NYMEX Light Sweet Crude Oil Future February 2018
Trading Metrics calculated at close of trading on 04-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
60.39 |
61.96 |
1.57 |
2.6% |
58.40 |
High |
61.97 |
62.21 |
0.24 |
0.4% |
60.51 |
Low |
60.28 |
61.59 |
1.31 |
2.2% |
58.32 |
Close |
61.63 |
62.01 |
0.38 |
0.6% |
60.42 |
Range |
1.69 |
0.62 |
-1.07 |
-63.3% |
2.19 |
ATR |
1.00 |
0.97 |
-0.03 |
-2.7% |
0.00 |
Volume |
673,859 |
654,363 |
-19,496 |
-2.9% |
1,650,621 |
|
Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.80 |
63.52 |
62.35 |
|
R3 |
63.18 |
62.90 |
62.18 |
|
R2 |
62.56 |
62.56 |
62.12 |
|
R1 |
62.28 |
62.28 |
62.07 |
62.42 |
PP |
61.94 |
61.94 |
61.94 |
62.01 |
S1 |
61.66 |
61.66 |
61.95 |
61.80 |
S2 |
61.32 |
61.32 |
61.90 |
|
S3 |
60.70 |
61.04 |
61.84 |
|
S4 |
60.08 |
60.42 |
61.67 |
|
|
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 |
62.21 |
59.44 |
2.77 |
4.5% |
0.83 |
1.3% |
93% |
True |
False |
529,795 |
10 |
62.21 |
57.44 |
4.77 |
7.7% |
0.85 |
1.4% |
96% |
True |
False |
463,987 |
20 |
62.21 |
55.88 |
6.33 |
10.2% |
0.98 |
1.6% |
97% |
True |
False |
396,270 |
40 |
62.21 |
55.15 |
7.06 |
11.4% |
1.03 |
1.7% |
97% |
True |
False |
261,228 |
60 |
62.21 |
50.36 |
11.85 |
19.1% |
1.03 |
1.7% |
98% |
True |
False |
191,515 |
80 |
62.21 |
49.33 |
12.88 |
20.8% |
1.01 |
1.6% |
98% |
True |
False |
152,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.85 |
2.618 |
63.83 |
1.618 |
63.21 |
1.000 |
62.83 |
0.618 |
62.59 |
HIGH |
62.21 |
0.618 |
61.97 |
0.500 |
61.90 |
0.382 |
61.83 |
LOW |
61.59 |
0.618 |
61.21 |
1.000 |
60.97 |
1.618 |
60.59 |
2.618 |
59.97 |
4.250 |
58.96 |
|
|
Fisher Pivots for day following 04-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
61.97 |
61.73 |
PP |
61.94 |
61.44 |
S1 |
61.90 |
61.16 |
|