NYMEX Light Sweet Crude Oil Future March 2018
Trading Metrics calculated at close of trading on 11-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
63.31 |
63.34 |
0.03 |
0.0% |
60.21 |
High |
63.54 |
64.53 |
0.99 |
1.6% |
62.05 |
Low |
62.95 |
63.27 |
0.32 |
0.5% |
60.14 |
Close |
63.42 |
63.68 |
0.26 |
0.4% |
61.41 |
Range |
0.59 |
1.26 |
0.67 |
113.6% |
1.91 |
ATR |
0.94 |
0.96 |
0.02 |
2.4% |
0.00 |
Volume |
316,419 |
466,037 |
149,618 |
47.3% |
863,387 |
|
Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.61 |
66.90 |
64.37 |
|
R3 |
66.35 |
65.64 |
64.03 |
|
R2 |
65.09 |
65.09 |
63.91 |
|
R1 |
64.38 |
64.38 |
63.80 |
64.74 |
PP |
63.83 |
63.83 |
63.83 |
64.00 |
S1 |
63.12 |
63.12 |
63.56 |
63.48 |
S2 |
62.57 |
62.57 |
63.45 |
|
S3 |
61.31 |
61.86 |
63.33 |
|
S4 |
60.05 |
60.60 |
62.99 |
|
|
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 |
64.53 |
61.07 |
3.46 |
5.4% |
0.98 |
1.5% |
75% |
True |
False |
326,993 |
10 |
64.53 |
59.47 |
5.06 |
7.9% |
0.88 |
1.4% |
83% |
True |
False |
248,735 |
20 |
64.53 |
56.07 |
8.46 |
13.3% |
0.87 |
1.4% |
90% |
True |
False |
172,759 |
40 |
64.53 |
55.30 |
9.23 |
14.5% |
1.01 |
1.6% |
91% |
True |
False |
135,832 |
60 |
64.53 |
51.37 |
13.16 |
20.7% |
1.00 |
1.6% |
94% |
True |
False |
112,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.89 |
2.618 |
67.83 |
1.618 |
66.57 |
1.000 |
65.79 |
0.618 |
65.31 |
HIGH |
64.53 |
0.618 |
64.05 |
0.500 |
63.90 |
0.382 |
63.75 |
LOW |
63.27 |
0.618 |
62.49 |
1.000 |
62.01 |
1.618 |
61.23 |
2.618 |
59.97 |
4.250 |
57.92 |
|
|
Fisher Pivots for day following 11-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
63.90 |
63.51 |
PP |
63.83 |
63.33 |
S1 |
63.75 |
63.16 |
|