NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 27-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
56.45 |
57.23 |
0.78 |
1.4% |
55.15 |
High |
57.49 |
57.30 |
-0.19 |
-0.3% |
56.41 |
Low |
56.30 |
56.83 |
0.53 |
0.9% |
55.15 |
Close |
57.37 |
57.27 |
-0.10 |
-0.2% |
56.41 |
Range |
1.19 |
0.47 |
-0.72 |
-60.5% |
1.26 |
ATR |
0.57 |
0.57 |
0.00 |
-0.4% |
0.00 |
Volume |
4,570 |
3,830 |
-740 |
-16.2% |
33,026 |
|
Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.54 |
58.38 |
57.53 |
|
R3 |
58.07 |
57.91 |
57.40 |
|
R2 |
57.60 |
57.60 |
57.36 |
|
R1 |
57.44 |
57.44 |
57.31 |
57.52 |
PP |
57.13 |
57.13 |
57.13 |
57.18 |
S1 |
56.97 |
56.97 |
57.23 |
57.05 |
S2 |
56.66 |
56.66 |
57.18 |
|
S3 |
56.19 |
56.50 |
57.14 |
|
S4 |
55.72 |
56.03 |
57.01 |
|
|
Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.77 |
59.35 |
57.10 |
|
R3 |
58.51 |
58.09 |
56.76 |
|
R2 |
57.25 |
57.25 |
56.64 |
|
R1 |
56.83 |
56.83 |
56.53 |
57.04 |
PP |
55.99 |
55.99 |
55.99 |
56.10 |
S1 |
55.57 |
55.57 |
56.29 |
55.78 |
S2 |
54.73 |
54.73 |
56.18 |
|
S3 |
53.47 |
54.31 |
56.06 |
|
S4 |
52.21 |
53.05 |
55.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.49 |
55.70 |
1.79 |
3.1% |
0.49 |
0.9% |
88% |
False |
False |
4,198 |
10 |
57.49 |
54.06 |
3.43 |
6.0% |
0.45 |
0.8% |
94% |
False |
False |
9,249 |
20 |
57.49 |
54.06 |
3.43 |
6.0% |
0.35 |
0.6% |
94% |
False |
False |
6,248 |
40 |
57.49 |
52.48 |
5.01 |
8.7% |
0.27 |
0.5% |
96% |
False |
False |
4,484 |
60 |
57.49 |
50.16 |
7.33 |
12.8% |
0.21 |
0.4% |
97% |
False |
False |
3,370 |
80 |
57.49 |
49.85 |
7.64 |
13.3% |
0.18 |
0.3% |
97% |
False |
False |
2,909 |
100 |
57.49 |
47.96 |
9.53 |
16.6% |
0.16 |
0.3% |
98% |
False |
False |
2,525 |
120 |
57.49 |
47.73 |
9.76 |
17.0% |
0.14 |
0.3% |
98% |
False |
False |
2,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.30 |
2.618 |
58.53 |
1.618 |
58.06 |
1.000 |
57.77 |
0.618 |
57.59 |
HIGH |
57.30 |
0.618 |
57.12 |
0.500 |
57.07 |
0.382 |
57.01 |
LOW |
56.83 |
0.618 |
56.54 |
1.000 |
56.36 |
1.618 |
56.07 |
2.618 |
55.60 |
4.250 |
54.83 |
|
|
Fisher Pivots for day following 27-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
57.20 |
57.09 |
PP |
57.13 |
56.90 |
S1 |
57.07 |
56.72 |
|