NYMEX Light Sweet Crude Oil Future February 2018
Trading Metrics calculated at close of trading on 05-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
61.96 |
61.90 |
-0.06 |
-0.1% |
60.20 |
High |
62.21 |
62.04 |
-0.17 |
-0.3% |
62.21 |
Low |
61.59 |
61.09 |
-0.50 |
-0.8% |
60.10 |
Close |
62.01 |
61.44 |
-0.57 |
-0.9% |
61.44 |
Range |
0.62 |
0.95 |
0.33 |
53.2% |
2.11 |
ATR |
0.97 |
0.97 |
0.00 |
-0.2% |
0.00 |
Volume |
654,363 |
563,036 |
-91,327 |
-14.0% |
2,401,571 |
|
Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.37 |
63.86 |
61.96 |
|
R3 |
63.42 |
62.91 |
61.70 |
|
R2 |
62.47 |
62.47 |
61.61 |
|
R1 |
61.96 |
61.96 |
61.53 |
61.74 |
PP |
61.52 |
61.52 |
61.52 |
61.42 |
S1 |
61.01 |
61.01 |
61.35 |
60.79 |
S2 |
60.57 |
60.57 |
61.27 |
|
S3 |
59.62 |
60.06 |
61.18 |
|
S4 |
58.67 |
59.11 |
60.92 |
|
|
Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.58 |
66.62 |
62.60 |
|
R3 |
65.47 |
64.51 |
62.02 |
|
R2 |
63.36 |
63.36 |
61.83 |
|
R1 |
62.40 |
62.40 |
61.63 |
62.88 |
PP |
61.25 |
61.25 |
61.25 |
61.49 |
S1 |
60.29 |
60.29 |
61.25 |
60.77 |
S2 |
59.14 |
59.14 |
61.05 |
|
S3 |
57.03 |
58.18 |
60.86 |
|
S4 |
54.92 |
56.07 |
60.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.21 |
59.82 |
2.39 |
3.9% |
0.92 |
1.5% |
68% |
False |
False |
573,209 |
10 |
62.21 |
57.63 |
4.58 |
7.5% |
0.88 |
1.4% |
83% |
False |
False |
478,206 |
20 |
62.21 |
55.88 |
6.33 |
10.3% |
0.95 |
1.5% |
88% |
False |
False |
413,660 |
40 |
62.21 |
55.15 |
7.06 |
11.5% |
1.04 |
1.7% |
89% |
False |
False |
273,061 |
60 |
62.21 |
50.90 |
11.31 |
18.4% |
1.03 |
1.7% |
93% |
False |
False |
200,247 |
80 |
62.21 |
49.58 |
12.63 |
20.6% |
1.01 |
1.6% |
94% |
False |
False |
159,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.08 |
2.618 |
64.53 |
1.618 |
63.58 |
1.000 |
62.99 |
0.618 |
62.63 |
HIGH |
62.04 |
0.618 |
61.68 |
0.500 |
61.57 |
0.382 |
61.45 |
LOW |
61.09 |
0.618 |
60.50 |
1.000 |
60.14 |
1.618 |
59.55 |
2.618 |
58.60 |
4.250 |
57.05 |
|
|
Fisher Pivots for day following 05-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
61.57 |
61.38 |
PP |
61.52 |
61.31 |
S1 |
61.48 |
61.25 |
|