NYMEX Light Sweet Crude Oil Future March 2017
| Trading Metrics calculated at close of trading on 01-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
52.60 |
52.76 |
0.16 |
0.3% |
53.33 |
| High |
53.56 |
53.91 |
0.35 |
0.7% |
54.08 |
| Low |
52.24 |
52.64 |
0.40 |
0.8% |
52.21 |
| Close |
52.81 |
53.88 |
1.07 |
2.0% |
53.17 |
| Range |
1.32 |
1.27 |
-0.05 |
-3.8% |
1.87 |
| ATR |
1.34 |
1.34 |
-0.01 |
-0.4% |
0.00 |
| Volume |
586,676 |
577,243 |
-9,433 |
-1.6% |
2,638,948 |
|
| Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.29 |
56.85 |
54.58 |
|
| R3 |
56.02 |
55.58 |
54.23 |
|
| R2 |
54.75 |
54.75 |
54.11 |
|
| R1 |
54.31 |
54.31 |
54.00 |
54.53 |
| PP |
53.48 |
53.48 |
53.48 |
53.59 |
| S1 |
53.04 |
53.04 |
53.76 |
53.26 |
| S2 |
52.21 |
52.21 |
53.65 |
|
| S3 |
50.94 |
51.77 |
53.53 |
|
| S4 |
49.67 |
50.50 |
53.18 |
|
|
| 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 |
3.4% |
1.28 |
2.4% |
89% |
False |
False |
544,769 |
| 10 |
54.08 |
51.81 |
2.27 |
4.2% |
1.19 |
2.2% |
91% |
False |
False |
543,416 |
| 20 |
55.20 |
51.59 |
3.61 |
6.7% |
1.34 |
2.5% |
63% |
False |
False |
422,564 |
| 40 |
56.24 |
51.59 |
4.65 |
8.6% |
1.31 |
2.4% |
49% |
False |
False |
276,764 |
| 60 |
56.24 |
44.49 |
11.75 |
21.8% |
1.50 |
2.8% |
80% |
False |
False |
214,170 |
| 80 |
56.24 |
44.49 |
11.75 |
21.8% |
1.44 |
2.7% |
80% |
False |
False |
172,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.31 |
|
2.618 |
57.23 |
|
1.618 |
55.96 |
|
1.000 |
55.18 |
|
0.618 |
54.69 |
|
HIGH |
53.91 |
|
0.618 |
53.42 |
|
0.500 |
53.28 |
|
0.382 |
53.13 |
|
LOW |
52.64 |
|
0.618 |
51.86 |
|
1.000 |
51.37 |
|
1.618 |
50.59 |
|
2.618 |
49.32 |
|
4.250 |
47.24 |
|
|
| Fisher Pivots for day following 01-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
53.68 |
53.61 |
| PP |
53.48 |
53.34 |
| S1 |
53.28 |
53.08 |
|