NYMEX Light Sweet Crude Oil Future March 2018
Trading Metrics calculated at close of trading on 26-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
26-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
58.22 |
58.48 |
0.26 |
0.4% |
57.32 |
High |
58.57 |
60.04 |
1.47 |
2.5% |
58.57 |
Low |
57.93 |
58.39 |
0.46 |
0.8% |
56.88 |
Close |
58.54 |
60.00 |
1.46 |
2.5% |
58.54 |
Range |
0.64 |
1.65 |
1.01 |
157.8% |
1.69 |
ATR |
0.98 |
1.03 |
0.05 |
4.9% |
0.00 |
Volume |
75,739 |
85,053 |
9,314 |
12.3% |
453,861 |
|
Daily Pivots for day following 26-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.43 |
63.86 |
60.91 |
|
R3 |
62.78 |
62.21 |
60.45 |
|
R2 |
61.13 |
61.13 |
60.30 |
|
R1 |
60.56 |
60.56 |
60.15 |
60.85 |
PP |
59.48 |
59.48 |
59.48 |
59.62 |
S1 |
58.91 |
58.91 |
59.85 |
59.20 |
S2 |
57.83 |
57.83 |
59.70 |
|
S3 |
56.18 |
57.26 |
59.55 |
|
S4 |
54.53 |
55.61 |
59.09 |
|
|
Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.07 |
62.49 |
59.47 |
|
R3 |
61.38 |
60.80 |
59.00 |
|
R2 |
59.69 |
59.69 |
58.85 |
|
R1 |
59.11 |
59.11 |
58.69 |
59.40 |
PP |
58.00 |
58.00 |
58.00 |
58.14 |
S1 |
57.42 |
57.42 |
58.39 |
57.71 |
S2 |
56.31 |
56.31 |
58.23 |
|
S3 |
54.62 |
55.73 |
58.08 |
|
S4 |
52.93 |
54.04 |
57.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.04 |
57.21 |
2.83 |
4.7% |
0.86 |
1.4% |
99% |
True |
False |
87,860 |
10 |
60.04 |
56.07 |
3.97 |
6.6% |
0.98 |
1.6% |
99% |
True |
False |
106,624 |
20 |
60.04 |
55.93 |
4.11 |
6.9% |
1.06 |
1.8% |
99% |
True |
False |
99,249 |
40 |
60.04 |
54.14 |
5.90 |
9.8% |
1.05 |
1.8% |
99% |
True |
False |
93,792 |
60 |
60.04 |
50.07 |
9.97 |
16.6% |
1.02 |
1.7% |
100% |
True |
False |
77,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.05 |
2.618 |
64.36 |
1.618 |
62.71 |
1.000 |
61.69 |
0.618 |
61.06 |
HIGH |
60.04 |
0.618 |
59.41 |
0.500 |
59.22 |
0.382 |
59.02 |
LOW |
58.39 |
0.618 |
57.37 |
1.000 |
56.74 |
1.618 |
55.72 |
2.618 |
54.07 |
4.250 |
51.38 |
|
|
Fisher Pivots for day following 26-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
59.74 |
59.62 |
PP |
59.48 |
59.24 |
S1 |
59.22 |
58.86 |
|