NYMEX Light Sweet Crude Oil Future March 2018
Trading Metrics calculated at close of trading on 12-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
63.34 |
63.50 |
0.16 |
0.3% |
61.59 |
High |
64.53 |
64.41 |
-0.12 |
-0.2% |
64.53 |
Low |
63.27 |
62.98 |
-0.29 |
-0.5% |
61.35 |
Close |
63.68 |
64.23 |
0.55 |
0.9% |
64.23 |
Range |
1.26 |
1.43 |
0.17 |
13.5% |
3.18 |
ATR |
0.96 |
1.00 |
0.03 |
3.5% |
0.00 |
Volume |
466,037 |
323,616 |
-142,421 |
-30.6% |
1,767,761 |
|
Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.16 |
67.63 |
65.02 |
|
R3 |
66.73 |
66.20 |
64.62 |
|
R2 |
65.30 |
65.30 |
64.49 |
|
R1 |
64.77 |
64.77 |
64.36 |
65.04 |
PP |
63.87 |
63.87 |
63.87 |
64.01 |
S1 |
63.34 |
63.34 |
64.10 |
63.61 |
S2 |
62.44 |
62.44 |
63.97 |
|
S3 |
61.01 |
61.91 |
63.84 |
|
S4 |
59.58 |
60.48 |
63.44 |
|
|
Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.91 |
71.75 |
65.98 |
|
R3 |
69.73 |
68.57 |
65.10 |
|
R2 |
66.55 |
66.55 |
64.81 |
|
R1 |
65.39 |
65.39 |
64.52 |
65.97 |
PP |
63.37 |
63.37 |
63.37 |
63.66 |
S1 |
62.21 |
62.21 |
63.94 |
62.79 |
S2 |
60.19 |
60.19 |
63.65 |
|
S3 |
57.01 |
59.03 |
63.36 |
|
S4 |
53.83 |
55.85 |
62.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
64.53 |
61.35 |
3.18 |
5.0% |
1.09 |
1.7% |
91% |
False |
False |
353,552 |
10 |
64.53 |
59.86 |
4.67 |
7.3% |
0.97 |
1.5% |
94% |
False |
False |
273,997 |
20 |
64.53 |
56.07 |
8.46 |
13.2% |
0.88 |
1.4% |
96% |
False |
False |
180,980 |
40 |
64.53 |
55.36 |
9.17 |
14.3% |
1.00 |
1.5% |
97% |
False |
False |
142,500 |
60 |
64.53 |
51.37 |
13.16 |
20.5% |
1.01 |
1.6% |
98% |
False |
False |
117,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.49 |
2.618 |
68.15 |
1.618 |
66.72 |
1.000 |
65.84 |
0.618 |
65.29 |
HIGH |
64.41 |
0.618 |
63.86 |
0.500 |
63.70 |
0.382 |
63.53 |
LOW |
62.98 |
0.618 |
62.10 |
1.000 |
61.55 |
1.618 |
60.67 |
2.618 |
59.24 |
4.250 |
56.90 |
|
|
Fisher Pivots for day following 12-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
64.05 |
64.07 |
PP |
63.87 |
63.90 |
S1 |
63.70 |
63.74 |
|