NYMEX Light Sweet Crude Oil Future March 2018
Trading Metrics calculated at close of trading on 02-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
59.94 |
60.21 |
0.27 |
0.5% |
58.48 |
High |
60.53 |
60.75 |
0.22 |
0.4% |
60.53 |
Low |
59.86 |
60.14 |
0.28 |
0.5% |
58.39 |
Close |
60.44 |
60.38 |
-0.06 |
-0.1% |
60.44 |
Range |
0.67 |
0.61 |
-0.06 |
-9.0% |
2.14 |
ATR |
0.94 |
0.92 |
-0.02 |
-2.5% |
0.00 |
Volume |
108,829 |
132,937 |
24,108 |
22.2% |
327,048 |
|
Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.25 |
61.93 |
60.72 |
|
R3 |
61.64 |
61.32 |
60.55 |
|
R2 |
61.03 |
61.03 |
60.49 |
|
R1 |
60.71 |
60.71 |
60.44 |
60.87 |
PP |
60.42 |
60.42 |
60.42 |
60.51 |
S1 |
60.10 |
60.10 |
60.32 |
60.26 |
S2 |
59.81 |
59.81 |
60.27 |
|
S3 |
59.20 |
59.49 |
60.21 |
|
S4 |
58.59 |
58.88 |
60.04 |
|
|
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 |
60.75 |
58.39 |
2.36 |
3.9% |
0.81 |
1.3% |
84% |
True |
False |
91,997 |
10 |
60.75 |
56.88 |
3.87 |
6.4% |
0.75 |
1.2% |
90% |
True |
False |
91,384 |
20 |
60.75 |
55.93 |
4.82 |
8.0% |
0.94 |
1.6% |
92% |
True |
False |
101,794 |
40 |
60.75 |
54.82 |
5.93 |
9.8% |
1.03 |
1.7% |
94% |
True |
False |
95,882 |
60 |
60.75 |
50.07 |
10.68 |
17.7% |
1.00 |
1.7% |
97% |
True |
False |
80,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.34 |
2.618 |
62.35 |
1.618 |
61.74 |
1.000 |
61.36 |
0.618 |
61.13 |
HIGH |
60.75 |
0.618 |
60.52 |
0.500 |
60.45 |
0.382 |
60.37 |
LOW |
60.14 |
0.618 |
59.76 |
1.000 |
59.53 |
1.618 |
59.15 |
2.618 |
58.54 |
4.250 |
57.55 |
|
|
Fisher Pivots for day following 02-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
60.45 |
60.29 |
PP |
60.42 |
60.20 |
S1 |
60.40 |
60.11 |
|