NYMEX Light Sweet Crude Oil Future March 2018
| Trading Metrics calculated at close of trading on 05-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2018 |
05-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
65.99 |
65.10 |
-0.89 |
-1.3% |
66.18 |
| High |
66.30 |
65.40 |
-0.90 |
-1.4% |
66.46 |
| Low |
64.47 |
63.42 |
-1.05 |
-1.6% |
63.67 |
| Close |
65.45 |
64.15 |
-1.30 |
-2.0% |
65.45 |
| Range |
1.83 |
1.98 |
0.15 |
8.2% |
2.79 |
| ATR |
1.28 |
1.34 |
0.05 |
4.2% |
0.00 |
| Volume |
857,572 |
891,063 |
33,491 |
3.9% |
3,501,128 |
|
| Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.26 |
69.19 |
65.24 |
|
| R3 |
68.28 |
67.21 |
64.69 |
|
| R2 |
66.30 |
66.30 |
64.51 |
|
| R1 |
65.23 |
65.23 |
64.33 |
64.78 |
| PP |
64.32 |
64.32 |
64.32 |
64.10 |
| S1 |
63.25 |
63.25 |
63.97 |
62.80 |
| S2 |
62.34 |
62.34 |
63.79 |
|
| S3 |
60.36 |
61.27 |
63.61 |
|
| S4 |
58.38 |
59.29 |
63.06 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.56 |
72.30 |
66.98 |
|
| R3 |
70.77 |
69.51 |
66.22 |
|
| R2 |
67.98 |
67.98 |
65.96 |
|
| R1 |
66.72 |
66.72 |
65.71 |
65.96 |
| PP |
65.19 |
65.19 |
65.19 |
64.81 |
| S1 |
63.93 |
63.93 |
65.19 |
63.17 |
| S2 |
62.40 |
62.40 |
64.94 |
|
| S3 |
59.61 |
61.14 |
64.68 |
|
| S4 |
56.82 |
58.35 |
63.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.30 |
63.42 |
2.88 |
4.5% |
1.67 |
2.6% |
25% |
False |
True |
747,204 |
| 10 |
66.66 |
63.42 |
3.24 |
5.1% |
1.58 |
2.5% |
23% |
False |
True |
739,160 |
| 20 |
66.66 |
61.35 |
5.31 |
8.3% |
1.32 |
2.1% |
53% |
False |
False |
589,954 |
| 40 |
66.66 |
55.93 |
10.73 |
16.7% |
1.12 |
1.7% |
77% |
False |
False |
357,473 |
| 60 |
66.66 |
55.30 |
11.36 |
17.7% |
1.11 |
1.7% |
78% |
False |
False |
268,038 |
| 80 |
66.66 |
51.03 |
15.63 |
24.4% |
1.07 |
1.7% |
84% |
False |
False |
215,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.82 |
|
2.618 |
70.58 |
|
1.618 |
68.60 |
|
1.000 |
67.38 |
|
0.618 |
66.62 |
|
HIGH |
65.40 |
|
0.618 |
64.64 |
|
0.500 |
64.41 |
|
0.382 |
64.18 |
|
LOW |
63.42 |
|
0.618 |
62.20 |
|
1.000 |
61.44 |
|
1.618 |
60.22 |
|
2.618 |
58.24 |
|
4.250 |
55.01 |
|
|
| Fisher Pivots for day following 05-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
64.41 |
64.86 |
| PP |
64.32 |
64.62 |
| S1 |
64.24 |
64.39 |
|