NYMEX Light Sweet Crude Oil Future January 2019
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 |
60.00 |
59.75 |
-0.25 |
-0.4% |
57.88 |
High |
60.11 |
60.39 |
0.28 |
0.5% |
58.68 |
Low |
59.67 |
59.70 |
0.03 |
0.1% |
57.60 |
Close |
59.94 |
60.09 |
0.15 |
0.3% |
58.61 |
Range |
0.44 |
0.69 |
0.25 |
56.8% |
1.08 |
ATR |
0.56 |
0.57 |
0.01 |
1.7% |
0.00 |
Volume |
3,931 |
9,648 |
5,717 |
145.4% |
31,562 |
|
Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.13 |
61.80 |
60.47 |
|
R3 |
61.44 |
61.11 |
60.28 |
|
R2 |
60.75 |
60.75 |
60.22 |
|
R1 |
60.42 |
60.42 |
60.15 |
60.59 |
PP |
60.06 |
60.06 |
60.06 |
60.14 |
S1 |
59.73 |
59.73 |
60.03 |
59.90 |
S2 |
59.37 |
59.37 |
59.96 |
|
S3 |
58.68 |
59.04 |
59.90 |
|
S4 |
57.99 |
58.35 |
59.71 |
|
|
Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.54 |
61.15 |
59.20 |
|
R3 |
60.46 |
60.07 |
58.91 |
|
R2 |
59.38 |
59.38 |
58.81 |
|
R1 |
58.99 |
58.99 |
58.71 |
59.19 |
PP |
58.30 |
58.30 |
58.30 |
58.39 |
S1 |
57.91 |
57.91 |
58.51 |
58.11 |
S2 |
57.22 |
57.22 |
58.41 |
|
S3 |
56.14 |
56.83 |
58.31 |
|
S4 |
55.06 |
55.75 |
58.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.39 |
58.14 |
2.25 |
3.7% |
0.59 |
1.0% |
87% |
True |
False |
6,151 |
10 |
60.39 |
57.06 |
3.33 |
5.5% |
0.53 |
0.9% |
91% |
True |
False |
7,289 |
20 |
60.39 |
54.06 |
6.33 |
10.5% |
0.49 |
0.8% |
95% |
True |
False |
8,269 |
40 |
60.39 |
53.74 |
6.65 |
11.1% |
0.35 |
0.6% |
95% |
True |
False |
5,618 |
60 |
60.39 |
51.17 |
9.22 |
15.3% |
0.29 |
0.5% |
97% |
True |
False |
4,416 |
80 |
60.39 |
50.16 |
10.23 |
17.0% |
0.24 |
0.4% |
97% |
True |
False |
3,668 |
100 |
60.39 |
48.28 |
12.11 |
20.2% |
0.21 |
0.4% |
98% |
True |
False |
3,149 |
120 |
60.39 |
47.96 |
12.43 |
20.7% |
0.18 |
0.3% |
98% |
True |
False |
2,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.32 |
2.618 |
62.20 |
1.618 |
61.51 |
1.000 |
61.08 |
0.618 |
60.82 |
HIGH |
60.39 |
0.618 |
60.13 |
0.500 |
60.05 |
0.382 |
59.96 |
LOW |
59.70 |
0.618 |
59.27 |
1.000 |
59.01 |
1.618 |
58.58 |
2.618 |
57.89 |
4.250 |
56.77 |
|
|
Fisher Pivots for day following 11-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
60.08 |
59.96 |
PP |
60.06 |
59.83 |
S1 |
60.05 |
59.71 |
|