NYMEX Light Sweet Crude Oil Future February 2018
Trading Metrics calculated at close of trading on 27-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
58.40 |
59.79 |
1.39 |
2.4% |
57.40 |
High |
60.01 |
59.93 |
-0.08 |
-0.1% |
58.50 |
Low |
58.32 |
59.33 |
1.01 |
1.7% |
56.88 |
Close |
59.97 |
59.64 |
-0.33 |
-0.6% |
58.47 |
Range |
1.69 |
0.60 |
-1.09 |
-64.5% |
1.62 |
ATR |
1.06 |
1.03 |
-0.03 |
-2.8% |
0.00 |
Volume |
437,785 |
402,396 |
-35,389 |
-8.1% |
2,111,455 |
|
Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.43 |
61.14 |
59.97 |
|
R3 |
60.83 |
60.54 |
59.81 |
|
R2 |
60.23 |
60.23 |
59.75 |
|
R1 |
59.94 |
59.94 |
59.70 |
59.79 |
PP |
59.63 |
59.63 |
59.63 |
59.56 |
S1 |
59.34 |
59.34 |
59.59 |
59.19 |
S2 |
59.03 |
59.03 |
59.53 |
|
S3 |
58.43 |
58.74 |
59.48 |
|
S4 |
57.83 |
58.14 |
59.31 |
|
|
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 |
57.44 |
2.57 |
4.3% |
0.87 |
1.5% |
86% |
False |
False |
398,179 |
10 |
60.01 |
56.11 |
3.90 |
6.5% |
0.88 |
1.5% |
91% |
False |
False |
402,466 |
20 |
60.01 |
55.88 |
4.13 |
6.9% |
1.08 |
1.8% |
91% |
False |
False |
300,243 |
40 |
60.01 |
54.22 |
5.79 |
9.7% |
1.09 |
1.8% |
94% |
False |
False |
203,424 |
60 |
60.01 |
49.92 |
10.09 |
16.9% |
1.05 |
1.8% |
96% |
False |
False |
150,559 |
80 |
60.01 |
48.82 |
11.19 |
18.8% |
1.02 |
1.7% |
97% |
False |
False |
122,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.48 |
2.618 |
61.50 |
1.618 |
60.90 |
1.000 |
60.53 |
0.618 |
60.30 |
HIGH |
59.93 |
0.618 |
59.70 |
0.500 |
59.63 |
0.382 |
59.56 |
LOW |
59.33 |
0.618 |
58.96 |
1.000 |
58.73 |
1.618 |
58.36 |
2.618 |
57.76 |
4.250 |
56.78 |
|
|
Fisher Pivots for day following 27-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
59.64 |
59.41 |
PP |
59.63 |
59.17 |
S1 |
59.63 |
58.94 |
|