NYMEX Light Sweet Crude Oil Future December 2017
Trading Metrics calculated at close of trading on 01-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
54.08 |
54.65 |
0.57 |
1.1% |
52.07 |
High |
54.85 |
55.22 |
0.37 |
0.7% |
54.20 |
Low |
53.93 |
53.89 |
-0.04 |
-0.1% |
51.55 |
Close |
54.38 |
54.30 |
-0.08 |
-0.1% |
53.90 |
Range |
0.92 |
1.33 |
0.41 |
44.6% |
2.65 |
ATR |
1.04 |
1.06 |
0.02 |
2.0% |
0.00 |
Volume |
497,295 |
671,038 |
173,743 |
34.9% |
3,300,417 |
|
Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.46 |
57.71 |
55.03 |
|
R3 |
57.13 |
56.38 |
54.67 |
|
R2 |
55.80 |
55.80 |
54.54 |
|
R1 |
55.05 |
55.05 |
54.42 |
54.76 |
PP |
54.47 |
54.47 |
54.47 |
54.33 |
S1 |
53.72 |
53.72 |
54.18 |
53.43 |
S2 |
53.14 |
53.14 |
54.06 |
|
S3 |
51.81 |
52.39 |
53.93 |
|
S4 |
50.48 |
51.06 |
53.57 |
|
|
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 |
55.22 |
51.91 |
3.31 |
6.1% |
1.17 |
2.2% |
72% |
True |
False |
611,787 |
10 |
55.22 |
50.87 |
4.35 |
8.0% |
1.06 |
1.9% |
79% |
True |
False |
639,841 |
20 |
55.22 |
49.44 |
5.78 |
10.6% |
1.06 |
2.0% |
84% |
True |
False |
478,236 |
40 |
55.22 |
48.09 |
7.13 |
13.1% |
1.03 |
1.9% |
87% |
True |
False |
328,431 |
60 |
55.22 |
46.59 |
8.63 |
15.9% |
1.08 |
2.0% |
89% |
True |
False |
270,163 |
80 |
55.22 |
45.73 |
9.49 |
17.5% |
1.10 |
2.0% |
90% |
True |
False |
228,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.87 |
2.618 |
58.70 |
1.618 |
57.37 |
1.000 |
56.55 |
0.618 |
56.04 |
HIGH |
55.22 |
0.618 |
54.71 |
0.500 |
54.56 |
0.382 |
54.40 |
LOW |
53.89 |
0.618 |
53.07 |
1.000 |
52.56 |
1.618 |
51.74 |
2.618 |
50.41 |
4.250 |
48.24 |
|
|
Fisher Pivots for day following 01-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
54.56 |
54.49 |
PP |
54.47 |
54.42 |
S1 |
54.39 |
54.36 |
|