NYMEX Light Sweet Crude Oil Future February 2018
| Trading Metrics calculated at close of trading on 03-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2018 |
03-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
60.20 |
60.39 |
0.19 |
0.3% |
58.40 |
| High |
60.74 |
61.97 |
1.23 |
2.0% |
60.51 |
| Low |
60.10 |
60.28 |
0.18 |
0.3% |
58.32 |
| Close |
60.37 |
61.63 |
1.26 |
2.1% |
60.42 |
| Range |
0.64 |
1.69 |
1.05 |
164.1% |
2.19 |
| ATR |
0.94 |
1.00 |
0.05 |
5.6% |
0.00 |
| Volume |
510,313 |
673,859 |
163,546 |
32.0% |
1,650,621 |
|
| Daily Pivots for day following 03-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.36 |
65.69 |
62.56 |
|
| R3 |
64.67 |
64.00 |
62.09 |
|
| R2 |
62.98 |
62.98 |
61.94 |
|
| R1 |
62.31 |
62.31 |
61.78 |
62.65 |
| PP |
61.29 |
61.29 |
61.29 |
61.46 |
| S1 |
60.62 |
60.62 |
61.48 |
60.96 |
| S2 |
59.60 |
59.60 |
61.32 |
|
| S3 |
57.91 |
58.93 |
61.17 |
|
| S4 |
56.22 |
57.24 |
60.70 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.32 |
65.56 |
61.62 |
|
| R3 |
64.13 |
63.37 |
61.02 |
|
| R2 |
61.94 |
61.94 |
60.82 |
|
| R1 |
61.18 |
61.18 |
60.62 |
61.56 |
| PP |
59.75 |
59.75 |
59.75 |
59.94 |
| S1 |
58.99 |
58.99 |
60.22 |
59.37 |
| S2 |
57.56 |
57.56 |
60.02 |
|
| S3 |
55.37 |
56.80 |
59.82 |
|
| S4 |
53.18 |
54.61 |
59.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.97 |
59.33 |
2.64 |
4.3% |
0.82 |
1.3% |
87% |
True |
False |
479,401 |
| 10 |
61.97 |
57.20 |
4.77 |
7.7% |
0.85 |
1.4% |
93% |
True |
False |
440,629 |
| 20 |
61.97 |
55.88 |
6.09 |
9.9% |
1.00 |
1.6% |
94% |
True |
False |
370,482 |
| 40 |
61.97 |
55.15 |
6.82 |
11.1% |
1.07 |
1.7% |
95% |
True |
False |
247,065 |
| 60 |
61.97 |
49.92 |
12.05 |
19.6% |
1.03 |
1.7% |
97% |
True |
False |
181,237 |
| 80 |
61.97 |
48.82 |
13.15 |
21.3% |
1.01 |
1.6% |
97% |
True |
False |
145,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.15 |
|
2.618 |
66.39 |
|
1.618 |
64.70 |
|
1.000 |
63.66 |
|
0.618 |
63.01 |
|
HIGH |
61.97 |
|
0.618 |
61.32 |
|
0.500 |
61.13 |
|
0.382 |
60.93 |
|
LOW |
60.28 |
|
0.618 |
59.24 |
|
1.000 |
58.59 |
|
1.618 |
57.55 |
|
2.618 |
55.86 |
|
4.250 |
53.10 |
|
|
| Fisher Pivots for day following 03-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
61.46 |
61.39 |
| PP |
61.29 |
61.14 |
| S1 |
61.13 |
60.90 |
|