NYMEX Light Sweet Crude Oil Future December 2017
Trading Metrics calculated at close of trading on 13-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
57.02 |
56.90 |
-0.12 |
-0.2% |
55.97 |
High |
57.35 |
57.15 |
-0.20 |
-0.3% |
57.92 |
Low |
56.55 |
56.30 |
-0.25 |
-0.4% |
55.66 |
Close |
56.74 |
56.76 |
0.02 |
0.0% |
56.74 |
Range |
0.80 |
0.85 |
0.05 |
6.3% |
2.26 |
ATR |
1.10 |
1.08 |
-0.02 |
-1.6% |
0.00 |
Volume |
541,296 |
631,619 |
90,323 |
16.7% |
3,739,292 |
|
Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.29 |
58.87 |
57.23 |
|
R3 |
58.44 |
58.02 |
56.99 |
|
R2 |
57.59 |
57.59 |
56.92 |
|
R1 |
57.17 |
57.17 |
56.84 |
56.96 |
PP |
56.74 |
56.74 |
56.74 |
56.63 |
S1 |
56.32 |
56.32 |
56.68 |
56.11 |
S2 |
55.89 |
55.89 |
56.60 |
|
S3 |
55.04 |
55.47 |
56.53 |
|
S4 |
54.19 |
54.62 |
56.29 |
|
|
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 |
56.30 |
1.62 |
2.9% |
0.97 |
1.7% |
28% |
False |
True |
701,839 |
10 |
57.92 |
53.89 |
4.03 |
7.1% |
1.13 |
2.0% |
71% |
False |
False |
663,624 |
20 |
57.92 |
50.87 |
7.05 |
12.4% |
1.06 |
1.9% |
84% |
False |
False |
646,275 |
40 |
57.92 |
49.44 |
8.48 |
14.9% |
1.05 |
1.8% |
86% |
False |
False |
432,950 |
60 |
57.92 |
46.59 |
11.33 |
20.0% |
1.07 |
1.9% |
90% |
False |
False |
346,731 |
80 |
57.92 |
46.10 |
11.82 |
20.8% |
1.10 |
1.9% |
90% |
False |
False |
288,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.76 |
2.618 |
59.38 |
1.618 |
58.53 |
1.000 |
58.00 |
0.618 |
57.68 |
HIGH |
57.15 |
0.618 |
56.83 |
0.500 |
56.73 |
0.382 |
56.62 |
LOW |
56.30 |
0.618 |
55.77 |
1.000 |
55.45 |
1.618 |
54.92 |
2.618 |
54.07 |
4.250 |
52.69 |
|
|
Fisher Pivots for day following 13-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
56.75 |
56.92 |
PP |
56.74 |
56.86 |
S1 |
56.73 |
56.81 |
|