NYMEX Light Sweet Crude Oil Future February 2018
Trading Metrics calculated at close of trading on 16-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
63.57 |
64.43 |
0.86 |
1.4% |
61.61 |
High |
64.50 |
64.89 |
0.39 |
0.6% |
64.77 |
Low |
63.06 |
63.39 |
0.33 |
0.5% |
61.34 |
Close |
64.30 |
63.73 |
-0.57 |
-0.9% |
64.30 |
Range |
1.44 |
1.50 |
0.06 |
4.2% |
3.43 |
ATR |
1.04 |
1.07 |
0.03 |
3.2% |
0.00 |
Volume |
678,727 |
867,771 |
189,044 |
27.9% |
3,714,407 |
|
Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.50 |
67.62 |
64.56 |
|
R3 |
67.00 |
66.12 |
64.14 |
|
R2 |
65.50 |
65.50 |
64.01 |
|
R1 |
64.62 |
64.62 |
63.87 |
64.31 |
PP |
64.00 |
64.00 |
64.00 |
63.85 |
S1 |
63.12 |
63.12 |
63.59 |
62.81 |
S2 |
62.50 |
62.50 |
63.46 |
|
S3 |
61.00 |
61.62 |
63.32 |
|
S4 |
59.50 |
60.12 |
62.91 |
|
|
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 |
64.89 |
61.80 |
3.09 |
4.8% |
1.31 |
2.1% |
62% |
True |
False |
793,140 |
10 |
64.89 |
60.10 |
4.79 |
7.5% |
1.11 |
1.7% |
76% |
True |
False |
698,374 |
20 |
64.89 |
56.88 |
8.01 |
12.6% |
0.93 |
1.5% |
86% |
True |
False |
555,148 |
40 |
64.89 |
55.30 |
9.59 |
15.0% |
1.06 |
1.7% |
88% |
True |
False |
375,088 |
60 |
64.89 |
51.24 |
13.65 |
21.4% |
1.06 |
1.7% |
92% |
True |
False |
273,195 |
80 |
64.89 |
49.92 |
14.97 |
23.5% |
1.03 |
1.6% |
92% |
True |
False |
213,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.27 |
2.618 |
68.82 |
1.618 |
67.32 |
1.000 |
66.39 |
0.618 |
65.82 |
HIGH |
64.89 |
0.618 |
64.32 |
0.500 |
64.14 |
0.382 |
63.96 |
LOW |
63.39 |
0.618 |
62.46 |
1.000 |
61.89 |
1.618 |
60.96 |
2.618 |
59.46 |
4.250 |
57.02 |
|
|
Fisher Pivots for day following 16-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
64.14 |
63.98 |
PP |
64.00 |
63.89 |
S1 |
63.87 |
63.81 |
|