NYMEX Light Sweet Crude Oil Future February 2018
Trading Metrics calculated at close of trading on 10-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2018 |
10-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
61.92 |
63.41 |
1.49 |
2.4% |
60.20 |
High |
63.48 |
63.67 |
0.19 |
0.3% |
62.21 |
Low |
61.80 |
63.09 |
1.29 |
2.1% |
60.10 |
Close |
62.96 |
63.57 |
0.61 |
1.0% |
61.44 |
Range |
1.68 |
0.58 |
-1.10 |
-65.5% |
2.11 |
ATR |
1.00 |
0.98 |
-0.02 |
-2.1% |
0.00 |
Volume |
844,720 |
697,844 |
-146,876 |
-17.4% |
2,401,571 |
|
Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.18 |
64.96 |
63.89 |
|
R3 |
64.60 |
64.38 |
63.73 |
|
R2 |
64.02 |
64.02 |
63.68 |
|
R1 |
63.80 |
63.80 |
63.62 |
63.91 |
PP |
63.44 |
63.44 |
63.44 |
63.50 |
S1 |
63.22 |
63.22 |
63.52 |
63.33 |
S2 |
62.86 |
62.86 |
63.46 |
|
S3 |
62.28 |
62.64 |
63.41 |
|
S4 |
61.70 |
62.06 |
63.25 |
|
|
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 |
63.67 |
61.09 |
2.58 |
4.1% |
0.89 |
1.4% |
96% |
True |
False |
675,287 |
10 |
63.67 |
59.33 |
4.34 |
6.8% |
0.86 |
1.3% |
98% |
True |
False |
577,344 |
20 |
63.67 |
56.11 |
7.56 |
11.9% |
0.93 |
1.5% |
99% |
True |
False |
487,975 |
40 |
63.67 |
55.15 |
8.52 |
13.4% |
1.03 |
1.6% |
99% |
True |
False |
320,638 |
60 |
63.67 |
51.24 |
12.43 |
19.6% |
1.03 |
1.6% |
99% |
True |
False |
234,519 |
80 |
63.67 |
49.92 |
13.75 |
21.6% |
1.01 |
1.6% |
99% |
True |
False |
184,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.14 |
2.618 |
65.19 |
1.618 |
64.61 |
1.000 |
64.25 |
0.618 |
64.03 |
HIGH |
63.67 |
0.618 |
63.45 |
0.500 |
63.38 |
0.382 |
63.31 |
LOW |
63.09 |
0.618 |
62.73 |
1.000 |
62.51 |
1.618 |
62.15 |
2.618 |
61.57 |
4.250 |
60.63 |
|
|
Fisher Pivots for day following 10-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
63.51 |
63.22 |
PP |
63.44 |
62.86 |
S1 |
63.38 |
62.51 |
|