NYMEX Light Sweet Crude Oil Future March 2018
Trading Metrics calculated at close of trading on 03-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2018 |
03-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
60.21 |
60.37 |
0.16 |
0.3% |
58.48 |
High |
60.75 |
61.83 |
1.08 |
1.8% |
60.53 |
Low |
60.14 |
60.28 |
0.14 |
0.2% |
58.39 |
Close |
60.38 |
61.55 |
1.17 |
1.9% |
60.44 |
Range |
0.61 |
1.55 |
0.94 |
154.1% |
2.14 |
ATR |
0.92 |
0.97 |
0.04 |
4.9% |
0.00 |
Volume |
132,937 |
283,955 |
151,018 |
113.6% |
327,048 |
|
Daily Pivots for day following 03-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.87 |
65.26 |
62.40 |
|
R3 |
64.32 |
63.71 |
61.98 |
|
R2 |
62.77 |
62.77 |
61.83 |
|
R1 |
62.16 |
62.16 |
61.69 |
62.47 |
PP |
61.22 |
61.22 |
61.22 |
61.37 |
S1 |
60.61 |
60.61 |
61.41 |
60.92 |
S2 |
59.67 |
59.67 |
61.27 |
|
S3 |
58.12 |
59.06 |
61.12 |
|
S4 |
56.57 |
57.51 |
60.70 |
|
|
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 |
61.83 |
59.35 |
2.48 |
4.0% |
0.79 |
1.3% |
89% |
True |
False |
131,777 |
10 |
61.83 |
57.21 |
4.62 |
7.5% |
0.82 |
1.3% |
94% |
True |
False |
109,819 |
20 |
61.83 |
55.93 |
5.90 |
9.6% |
0.97 |
1.6% |
95% |
True |
False |
112,757 |
40 |
61.83 |
55.30 |
6.53 |
10.6% |
1.03 |
1.7% |
96% |
True |
False |
100,741 |
60 |
61.83 |
50.07 |
11.76 |
19.1% |
1.00 |
1.6% |
98% |
True |
False |
84,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.42 |
2.618 |
65.89 |
1.618 |
64.34 |
1.000 |
63.38 |
0.618 |
62.79 |
HIGH |
61.83 |
0.618 |
61.24 |
0.500 |
61.06 |
0.382 |
60.87 |
LOW |
60.28 |
0.618 |
59.32 |
1.000 |
58.73 |
1.618 |
57.77 |
2.618 |
56.22 |
4.250 |
53.69 |
|
|
Fisher Pivots for day following 03-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
61.39 |
61.32 |
PP |
61.22 |
61.08 |
S1 |
61.06 |
60.85 |
|