NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 16-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
60.05 |
60.40 |
0.35 |
0.6% |
58.66 |
High |
60.50 |
61.00 |
0.50 |
0.8% |
60.50 |
Low |
59.76 |
59.95 |
0.19 |
0.3% |
58.66 |
Close |
60.50 |
60.22 |
-0.28 |
-0.5% |
60.50 |
Range |
0.74 |
1.05 |
0.31 |
41.9% |
1.84 |
ATR |
0.58 |
0.61 |
0.03 |
5.8% |
0.00 |
Volume |
4,723 |
5,187 |
464 |
9.8% |
29,108 |
|
Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.54 |
62.93 |
60.80 |
|
R3 |
62.49 |
61.88 |
60.51 |
|
R2 |
61.44 |
61.44 |
60.41 |
|
R1 |
60.83 |
60.83 |
60.32 |
60.61 |
PP |
60.39 |
60.39 |
60.39 |
60.28 |
S1 |
59.78 |
59.78 |
60.12 |
59.56 |
S2 |
59.34 |
59.34 |
60.03 |
|
S3 |
58.29 |
58.73 |
59.93 |
|
S4 |
57.24 |
57.68 |
59.64 |
|
|
Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.41 |
64.79 |
61.51 |
|
R3 |
63.57 |
62.95 |
61.01 |
|
R2 |
61.73 |
61.73 |
60.84 |
|
R1 |
61.11 |
61.11 |
60.67 |
61.42 |
PP |
59.89 |
59.89 |
59.89 |
60.04 |
S1 |
59.27 |
59.27 |
60.33 |
59.58 |
S2 |
58.05 |
58.05 |
60.16 |
|
S3 |
56.21 |
57.43 |
59.99 |
|
S4 |
54.37 |
55.59 |
59.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.00 |
59.02 |
1.98 |
3.3% |
0.77 |
1.3% |
61% |
True |
False |
6,153 |
10 |
61.00 |
57.60 |
3.40 |
5.6% |
0.62 |
1.0% |
77% |
True |
False |
6,585 |
20 |
61.00 |
54.17 |
6.83 |
11.3% |
0.52 |
0.9% |
89% |
True |
False |
8,529 |
40 |
61.00 |
53.74 |
7.26 |
12.1% |
0.39 |
0.6% |
89% |
True |
False |
5,790 |
60 |
61.00 |
51.17 |
9.83 |
16.3% |
0.32 |
0.5% |
92% |
True |
False |
4,551 |
80 |
61.00 |
50.16 |
10.84 |
18.0% |
0.26 |
0.4% |
93% |
True |
False |
3,741 |
100 |
61.00 |
48.43 |
12.57 |
20.9% |
0.23 |
0.4% |
94% |
True |
False |
3,226 |
120 |
61.00 |
47.96 |
13.04 |
21.7% |
0.20 |
0.3% |
94% |
True |
False |
2,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.46 |
2.618 |
63.75 |
1.618 |
62.70 |
1.000 |
62.05 |
0.618 |
61.65 |
HIGH |
61.00 |
0.618 |
60.60 |
0.500 |
60.48 |
0.382 |
60.35 |
LOW |
59.95 |
0.618 |
59.30 |
1.000 |
58.90 |
1.618 |
58.25 |
2.618 |
57.20 |
4.250 |
55.49 |
|
|
Fisher Pivots for day following 16-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
60.48 |
60.35 |
PP |
60.39 |
60.31 |
S1 |
60.31 |
60.26 |
|