NYMEX Light Sweet Crude Oil Future December 2017
Trading Metrics calculated at close of trading on 06-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
54.73 |
55.97 |
1.24 |
2.3% |
54.16 |
High |
55.76 |
57.61 |
1.85 |
3.3% |
55.76 |
Low |
54.40 |
55.66 |
1.26 |
2.3% |
53.75 |
Close |
55.64 |
57.35 |
1.71 |
3.1% |
55.64 |
Range |
1.36 |
1.95 |
0.59 |
43.4% |
2.01 |
ATR |
1.07 |
1.13 |
0.06 |
6.0% |
0.00 |
Volume |
614,159 |
861,713 |
247,554 |
40.3% |
2,830,381 |
|
Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.72 |
61.99 |
58.42 |
|
R3 |
60.77 |
60.04 |
57.89 |
|
R2 |
58.82 |
58.82 |
57.71 |
|
R1 |
58.09 |
58.09 |
57.53 |
58.46 |
PP |
56.87 |
56.87 |
56.87 |
57.06 |
S1 |
56.14 |
56.14 |
57.17 |
56.51 |
S2 |
54.92 |
54.92 |
56.99 |
|
S3 |
52.97 |
54.19 |
56.81 |
|
S4 |
51.02 |
52.24 |
56.28 |
|
|
Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.08 |
60.37 |
56.75 |
|
R3 |
59.07 |
58.36 |
56.19 |
|
R2 |
57.06 |
57.06 |
56.01 |
|
R1 |
56.35 |
56.35 |
55.82 |
56.71 |
PP |
55.05 |
55.05 |
55.05 |
55.23 |
S1 |
54.34 |
54.34 |
55.46 |
54.70 |
S2 |
53.04 |
53.04 |
55.27 |
|
S3 |
51.03 |
52.33 |
55.09 |
|
S4 |
49.02 |
50.32 |
54.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.61 |
53.89 |
3.72 |
6.5% |
1.28 |
2.2% |
93% |
True |
False |
625,410 |
10 |
57.61 |
51.55 |
6.06 |
10.6% |
1.18 |
2.1% |
96% |
True |
False |
640,894 |
20 |
57.61 |
49.87 |
7.74 |
13.5% |
1.08 |
1.9% |
97% |
True |
False |
541,363 |
40 |
57.61 |
48.72 |
8.89 |
15.5% |
1.05 |
1.8% |
97% |
True |
False |
365,203 |
60 |
57.61 |
46.59 |
11.02 |
19.2% |
1.09 |
1.9% |
98% |
True |
False |
296,755 |
80 |
57.61 |
46.10 |
11.51 |
20.1% |
1.11 |
1.9% |
98% |
True |
False |
248,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.90 |
2.618 |
62.72 |
1.618 |
60.77 |
1.000 |
59.56 |
0.618 |
58.82 |
HIGH |
57.61 |
0.618 |
56.87 |
0.500 |
56.64 |
0.382 |
56.40 |
LOW |
55.66 |
0.618 |
54.45 |
1.000 |
53.71 |
1.618 |
52.50 |
2.618 |
50.55 |
4.250 |
47.37 |
|
|
Fisher Pivots for day following 06-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
57.11 |
56.83 |
PP |
56.87 |
56.32 |
S1 |
56.64 |
55.80 |
|