NYMEX Light Sweet Crude Oil Future April 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 |
53.68 |
53.23 |
-0.45 |
-0.8% |
53.99 |
| High |
53.99 |
54.20 |
0.21 |
0.4% |
54.68 |
| Low |
53.01 |
52.90 |
-0.11 |
-0.2% |
52.98 |
| Close |
53.24 |
53.42 |
0.18 |
0.3% |
53.75 |
| Range |
0.98 |
1.30 |
0.32 |
32.7% |
1.70 |
| ATR |
1.31 |
1.31 |
0.00 |
-0.1% |
0.00 |
| Volume |
147,053 |
227,176 |
80,123 |
54.5% |
647,881 |
|
| Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.41 |
56.71 |
54.14 |
|
| R3 |
56.11 |
55.41 |
53.78 |
|
| R2 |
54.81 |
54.81 |
53.66 |
|
| R1 |
54.11 |
54.11 |
53.54 |
54.46 |
| PP |
53.51 |
53.51 |
53.51 |
53.68 |
| S1 |
52.81 |
52.81 |
53.30 |
53.16 |
| S2 |
52.21 |
52.21 |
53.18 |
|
| S3 |
50.91 |
51.51 |
53.06 |
|
| S4 |
49.61 |
50.21 |
52.71 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.90 |
58.03 |
54.69 |
|
| R3 |
57.20 |
56.33 |
54.22 |
|
| R2 |
55.50 |
55.50 |
54.06 |
|
| R1 |
54.63 |
54.63 |
53.91 |
54.22 |
| PP |
53.80 |
53.80 |
53.80 |
53.60 |
| S1 |
52.93 |
52.93 |
53.59 |
52.52 |
| S2 |
52.10 |
52.10 |
53.44 |
|
| S3 |
50.40 |
51.23 |
53.28 |
|
| S4 |
48.70 |
49.53 |
52.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.68 |
52.90 |
1.78 |
3.3% |
1.18 |
2.2% |
29% |
False |
True |
156,376 |
| 10 |
54.68 |
52.50 |
2.18 |
4.1% |
1.22 |
2.3% |
42% |
False |
False |
135,674 |
| 20 |
56.92 |
52.42 |
4.50 |
8.4% |
1.40 |
2.6% |
22% |
False |
False |
109,717 |
| 40 |
56.92 |
52.42 |
4.50 |
8.4% |
1.28 |
2.4% |
22% |
False |
False |
82,969 |
| 60 |
56.92 |
45.18 |
11.74 |
22.0% |
1.45 |
2.7% |
70% |
False |
False |
69,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.73 |
|
2.618 |
57.60 |
|
1.618 |
56.30 |
|
1.000 |
55.50 |
|
0.618 |
55.00 |
|
HIGH |
54.20 |
|
0.618 |
53.70 |
|
0.500 |
53.55 |
|
0.382 |
53.40 |
|
LOW |
52.90 |
|
0.618 |
52.10 |
|
1.000 |
51.60 |
|
1.618 |
50.80 |
|
2.618 |
49.50 |
|
4.250 |
47.38 |
|
|
| Fisher Pivots for day following 31-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
53.55 |
53.79 |
| PP |
53.51 |
53.67 |
| S1 |
53.46 |
53.54 |
|