NYMEX Light Sweet Crude Oil Future January 2019
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 |
57.75 |
58.38 |
0.63 |
1.1% |
56.45 |
High |
58.49 |
58.65 |
0.16 |
0.3% |
58.00 |
Low |
57.68 |
58.33 |
0.65 |
1.1% |
56.30 |
Close |
58.43 |
58.59 |
0.16 |
0.3% |
57.75 |
Range |
0.81 |
0.32 |
-0.49 |
-60.5% |
1.70 |
ATR |
0.57 |
0.55 |
-0.02 |
-3.1% |
0.00 |
Volume |
12,727 |
9,328 |
-3,399 |
-26.7% |
25,343 |
|
Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.48 |
59.36 |
58.77 |
|
R3 |
59.16 |
59.04 |
58.68 |
|
R2 |
58.84 |
58.84 |
58.65 |
|
R1 |
58.72 |
58.72 |
58.62 |
58.78 |
PP |
58.52 |
58.52 |
58.52 |
58.56 |
S1 |
58.40 |
58.40 |
58.56 |
58.46 |
S2 |
58.20 |
58.20 |
58.53 |
|
S3 |
57.88 |
58.08 |
58.50 |
|
S4 |
57.56 |
57.76 |
58.41 |
|
|
Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.45 |
61.80 |
58.69 |
|
R3 |
60.75 |
60.10 |
58.22 |
|
R2 |
59.05 |
59.05 |
58.06 |
|
R1 |
58.40 |
58.40 |
57.91 |
58.73 |
PP |
57.35 |
57.35 |
57.35 |
57.51 |
S1 |
56.70 |
56.70 |
57.59 |
57.03 |
S2 |
55.65 |
55.65 |
57.44 |
|
S3 |
53.95 |
55.00 |
57.28 |
|
S4 |
52.25 |
53.30 |
56.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.65 |
57.06 |
1.59 |
2.7% |
0.47 |
0.8% |
96% |
True |
False |
8,426 |
10 |
58.65 |
55.70 |
2.95 |
5.0% |
0.48 |
0.8% |
98% |
True |
False |
6,312 |
20 |
58.65 |
54.06 |
4.59 |
7.8% |
0.40 |
0.7% |
99% |
True |
False |
7,449 |
40 |
58.65 |
53.74 |
4.91 |
8.4% |
0.28 |
0.5% |
99% |
True |
False |
5,087 |
60 |
58.65 |
51.14 |
7.51 |
12.8% |
0.24 |
0.4% |
99% |
True |
False |
3,978 |
80 |
58.65 |
50.16 |
8.49 |
14.5% |
0.20 |
0.3% |
99% |
True |
False |
3,348 |
100 |
58.65 |
47.96 |
10.69 |
18.2% |
0.18 |
0.3% |
99% |
True |
False |
2,903 |
120 |
58.65 |
47.96 |
10.69 |
18.2% |
0.16 |
0.3% |
99% |
True |
False |
2,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.01 |
2.618 |
59.49 |
1.618 |
59.17 |
1.000 |
58.97 |
0.618 |
58.85 |
HIGH |
58.65 |
0.618 |
58.53 |
0.500 |
58.49 |
0.382 |
58.45 |
LOW |
58.33 |
0.618 |
58.13 |
1.000 |
58.01 |
1.618 |
57.81 |
2.618 |
57.49 |
4.250 |
56.97 |
|
|
Fisher Pivots for day following 04-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
58.56 |
58.44 |
PP |
58.52 |
58.28 |
S1 |
58.49 |
58.13 |
|