NYMEX Light Sweet Crude Oil Future March 2018
Trading Metrics calculated at close of trading on 04-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
60.37 |
61.83 |
1.46 |
2.4% |
58.48 |
High |
61.83 |
62.05 |
0.22 |
0.4% |
60.53 |
Low |
60.28 |
61.49 |
1.21 |
2.0% |
58.39 |
Close |
61.55 |
61.90 |
0.35 |
0.6% |
60.44 |
Range |
1.55 |
0.56 |
-0.99 |
-63.9% |
2.14 |
ATR |
0.97 |
0.94 |
-0.03 |
-3.0% |
0.00 |
Volume |
283,955 |
255,674 |
-28,281 |
-10.0% |
327,048 |
|
Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.49 |
63.26 |
62.21 |
|
R3 |
62.93 |
62.70 |
62.05 |
|
R2 |
62.37 |
62.37 |
62.00 |
|
R1 |
62.14 |
62.14 |
61.95 |
62.26 |
PP |
61.81 |
61.81 |
61.81 |
61.87 |
S1 |
61.58 |
61.58 |
61.85 |
61.70 |
S2 |
61.25 |
61.25 |
61.80 |
|
S3 |
60.69 |
61.02 |
61.75 |
|
S4 |
60.13 |
60.46 |
61.59 |
|
|
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 |
62.05 |
59.47 |
2.58 |
4.2% |
0.78 |
1.3% |
94% |
True |
False |
170,476 |
10 |
62.05 |
57.49 |
4.56 |
7.4% |
0.82 |
1.3% |
97% |
True |
False |
126,364 |
20 |
62.05 |
55.93 |
6.12 |
9.9% |
0.96 |
1.5% |
98% |
True |
False |
121,983 |
40 |
62.05 |
55.30 |
6.75 |
10.9% |
1.00 |
1.6% |
98% |
True |
False |
104,554 |
60 |
62.05 |
50.45 |
11.60 |
18.7% |
1.00 |
1.6% |
99% |
True |
False |
88,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.43 |
2.618 |
63.52 |
1.618 |
62.96 |
1.000 |
62.61 |
0.618 |
62.40 |
HIGH |
62.05 |
0.618 |
61.84 |
0.500 |
61.77 |
0.382 |
61.70 |
LOW |
61.49 |
0.618 |
61.14 |
1.000 |
60.93 |
1.618 |
60.58 |
2.618 |
60.02 |
4.250 |
59.11 |
|
|
Fisher Pivots for day following 04-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
61.86 |
61.63 |
PP |
61.81 |
61.36 |
S1 |
61.77 |
61.10 |
|