NYMEX Light Sweet Crude Oil Future February 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 |
59.67 |
59.95 |
0.28 |
0.5% |
57.49 |
High |
59.69 |
59.95 |
0.26 |
0.4% |
58.27 |
Low |
59.25 |
59.64 |
0.39 |
0.7% |
57.49 |
Close |
59.53 |
59.68 |
0.15 |
0.3% |
58.27 |
Range |
0.44 |
0.31 |
-0.13 |
-29.5% |
0.78 |
ATR |
0.39 |
0.39 |
0.00 |
0.5% |
0.00 |
Volume |
3,105 |
4,407 |
1,302 |
41.9% |
13,187 |
|
Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.69 |
60.49 |
59.85 |
|
R3 |
60.38 |
60.18 |
59.77 |
|
R2 |
60.07 |
60.07 |
59.74 |
|
R1 |
59.87 |
59.87 |
59.71 |
59.82 |
PP |
59.76 |
59.76 |
59.76 |
59.73 |
S1 |
59.56 |
59.56 |
59.65 |
59.51 |
S2 |
59.45 |
59.45 |
59.62 |
|
S3 |
59.14 |
59.25 |
59.59 |
|
S4 |
58.83 |
58.94 |
59.51 |
|
|
Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.35 |
60.09 |
58.70 |
|
R3 |
59.57 |
59.31 |
58.48 |
|
R2 |
58.79 |
58.79 |
58.41 |
|
R1 |
58.53 |
58.53 |
58.34 |
58.66 |
PP |
58.01 |
58.01 |
58.01 |
58.08 |
S1 |
57.75 |
57.75 |
58.20 |
57.88 |
S2 |
57.23 |
57.23 |
58.13 |
|
S3 |
56.45 |
56.97 |
58.06 |
|
S4 |
55.67 |
56.19 |
57.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.95 |
58.27 |
1.68 |
2.8% |
0.30 |
0.5% |
84% |
True |
False |
3,516 |
10 |
59.95 |
57.05 |
2.90 |
4.9% |
0.16 |
0.3% |
91% |
True |
False |
3,452 |
20 |
59.95 |
53.78 |
6.17 |
10.3% |
0.10 |
0.2% |
96% |
True |
False |
3,404 |
40 |
59.95 |
53.47 |
6.48 |
10.9% |
0.09 |
0.1% |
96% |
True |
False |
2,874 |
60 |
59.95 |
51.05 |
8.90 |
14.9% |
0.09 |
0.2% |
97% |
True |
False |
2,350 |
80 |
59.95 |
50.09 |
9.86 |
16.5% |
0.10 |
0.2% |
97% |
True |
False |
2,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.27 |
2.618 |
60.76 |
1.618 |
60.45 |
1.000 |
60.26 |
0.618 |
60.14 |
HIGH |
59.95 |
0.618 |
59.83 |
0.500 |
59.80 |
0.382 |
59.76 |
LOW |
59.64 |
0.618 |
59.45 |
1.000 |
59.33 |
1.618 |
59.14 |
2.618 |
58.83 |
4.250 |
58.32 |
|
|
Fisher Pivots for day following 11-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
59.80 |
59.57 |
PP |
59.76 |
59.45 |
S1 |
59.72 |
59.34 |
|