NYMEX Light Sweet Crude Oil Future March 2018
| Trading Metrics calculated at close of trading on 06-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2018 |
06-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
65.10 |
63.43 |
-1.67 |
-2.6% |
66.18 |
| High |
65.40 |
64.29 |
-1.11 |
-1.7% |
66.46 |
| Low |
63.42 |
63.12 |
-0.30 |
-0.5% |
63.67 |
| Close |
64.15 |
63.39 |
-0.76 |
-1.2% |
65.45 |
| Range |
1.98 |
1.17 |
-0.81 |
-40.9% |
2.79 |
| ATR |
1.34 |
1.32 |
-0.01 |
-0.9% |
0.00 |
| Volume |
891,063 |
797,814 |
-93,249 |
-10.5% |
3,501,128 |
|
| Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.11 |
66.42 |
64.03 |
|
| R3 |
65.94 |
65.25 |
63.71 |
|
| R2 |
64.77 |
64.77 |
63.60 |
|
| R1 |
64.08 |
64.08 |
63.50 |
63.84 |
| PP |
63.60 |
63.60 |
63.60 |
63.48 |
| S1 |
62.91 |
62.91 |
63.28 |
62.67 |
| S2 |
62.43 |
62.43 |
63.18 |
|
| S3 |
61.26 |
61.74 |
63.07 |
|
| S4 |
60.09 |
60.57 |
62.75 |
|
|
| 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 |
63.12 |
3.18 |
5.0% |
1.57 |
2.5% |
8% |
False |
True |
769,091 |
| 10 |
66.66 |
63.12 |
3.54 |
5.6% |
1.58 |
2.5% |
8% |
False |
True |
752,696 |
| 20 |
66.66 |
61.78 |
4.88 |
7.7% |
1.35 |
2.1% |
33% |
False |
False |
615,015 |
| 40 |
66.66 |
56.07 |
10.59 |
16.7% |
1.13 |
1.8% |
69% |
False |
False |
375,214 |
| 60 |
66.66 |
55.30 |
11.36 |
17.9% |
1.11 |
1.7% |
71% |
False |
False |
279,636 |
| 80 |
66.66 |
51.03 |
15.63 |
24.7% |
1.08 |
1.7% |
79% |
False |
False |
224,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.26 |
|
2.618 |
67.35 |
|
1.618 |
66.18 |
|
1.000 |
65.46 |
|
0.618 |
65.01 |
|
HIGH |
64.29 |
|
0.618 |
63.84 |
|
0.500 |
63.71 |
|
0.382 |
63.57 |
|
LOW |
63.12 |
|
0.618 |
62.40 |
|
1.000 |
61.95 |
|
1.618 |
61.23 |
|
2.618 |
60.06 |
|
4.250 |
58.15 |
|
|
| Fisher Pivots for day following 06-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
63.71 |
64.71 |
| PP |
63.60 |
64.27 |
| S1 |
63.50 |
63.83 |
|