NYMEX Light Sweet Crude Oil Future March 2018
Trading Metrics calculated at close of trading on 21-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
57.68 |
58.05 |
0.37 |
0.6% |
57.36 |
High |
58.16 |
58.42 |
0.26 |
0.4% |
58.58 |
Low |
57.49 |
57.68 |
0.19 |
0.3% |
56.07 |
Close |
58.13 |
58.40 |
0.27 |
0.5% |
57.24 |
Range |
0.67 |
0.74 |
0.07 |
10.4% |
2.51 |
ATR |
1.03 |
1.01 |
-0.02 |
-2.0% |
0.00 |
Volume |
88,741 |
99,554 |
10,813 |
12.2% |
666,851 |
|
Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.39 |
60.13 |
58.81 |
|
R3 |
59.65 |
59.39 |
58.60 |
|
R2 |
58.91 |
58.91 |
58.54 |
|
R1 |
58.65 |
58.65 |
58.47 |
58.78 |
PP |
58.17 |
58.17 |
58.17 |
58.23 |
S1 |
57.91 |
57.91 |
58.33 |
58.04 |
S2 |
57.43 |
57.43 |
58.26 |
|
S3 |
56.69 |
57.17 |
58.20 |
|
S4 |
55.95 |
56.43 |
57.99 |
|
|
Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.83 |
63.54 |
58.62 |
|
R3 |
62.32 |
61.03 |
57.93 |
|
R2 |
59.81 |
59.81 |
57.70 |
|
R1 |
58.52 |
58.52 |
57.47 |
57.91 |
PP |
57.30 |
57.30 |
57.30 |
56.99 |
S1 |
56.01 |
56.01 |
57.01 |
55.40 |
S2 |
54.79 |
54.79 |
56.78 |
|
S3 |
52.28 |
53.50 |
56.55 |
|
S4 |
49.77 |
50.99 |
55.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.42 |
56.88 |
1.54 |
2.6% |
0.67 |
1.1% |
99% |
True |
False |
90,457 |
10 |
58.58 |
56.07 |
2.51 |
4.3% |
0.98 |
1.7% |
93% |
False |
False |
114,551 |
20 |
58.82 |
55.93 |
2.89 |
4.9% |
1.06 |
1.8% |
85% |
False |
False |
101,708 |
40 |
58.82 |
52.45 |
6.37 |
10.9% |
1.06 |
1.8% |
93% |
False |
False |
93,018 |
60 |
58.82 |
50.07 |
8.75 |
15.0% |
1.02 |
1.7% |
95% |
False |
False |
75,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.57 |
2.618 |
60.36 |
1.618 |
59.62 |
1.000 |
59.16 |
0.618 |
58.88 |
HIGH |
58.42 |
0.618 |
58.14 |
0.500 |
58.05 |
0.382 |
57.96 |
LOW |
57.68 |
0.618 |
57.22 |
1.000 |
56.94 |
1.618 |
56.48 |
2.618 |
55.74 |
4.250 |
54.54 |
|
|
Fisher Pivots for day following 21-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
58.28 |
58.21 |
PP |
58.17 |
58.01 |
S1 |
58.05 |
57.82 |
|