NYMEX Light Sweet Crude Oil Future February 2018
Trading Metrics calculated at close of trading on 11-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
63.41 |
63.50 |
0.09 |
0.1% |
60.20 |
High |
63.67 |
64.77 |
1.10 |
1.7% |
62.21 |
Low |
63.09 |
63.43 |
0.34 |
0.5% |
60.10 |
Close |
63.57 |
63.80 |
0.23 |
0.4% |
61.44 |
Range |
0.58 |
1.34 |
0.76 |
131.0% |
2.11 |
ATR |
0.98 |
1.01 |
0.03 |
2.6% |
0.00 |
Volume |
697,844 |
876,642 |
178,798 |
25.6% |
2,401,571 |
|
Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.02 |
67.25 |
64.54 |
|
R3 |
66.68 |
65.91 |
64.17 |
|
R2 |
65.34 |
65.34 |
64.05 |
|
R1 |
64.57 |
64.57 |
63.92 |
64.96 |
PP |
64.00 |
64.00 |
64.00 |
64.19 |
S1 |
63.23 |
63.23 |
63.68 |
63.62 |
S2 |
62.66 |
62.66 |
63.55 |
|
S3 |
61.32 |
61.89 |
63.43 |
|
S4 |
59.98 |
60.55 |
63.06 |
|
|
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 |
64.77 |
61.09 |
3.68 |
5.8% |
1.04 |
1.6% |
74% |
True |
False |
719,743 |
10 |
64.77 |
59.44 |
5.33 |
8.4% |
0.93 |
1.5% |
82% |
True |
False |
624,769 |
20 |
64.77 |
56.11 |
8.66 |
13.6% |
0.91 |
1.4% |
89% |
True |
False |
513,617 |
40 |
64.77 |
55.15 |
9.62 |
15.1% |
1.05 |
1.6% |
90% |
True |
False |
340,415 |
60 |
64.77 |
51.24 |
13.53 |
21.2% |
1.04 |
1.6% |
93% |
True |
False |
248,634 |
80 |
64.77 |
49.92 |
14.85 |
23.3% |
1.02 |
1.6% |
93% |
True |
False |
195,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.47 |
2.618 |
68.28 |
1.618 |
66.94 |
1.000 |
66.11 |
0.618 |
65.60 |
HIGH |
64.77 |
0.618 |
64.26 |
0.500 |
64.10 |
0.382 |
63.94 |
LOW |
63.43 |
0.618 |
62.60 |
1.000 |
62.09 |
1.618 |
61.26 |
2.618 |
59.92 |
4.250 |
57.74 |
|
|
Fisher Pivots for day following 11-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
64.10 |
63.63 |
PP |
64.00 |
63.46 |
S1 |
63.90 |
63.29 |
|