NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 01-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2018 |
01-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
59.90 |
60.44 |
0.54 |
0.9% |
60.17 |
| High |
60.60 |
61.28 |
0.68 |
1.1% |
61.72 |
| Low |
59.90 |
60.44 |
0.54 |
0.9% |
59.98 |
| Close |
60.56 |
61.13 |
0.57 |
0.9% |
61.66 |
| Range |
0.70 |
0.84 |
0.14 |
20.0% |
1.74 |
| ATR |
0.67 |
0.68 |
0.01 |
1.8% |
0.00 |
| Volume |
3,727 |
3,679 |
-48 |
-1.3% |
29,102 |
|
| Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.47 |
63.14 |
61.59 |
|
| R3 |
62.63 |
62.30 |
61.36 |
|
| R2 |
61.79 |
61.79 |
61.28 |
|
| R1 |
61.46 |
61.46 |
61.21 |
61.63 |
| PP |
60.95 |
60.95 |
60.95 |
61.03 |
| S1 |
60.62 |
60.62 |
61.05 |
60.79 |
| S2 |
60.11 |
60.11 |
60.98 |
|
| S3 |
59.27 |
59.78 |
60.90 |
|
| S4 |
58.43 |
58.94 |
60.67 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.34 |
65.74 |
62.62 |
|
| R3 |
64.60 |
64.00 |
62.14 |
|
| R2 |
62.86 |
62.86 |
61.98 |
|
| R1 |
62.26 |
62.26 |
61.82 |
62.56 |
| PP |
61.12 |
61.12 |
61.12 |
61.27 |
| S1 |
60.52 |
60.52 |
61.50 |
60.82 |
| S2 |
59.38 |
59.38 |
61.34 |
|
| S3 |
57.64 |
58.78 |
61.18 |
|
| S4 |
55.90 |
57.04 |
60.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.72 |
59.90 |
1.82 |
3.0% |
0.75 |
1.2% |
68% |
False |
False |
4,993 |
| 10 |
61.72 |
59.72 |
2.00 |
3.3% |
0.69 |
1.1% |
71% |
False |
False |
4,817 |
| 20 |
61.72 |
58.14 |
3.58 |
5.9% |
0.65 |
1.1% |
84% |
False |
False |
5,210 |
| 40 |
61.72 |
54.06 |
7.66 |
12.5% |
0.53 |
0.9% |
92% |
False |
False |
6,262 |
| 60 |
61.72 |
53.74 |
7.98 |
13.1% |
0.41 |
0.7% |
93% |
False |
False |
5,033 |
| 80 |
61.72 |
50.43 |
11.29 |
18.5% |
0.34 |
0.6% |
95% |
False |
False |
4,195 |
| 100 |
61.72 |
49.85 |
11.87 |
19.4% |
0.30 |
0.5% |
95% |
False |
False |
3,635 |
| 120 |
61.72 |
47.96 |
13.76 |
22.5% |
0.26 |
0.4% |
96% |
False |
False |
3,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64.85 |
|
2.618 |
63.48 |
|
1.618 |
62.64 |
|
1.000 |
62.12 |
|
0.618 |
61.80 |
|
HIGH |
61.28 |
|
0.618 |
60.96 |
|
0.500 |
60.86 |
|
0.382 |
60.76 |
|
LOW |
60.44 |
|
0.618 |
59.92 |
|
1.000 |
59.60 |
|
1.618 |
59.08 |
|
2.618 |
58.24 |
|
4.250 |
56.87 |
|
|
| Fisher Pivots for day following 01-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
61.04 |
60.95 |
| PP |
60.95 |
60.77 |
| S1 |
60.86 |
60.59 |
|