NYMEX Light Sweet Crude Oil Future March 2018
| Trading Metrics calculated at close of trading on 22-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2018 |
22-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
63.68 |
63.50 |
-0.18 |
-0.3% |
64.33 |
| High |
63.73 |
64.13 |
0.40 |
0.6% |
64.83 |
| Low |
62.78 |
63.05 |
0.27 |
0.4% |
62.78 |
| Close |
63.31 |
63.57 |
0.26 |
0.4% |
63.31 |
| Range |
0.95 |
1.08 |
0.13 |
13.7% |
2.05 |
| ATR |
1.02 |
1.02 |
0.00 |
0.5% |
0.00 |
| Volume |
674,501 |
625,662 |
-48,839 |
-7.2% |
2,014,050 |
|
| Daily Pivots for day following 22-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.82 |
66.28 |
64.16 |
|
| R3 |
65.74 |
65.20 |
63.87 |
|
| R2 |
64.66 |
64.66 |
63.77 |
|
| R1 |
64.12 |
64.12 |
63.67 |
64.39 |
| PP |
63.58 |
63.58 |
63.58 |
63.72 |
| S1 |
63.04 |
63.04 |
63.47 |
63.31 |
| S2 |
62.50 |
62.50 |
63.37 |
|
| S3 |
61.42 |
61.96 |
63.27 |
|
| S4 |
60.34 |
60.88 |
62.98 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.79 |
68.60 |
64.44 |
|
| R3 |
67.74 |
66.55 |
63.87 |
|
| R2 |
65.69 |
65.69 |
63.69 |
|
| R1 |
64.50 |
64.50 |
63.50 |
64.07 |
| PP |
63.64 |
63.64 |
63.64 |
63.43 |
| S1 |
62.45 |
62.45 |
63.12 |
62.02 |
| S2 |
61.59 |
61.59 |
62.93 |
|
| S3 |
59.54 |
60.40 |
62.75 |
|
| S4 |
57.49 |
58.35 |
62.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
64.83 |
62.78 |
2.05 |
3.2% |
1.05 |
1.7% |
39% |
False |
False |
527,942 |
| 10 |
64.83 |
61.35 |
3.48 |
5.5% |
1.07 |
1.7% |
64% |
False |
False |
440,747 |
| 20 |
64.83 |
57.68 |
7.15 |
11.2% |
0.96 |
1.5% |
82% |
False |
False |
288,660 |
| 40 |
64.83 |
55.93 |
8.90 |
14.0% |
1.01 |
1.6% |
86% |
False |
False |
197,767 |
| 60 |
64.83 |
52.39 |
12.44 |
19.6% |
1.02 |
1.6% |
90% |
False |
False |
157,745 |
| 80 |
64.83 |
50.07 |
14.76 |
23.2% |
1.00 |
1.6% |
91% |
False |
False |
128,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.72 |
|
2.618 |
66.96 |
|
1.618 |
65.88 |
|
1.000 |
65.21 |
|
0.618 |
64.80 |
|
HIGH |
64.13 |
|
0.618 |
63.72 |
|
0.500 |
63.59 |
|
0.382 |
63.46 |
|
LOW |
63.05 |
|
0.618 |
62.38 |
|
1.000 |
61.97 |
|
1.618 |
61.30 |
|
2.618 |
60.22 |
|
4.250 |
58.46 |
|
|
| Fisher Pivots for day following 22-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
63.59 |
63.56 |
| PP |
63.58 |
63.54 |
| S1 |
63.58 |
63.53 |
|