NYMEX Light Sweet Crude Oil Future December 2017
Trading Metrics calculated at close of trading on 10-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
56.85 |
57.02 |
0.17 |
0.3% |
55.97 |
High |
57.53 |
57.35 |
-0.18 |
-0.3% |
57.92 |
Low |
56.69 |
56.55 |
-0.14 |
-0.2% |
55.66 |
Close |
57.17 |
56.74 |
-0.43 |
-0.8% |
56.74 |
Range |
0.84 |
0.80 |
-0.04 |
-4.8% |
2.26 |
ATR |
1.12 |
1.10 |
-0.02 |
-2.0% |
0.00 |
Volume |
666,949 |
541,296 |
-125,653 |
-18.8% |
3,739,292 |
|
Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.28 |
58.81 |
57.18 |
|
R3 |
58.48 |
58.01 |
56.96 |
|
R2 |
57.68 |
57.68 |
56.89 |
|
R1 |
57.21 |
57.21 |
56.81 |
57.05 |
PP |
56.88 |
56.88 |
56.88 |
56.80 |
S1 |
56.41 |
56.41 |
56.67 |
56.25 |
S2 |
56.08 |
56.08 |
56.59 |
|
S3 |
55.28 |
55.61 |
56.52 |
|
S4 |
54.48 |
54.81 |
56.30 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.55 |
62.41 |
57.98 |
|
R3 |
61.29 |
60.15 |
57.36 |
|
R2 |
59.03 |
59.03 |
57.15 |
|
R1 |
57.89 |
57.89 |
56.95 |
58.46 |
PP |
56.77 |
56.77 |
56.77 |
57.06 |
S1 |
55.63 |
55.63 |
56.53 |
56.20 |
S2 |
54.51 |
54.51 |
56.33 |
|
S3 |
52.25 |
53.37 |
56.12 |
|
S4 |
49.99 |
51.11 |
55.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.92 |
55.66 |
2.26 |
4.0% |
1.19 |
2.1% |
48% |
False |
False |
747,858 |
10 |
57.92 |
53.75 |
4.17 |
7.3% |
1.11 |
2.0% |
72% |
False |
False |
656,967 |
20 |
57.92 |
50.87 |
7.05 |
12.4% |
1.07 |
1.9% |
83% |
False |
False |
631,253 |
40 |
57.92 |
49.44 |
8.48 |
14.9% |
1.06 |
1.9% |
86% |
False |
False |
420,501 |
60 |
57.92 |
46.59 |
11.33 |
20.0% |
1.09 |
1.9% |
90% |
False |
False |
338,162 |
80 |
57.92 |
46.10 |
11.82 |
20.8% |
1.11 |
2.0% |
90% |
False |
False |
280,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.75 |
2.618 |
59.44 |
1.618 |
58.64 |
1.000 |
58.15 |
0.618 |
57.84 |
HIGH |
57.35 |
0.618 |
57.04 |
0.500 |
56.95 |
0.382 |
56.86 |
LOW |
56.55 |
0.618 |
56.06 |
1.000 |
55.75 |
1.618 |
55.26 |
2.618 |
54.46 |
4.250 |
53.15 |
|
|
Fisher Pivots for day following 10-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
56.95 |
57.17 |
PP |
56.88 |
57.02 |
S1 |
56.81 |
56.88 |
|