NYMEX Light Sweet Crude Oil Future March 2018
| Trading Metrics calculated at close of trading on 10-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2018 |
10-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
61.89 |
63.31 |
1.42 |
2.3% |
60.21 |
| High |
63.36 |
63.54 |
0.18 |
0.3% |
62.05 |
| Low |
61.78 |
62.95 |
1.17 |
1.9% |
60.14 |
| Close |
62.87 |
63.42 |
0.55 |
0.9% |
61.41 |
| Range |
1.58 |
0.59 |
-0.99 |
-62.7% |
1.91 |
| ATR |
0.96 |
0.94 |
-0.02 |
-2.2% |
0.00 |
| Volume |
365,107 |
316,419 |
-48,688 |
-13.3% |
863,387 |
|
| Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.07 |
64.84 |
63.74 |
|
| R3 |
64.48 |
64.25 |
63.58 |
|
| R2 |
63.89 |
63.89 |
63.53 |
|
| R1 |
63.66 |
63.66 |
63.47 |
63.78 |
| PP |
63.30 |
63.30 |
63.30 |
63.36 |
| S1 |
63.07 |
63.07 |
63.37 |
63.19 |
| S2 |
62.71 |
62.71 |
63.31 |
|
| S3 |
62.12 |
62.48 |
63.26 |
|
| S4 |
61.53 |
61.89 |
63.10 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.93 |
66.08 |
62.46 |
|
| R3 |
65.02 |
64.17 |
61.94 |
|
| R2 |
63.11 |
63.11 |
61.76 |
|
| R1 |
62.26 |
62.26 |
61.59 |
62.69 |
| PP |
61.20 |
61.20 |
61.20 |
61.41 |
| S1 |
60.35 |
60.35 |
61.23 |
60.78 |
| S2 |
59.29 |
59.29 |
61.06 |
|
| S3 |
57.38 |
58.44 |
60.88 |
|
| S4 |
55.47 |
56.53 |
60.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
63.54 |
61.07 |
2.47 |
3.9% |
0.84 |
1.3% |
95% |
True |
False |
284,920 |
| 10 |
63.54 |
59.35 |
4.19 |
6.6% |
0.81 |
1.3% |
97% |
True |
False |
208,349 |
| 20 |
63.54 |
56.07 |
7.47 |
11.8% |
0.90 |
1.4% |
98% |
True |
False |
157,486 |
| 40 |
63.54 |
55.30 |
8.24 |
13.0% |
1.00 |
1.6% |
99% |
True |
False |
125,596 |
| 60 |
63.54 |
51.37 |
12.17 |
19.2% |
0.99 |
1.6% |
99% |
True |
False |
105,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.05 |
|
2.618 |
65.08 |
|
1.618 |
64.49 |
|
1.000 |
64.13 |
|
0.618 |
63.90 |
|
HIGH |
63.54 |
|
0.618 |
63.31 |
|
0.500 |
63.25 |
|
0.382 |
63.18 |
|
LOW |
62.95 |
|
0.618 |
62.59 |
|
1.000 |
62.36 |
|
1.618 |
62.00 |
|
2.618 |
61.41 |
|
4.250 |
60.44 |
|
|
| Fisher Pivots for day following 10-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
63.36 |
63.10 |
| PP |
63.30 |
62.77 |
| S1 |
63.25 |
62.45 |
|