NYMEX Light Sweet Crude Oil Future March 2018
Trading Metrics calculated at close of trading on 29-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
59.58 |
59.94 |
0.36 |
0.6% |
58.48 |
High |
59.97 |
60.53 |
0.56 |
0.9% |
60.53 |
Low |
59.47 |
59.86 |
0.39 |
0.7% |
58.39 |
Close |
59.87 |
60.44 |
0.57 |
1.0% |
60.44 |
Range |
0.50 |
0.67 |
0.17 |
34.0% |
2.14 |
ATR |
0.97 |
0.94 |
-0.02 |
-2.2% |
0.00 |
Volume |
70,989 |
108,829 |
37,840 |
53.3% |
327,048 |
|
Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.29 |
62.03 |
60.81 |
|
R3 |
61.62 |
61.36 |
60.62 |
|
R2 |
60.95 |
60.95 |
60.56 |
|
R1 |
60.69 |
60.69 |
60.50 |
60.82 |
PP |
60.28 |
60.28 |
60.28 |
60.34 |
S1 |
60.02 |
60.02 |
60.38 |
60.15 |
S2 |
59.61 |
59.61 |
60.32 |
|
S3 |
58.94 |
59.35 |
60.26 |
|
S4 |
58.27 |
58.68 |
60.07 |
|
|
Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.21 |
65.46 |
61.62 |
|
R3 |
64.07 |
63.32 |
61.03 |
|
R2 |
61.93 |
61.93 |
60.83 |
|
R1 |
61.18 |
61.18 |
60.64 |
61.56 |
PP |
59.79 |
59.79 |
59.79 |
59.97 |
S1 |
59.04 |
59.04 |
60.24 |
59.42 |
S2 |
57.65 |
57.65 |
60.05 |
|
S3 |
55.51 |
56.90 |
59.85 |
|
S4 |
53.37 |
54.76 |
59.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.53 |
57.93 |
2.60 |
4.3% |
0.81 |
1.3% |
97% |
True |
False |
80,557 |
10 |
60.53 |
56.88 |
3.65 |
6.0% |
0.74 |
1.2% |
98% |
True |
False |
85,507 |
20 |
60.53 |
55.93 |
4.60 |
7.6% |
0.99 |
1.6% |
98% |
True |
False |
99,731 |
40 |
60.53 |
54.32 |
6.21 |
10.3% |
1.03 |
1.7% |
99% |
True |
False |
94,366 |
60 |
60.53 |
50.07 |
10.46 |
17.3% |
1.01 |
1.7% |
99% |
True |
False |
79,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.38 |
2.618 |
62.28 |
1.618 |
61.61 |
1.000 |
61.20 |
0.618 |
60.94 |
HIGH |
60.53 |
0.618 |
60.27 |
0.500 |
60.20 |
0.382 |
60.12 |
LOW |
59.86 |
0.618 |
59.45 |
1.000 |
59.19 |
1.618 |
58.78 |
2.618 |
58.11 |
4.250 |
57.01 |
|
|
Fisher Pivots for day following 29-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
60.36 |
60.27 |
PP |
60.28 |
60.11 |
S1 |
60.20 |
59.94 |
|