NYMEX Light Sweet Crude Oil Future March 2018
Trading Metrics calculated at close of trading on 09-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
61.59 |
61.89 |
0.30 |
0.5% |
60.21 |
High |
61.93 |
63.36 |
1.43 |
2.3% |
62.05 |
Low |
61.35 |
61.78 |
0.43 |
0.7% |
60.14 |
Close |
61.72 |
62.87 |
1.15 |
1.9% |
61.41 |
Range |
0.58 |
1.58 |
1.00 |
172.4% |
1.91 |
ATR |
0.91 |
0.96 |
0.05 |
5.8% |
0.00 |
Volume |
296,582 |
365,107 |
68,525 |
23.1% |
863,387 |
|
Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.41 |
66.72 |
63.74 |
|
R3 |
65.83 |
65.14 |
63.30 |
|
R2 |
64.25 |
64.25 |
63.16 |
|
R1 |
63.56 |
63.56 |
63.01 |
63.91 |
PP |
62.67 |
62.67 |
62.67 |
62.84 |
S1 |
61.98 |
61.98 |
62.73 |
62.33 |
S2 |
61.09 |
61.09 |
62.58 |
|
S3 |
59.51 |
60.40 |
62.44 |
|
S4 |
57.93 |
58.82 |
62.00 |
|
|
Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.93 |
66.08 |
62.46 |
|
R3 |
65.02 |
64.17 |
61.94 |
|
R2 |
63.11 |
63.11 |
61.76 |
|
R1 |
62.26 |
62.26 |
61.59 |
62.69 |
PP |
61.20 |
61.20 |
61.20 |
61.41 |
S1 |
60.35 |
60.35 |
61.23 |
60.78 |
S2 |
59.29 |
59.29 |
61.06 |
|
S3 |
57.38 |
58.44 |
60.88 |
|
S4 |
55.47 |
56.53 |
60.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.36 |
60.28 |
3.08 |
4.9% |
1.03 |
1.6% |
84% |
True |
False |
278,427 |
10 |
63.36 |
58.39 |
4.97 |
7.9% |
0.92 |
1.5% |
90% |
True |
False |
185,212 |
20 |
63.36 |
56.07 |
7.29 |
11.6% |
0.92 |
1.5% |
93% |
True |
False |
148,641 |
40 |
63.36 |
55.30 |
8.06 |
12.8% |
1.00 |
1.6% |
94% |
True |
False |
119,428 |
60 |
63.36 |
51.37 |
11.99 |
19.1% |
1.00 |
1.6% |
96% |
True |
False |
100,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.08 |
2.618 |
67.50 |
1.618 |
65.92 |
1.000 |
64.94 |
0.618 |
64.34 |
HIGH |
63.36 |
0.618 |
62.76 |
0.500 |
62.57 |
0.382 |
62.38 |
LOW |
61.78 |
0.618 |
60.80 |
1.000 |
60.20 |
1.618 |
59.22 |
2.618 |
57.64 |
4.250 |
55.07 |
|
|
Fisher Pivots for day following 09-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
62.77 |
62.65 |
PP |
62.67 |
62.43 |
S1 |
62.57 |
62.22 |
|