NYMEX Light Sweet Crude Oil Future February 2018
Trading Metrics calculated at close of trading on 29-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
59.53 |
59.91 |
0.38 |
0.6% |
58.40 |
High |
59.94 |
60.51 |
0.57 |
1.0% |
60.51 |
Low |
59.44 |
59.82 |
0.38 |
0.6% |
58.32 |
Close |
59.84 |
60.42 |
0.58 |
1.0% |
60.42 |
Range |
0.50 |
0.69 |
0.19 |
38.0% |
2.19 |
ATR |
0.99 |
0.97 |
-0.02 |
-2.2% |
0.00 |
Volume |
345,962 |
464,478 |
118,516 |
34.3% |
1,650,621 |
|
Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.32 |
62.06 |
60.80 |
|
R3 |
61.63 |
61.37 |
60.61 |
|
R2 |
60.94 |
60.94 |
60.55 |
|
R1 |
60.68 |
60.68 |
60.48 |
60.81 |
PP |
60.25 |
60.25 |
60.25 |
60.32 |
S1 |
59.99 |
59.99 |
60.36 |
60.12 |
S2 |
59.56 |
59.56 |
60.29 |
|
S3 |
58.87 |
59.30 |
60.23 |
|
S4 |
58.18 |
58.61 |
60.04 |
|
|
Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.32 |
65.56 |
61.62 |
|
R3 |
64.13 |
63.37 |
61.02 |
|
R2 |
61.94 |
61.94 |
60.82 |
|
R1 |
61.18 |
61.18 |
60.62 |
61.56 |
PP |
59.75 |
59.75 |
59.75 |
59.94 |
S1 |
58.99 |
58.99 |
60.22 |
59.37 |
S2 |
57.56 |
57.56 |
60.02 |
|
S3 |
55.37 |
56.80 |
59.82 |
|
S4 |
53.18 |
54.61 |
59.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.51 |
57.87 |
2.64 |
4.4% |
0.82 |
1.4% |
97% |
True |
False |
395,035 |
10 |
60.51 |
56.88 |
3.63 |
6.0% |
0.76 |
1.3% |
98% |
True |
False |
411,922 |
20 |
60.51 |
55.88 |
4.63 |
7.7% |
1.01 |
1.7% |
98% |
True |
False |
325,117 |
40 |
60.51 |
54.29 |
6.22 |
10.3% |
1.06 |
1.8% |
99% |
True |
False |
220,578 |
60 |
60.51 |
49.92 |
10.59 |
17.5% |
1.04 |
1.7% |
99% |
True |
False |
162,982 |
80 |
60.51 |
48.82 |
11.69 |
19.3% |
1.01 |
1.7% |
99% |
True |
False |
131,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.44 |
2.618 |
62.32 |
1.618 |
61.63 |
1.000 |
61.20 |
0.618 |
60.94 |
HIGH |
60.51 |
0.618 |
60.25 |
0.500 |
60.17 |
0.382 |
60.08 |
LOW |
59.82 |
0.618 |
59.39 |
1.000 |
59.13 |
1.618 |
58.70 |
2.618 |
58.01 |
4.250 |
56.89 |
|
|
Fisher Pivots for day following 29-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
60.34 |
60.25 |
PP |
60.25 |
60.09 |
S1 |
60.17 |
59.92 |
|