NYMEX Light Sweet Crude Oil Future December 2017
Trading Metrics calculated at close of trading on 31-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
54.16 |
54.08 |
-0.08 |
-0.1% |
52.07 |
High |
54.46 |
54.85 |
0.39 |
0.7% |
54.20 |
Low |
53.75 |
53.93 |
0.18 |
0.3% |
51.55 |
Close |
54.15 |
54.38 |
0.23 |
0.4% |
53.90 |
Range |
0.71 |
0.92 |
0.21 |
29.6% |
2.65 |
ATR |
1.05 |
1.04 |
-0.01 |
-0.9% |
0.00 |
Volume |
565,043 |
497,295 |
-67,748 |
-12.0% |
3,300,417 |
|
Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.15 |
56.68 |
54.89 |
|
R3 |
56.23 |
55.76 |
54.63 |
|
R2 |
55.31 |
55.31 |
54.55 |
|
R1 |
54.84 |
54.84 |
54.46 |
55.08 |
PP |
54.39 |
54.39 |
54.39 |
54.50 |
S1 |
53.92 |
53.92 |
54.30 |
54.16 |
S2 |
53.47 |
53.47 |
54.21 |
|
S3 |
52.55 |
53.00 |
54.13 |
|
S4 |
51.63 |
52.08 |
53.87 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.17 |
60.18 |
55.36 |
|
R3 |
58.52 |
57.53 |
54.63 |
|
R2 |
55.87 |
55.87 |
54.39 |
|
R1 |
54.88 |
54.88 |
54.14 |
55.38 |
PP |
53.22 |
53.22 |
53.22 |
53.46 |
S1 |
52.23 |
52.23 |
53.66 |
52.73 |
S2 |
50.57 |
50.57 |
53.41 |
|
S3 |
47.92 |
49.58 |
53.17 |
|
S4 |
45.27 |
46.93 |
52.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.85 |
51.89 |
2.96 |
5.4% |
1.04 |
1.9% |
84% |
True |
False |
613,927 |
10 |
54.85 |
50.87 |
3.98 |
7.3% |
0.99 |
1.8% |
88% |
True |
False |
628,288 |
20 |
54.85 |
49.44 |
5.41 |
9.9% |
1.04 |
1.9% |
91% |
True |
False |
454,581 |
40 |
54.85 |
48.09 |
6.76 |
12.4% |
1.02 |
1.9% |
93% |
True |
False |
316,036 |
60 |
54.85 |
46.59 |
8.26 |
15.2% |
1.08 |
2.0% |
94% |
True |
False |
260,605 |
80 |
54.85 |
44.76 |
10.09 |
18.6% |
1.11 |
2.0% |
95% |
True |
False |
220,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.76 |
2.618 |
57.26 |
1.618 |
56.34 |
1.000 |
55.77 |
0.618 |
55.42 |
HIGH |
54.85 |
0.618 |
54.50 |
0.500 |
54.39 |
0.382 |
54.28 |
LOW |
53.93 |
0.618 |
53.36 |
1.000 |
53.01 |
1.618 |
52.44 |
2.618 |
51.52 |
4.250 |
50.02 |
|
|
Fisher Pivots for day following 31-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
54.39 |
54.10 |
PP |
54.39 |
53.83 |
S1 |
54.38 |
53.55 |
|