NYMEX Light Sweet Crude Oil Future February 2018
Trading Metrics calculated at close of trading on 12-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
63.50 |
63.57 |
0.07 |
0.1% |
61.61 |
High |
64.77 |
64.50 |
-0.27 |
-0.4% |
64.77 |
Low |
63.43 |
63.06 |
-0.37 |
-0.6% |
61.34 |
Close |
63.80 |
64.30 |
0.50 |
0.8% |
64.30 |
Range |
1.34 |
1.44 |
0.10 |
7.5% |
3.43 |
ATR |
1.01 |
1.04 |
0.03 |
3.1% |
0.00 |
Volume |
876,642 |
678,727 |
-197,915 |
-22.6% |
3,714,407 |
|
Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.27 |
67.73 |
65.09 |
|
R3 |
66.83 |
66.29 |
64.70 |
|
R2 |
65.39 |
65.39 |
64.56 |
|
R1 |
64.85 |
64.85 |
64.43 |
65.12 |
PP |
63.95 |
63.95 |
63.95 |
64.09 |
S1 |
63.41 |
63.41 |
64.17 |
63.68 |
S2 |
62.51 |
62.51 |
64.04 |
|
S3 |
61.07 |
61.97 |
63.90 |
|
S4 |
59.63 |
60.53 |
63.51 |
|
|
Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.76 |
72.46 |
66.19 |
|
R3 |
70.33 |
69.03 |
65.24 |
|
R2 |
66.90 |
66.90 |
64.93 |
|
R1 |
65.60 |
65.60 |
64.61 |
66.25 |
PP |
63.47 |
63.47 |
63.47 |
63.80 |
S1 |
62.17 |
62.17 |
63.99 |
62.82 |
S2 |
60.04 |
60.04 |
63.67 |
|
S3 |
56.61 |
58.74 |
63.36 |
|
S4 |
53.18 |
55.31 |
62.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.77 |
61.34 |
3.43 |
5.3% |
1.13 |
1.8% |
86% |
False |
False |
742,881 |
10 |
64.77 |
59.82 |
4.95 |
7.7% |
1.03 |
1.6% |
91% |
False |
False |
658,045 |
20 |
64.77 |
56.11 |
8.66 |
13.5% |
0.92 |
1.4% |
95% |
False |
False |
530,121 |
40 |
64.77 |
55.24 |
9.53 |
14.8% |
1.03 |
1.6% |
95% |
False |
False |
355,321 |
60 |
64.77 |
51.24 |
13.53 |
21.0% |
1.05 |
1.6% |
97% |
False |
False |
259,285 |
80 |
64.77 |
49.92 |
14.85 |
23.1% |
1.02 |
1.6% |
97% |
False |
False |
203,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.62 |
2.618 |
68.27 |
1.618 |
66.83 |
1.000 |
65.94 |
0.618 |
65.39 |
HIGH |
64.50 |
0.618 |
63.95 |
0.500 |
63.78 |
0.382 |
63.61 |
LOW |
63.06 |
0.618 |
62.17 |
1.000 |
61.62 |
1.618 |
60.73 |
2.618 |
59.29 |
4.250 |
56.94 |
|
|
Fisher Pivots for day following 12-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
64.13 |
64.17 |
PP |
63.95 |
64.04 |
S1 |
63.78 |
63.92 |
|