NYMEX Light Sweet Crude Oil Future March 2017
| Trading Metrics calculated at close of trading on 31-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
53.15 |
52.60 |
-0.55 |
-1.0% |
53.33 |
| High |
53.46 |
53.56 |
0.10 |
0.2% |
54.08 |
| Low |
52.41 |
52.24 |
-0.17 |
-0.3% |
52.21 |
| Close |
52.63 |
52.81 |
0.18 |
0.3% |
53.17 |
| Range |
1.05 |
1.32 |
0.27 |
25.7% |
1.87 |
| ATR |
1.35 |
1.34 |
0.00 |
-0.1% |
0.00 |
| Volume |
486,309 |
586,676 |
100,367 |
20.6% |
2,638,948 |
|
| Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.83 |
56.14 |
53.54 |
|
| R3 |
55.51 |
54.82 |
53.17 |
|
| R2 |
54.19 |
54.19 |
53.05 |
|
| R1 |
53.50 |
53.50 |
52.93 |
53.85 |
| PP |
52.87 |
52.87 |
52.87 |
53.04 |
| S1 |
52.18 |
52.18 |
52.69 |
52.53 |
| S2 |
51.55 |
51.55 |
52.57 |
|
| S3 |
50.23 |
50.86 |
52.45 |
|
| S4 |
48.91 |
49.54 |
52.08 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.76 |
57.84 |
54.20 |
|
| R3 |
56.89 |
55.97 |
53.68 |
|
| R2 |
55.02 |
55.02 |
53.51 |
|
| R1 |
54.10 |
54.10 |
53.34 |
53.63 |
| PP |
53.15 |
53.15 |
53.15 |
52.92 |
| S1 |
52.23 |
52.23 |
53.00 |
51.76 |
| S2 |
51.28 |
51.28 |
52.83 |
|
| S3 |
49.41 |
50.36 |
52.66 |
|
| S4 |
47.54 |
48.49 |
52.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.08 |
52.24 |
1.84 |
3.5% |
1.21 |
2.3% |
31% |
False |
True |
547,263 |
| 10 |
54.08 |
51.72 |
2.36 |
4.5% |
1.25 |
2.4% |
46% |
False |
False |
541,643 |
| 20 |
56.18 |
51.59 |
4.59 |
8.7% |
1.43 |
2.7% |
27% |
False |
False |
405,694 |
| 40 |
56.24 |
51.59 |
4.65 |
8.8% |
1.32 |
2.5% |
26% |
False |
False |
265,015 |
| 60 |
56.24 |
44.49 |
11.75 |
22.2% |
1.50 |
2.8% |
71% |
False |
False |
205,275 |
| 80 |
56.24 |
44.49 |
11.75 |
22.2% |
1.43 |
2.7% |
71% |
False |
False |
165,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.17 |
|
2.618 |
57.02 |
|
1.618 |
55.70 |
|
1.000 |
54.88 |
|
0.618 |
54.38 |
|
HIGH |
53.56 |
|
0.618 |
53.06 |
|
0.500 |
52.90 |
|
0.382 |
52.74 |
|
LOW |
52.24 |
|
0.618 |
51.42 |
|
1.000 |
50.92 |
|
1.618 |
50.10 |
|
2.618 |
48.78 |
|
4.250 |
46.63 |
|
|
| Fisher Pivots for day following 31-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
52.90 |
53.16 |
| PP |
52.87 |
53.04 |
| S1 |
52.84 |
52.93 |
|