.19 |
S1 |
57.87 |
57.87 |
58.29 |
58.00 |
S2 |
57.37 |
57.37 |
58.22 |
|
S3 |
56.62 |
57.12 |
58.15 |
|
S4 |
55.87 |
56.37 |
57.95 |
|
|
Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.82 |
63.56 |
58.70 |
|
R3 |
62.33 |
61.07 |
58.01 |
|
R2 |
59.84 |
59.84 |
57.79 |
|
R1 |
58.58 |
58.58 |
57.56 |
59.21 |
PP |
57.35 |
57.35 |
57.35 |
57.66 |
S1 |
56.09 |
56.09 |
57.10 |
56.72 |
S2 |
54.86 |
54.86 |
56.87 |
|
S3 |
52.37 |
53.60 |
56.65 |
|
S4 |
49.88 |
51.11 |
55.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.38 |
56.88 |
1.50 |
2.6% |
0.70 |
1.2% |
99% |
True |
False |
428,809 |
10 |
58.60 |
56.11 |
2.49 |
4.3% |
1.00 |
1.7% |
90% |
False |
False |
371,011 |
20 |
58.99 |
55.88 |
3.11 |
5.3% |
1.10 |
1.9% |
80% |
False |
False |
263,554 |
40 |
58.99 |
52.31 |
6.68 |
11.4% |
1.10 |
1.9% |
91% |
False |
False |
179,437 |
60 |
58.99 |
49.92 |
9.07 |
15.5% |
1.05 |
1.8% |
93% |
False |
False |
132,737 |
80 |
58.99 |
47.30 |
11.69 |
20.0% |
1.03 |
1.8% |
95% |
False |
False |
110,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.57 |
2.618 |
60.34 |
1.618 |
59.59 |
1.000 |
59.13 |
0.618 |
58.84 |
HIGH |
58.38 |
0.618 |
58.09 |
0.500 |
58.01 |
0.382 |
57.92 |
LOW |
57.63 |
0.618 |
57.17 |
1.000 |
56.88 |
1.618 |
56.42 |
2.618 |
55.67 |
4.250 |
54.44 |
|
|
Fisher Pivots for day following 21-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
58.24 |
58.17 |
PP |
58.12 |
57.98 |
S1 |
58.01 |
57.79 |
|