NYMEX Light Sweet Crude Oil Future February 2018
Trading Metrics calculated at close of trading on 26-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
26-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
58.21 |
58.40 |
0.19 |
0.3% |
57.40 |
High |
58.50 |
60.01 |
1.51 |
2.6% |
58.50 |
Low |
57.87 |
58.32 |
0.45 |
0.8% |
56.88 |
Close |
58.47 |
59.97 |
1.50 |
2.6% |
58.47 |
Range |
0.63 |
1.69 |
1.06 |
168.3% |
1.62 |
ATR |
1.01 |
1.06 |
0.05 |
4.8% |
0.00 |
Volume |
324,554 |
437,785 |
113,231 |
34.9% |
2,111,455 |
|
Daily Pivots for day following 26-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.50 |
63.93 |
60.90 |
|
R3 |
62.81 |
62.24 |
60.43 |
|
R2 |
61.12 |
61.12 |
60.28 |
|
R1 |
60.55 |
60.55 |
60.12 |
60.84 |
PP |
59.43 |
59.43 |
59.43 |
59.58 |
S1 |
58.86 |
58.86 |
59.82 |
59.15 |
S2 |
57.74 |
57.74 |
59.66 |
|
S3 |
56.05 |
57.17 |
59.51 |
|
S4 |
54.36 |
55.48 |
59.04 |
|
|
Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.81 |
62.26 |
59.36 |
|
R3 |
61.19 |
60.64 |
58.92 |
|
R2 |
59.57 |
59.57 |
58.77 |
|
R1 |
59.02 |
59.02 |
58.62 |
59.30 |
PP |
57.95 |
57.95 |
57.95 |
58.09 |
S1 |
57.40 |
57.40 |
58.32 |
57.68 |
S2 |
56.33 |
56.33 |
58.17 |
|
S3 |
54.71 |
55.78 |
58.02 |
|
S4 |
53.09 |
54.16 |
57.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.01 |
57.20 |
2.81 |
4.7% |
0.87 |
1.5% |
99% |
True |
False |
401,857 |
10 |
60.01 |
56.11 |
3.90 |
6.5% |
1.00 |
1.7% |
99% |
True |
False |
398,606 |
20 |
60.01 |
55.88 |
4.13 |
6.9% |
1.09 |
1.8% |
99% |
True |
False |
285,523 |
40 |
60.01 |
54.07 |
5.94 |
9.9% |
1.09 |
1.8% |
99% |
True |
False |
194,996 |
60 |
60.01 |
49.92 |
10.09 |
16.8% |
1.06 |
1.8% |
100% |
True |
False |
144,259 |
80 |
60.01 |
48.82 |
11.19 |
18.7% |
1.02 |
1.7% |
100% |
True |
False |
117,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.19 |
2.618 |
64.43 |
1.618 |
62.74 |
1.000 |
61.70 |
0.618 |
61.05 |
HIGH |
60.01 |
0.618 |
59.36 |
0.500 |
59.17 |
0.382 |
58.97 |
LOW |
58.32 |
0.618 |
57.28 |
1.000 |
56.63 |
1.618 |
55.59 |
2.618 |
53.90 |
4.250 |
51.14 |
|
|
Fisher Pivots for day following 26-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
59.70 |
59.59 |
PP |
59.43 |
59.20 |
S1 |
59.17 |
58.82 |
|