NYMEX Light Sweet Crude Oil Future December 2017
Trading Metrics calculated at close of trading on 14-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2017 |
14-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
56.90 |
56.72 |
-0.18 |
-0.3% |
55.97 |
High |
57.15 |
56.77 |
-0.38 |
-0.7% |
57.92 |
Low |
56.30 |
54.81 |
-1.49 |
-2.6% |
55.66 |
Close |
56.76 |
55.70 |
-1.06 |
-1.9% |
56.74 |
Range |
0.85 |
1.96 |
1.11 |
130.6% |
2.26 |
ATR |
1.08 |
1.14 |
0.06 |
5.8% |
0.00 |
Volume |
631,619 |
707,338 |
75,719 |
12.0% |
3,739,292 |
|
Daily Pivots for day following 14-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.64 |
60.63 |
56.78 |
|
R3 |
59.68 |
58.67 |
56.24 |
|
R2 |
57.72 |
57.72 |
56.06 |
|
R1 |
56.71 |
56.71 |
55.88 |
56.24 |
PP |
55.76 |
55.76 |
55.76 |
55.52 |
S1 |
54.75 |
54.75 |
55.52 |
54.28 |
S2 |
53.80 |
53.80 |
55.34 |
|
S3 |
51.84 |
52.79 |
55.16 |
|
S4 |
49.88 |
50.83 |
54.62 |
|
|
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 |
54.81 |
3.11 |
5.6% |
1.19 |
2.1% |
29% |
False |
True |
693,269 |
10 |
57.92 |
53.89 |
4.03 |
7.2% |
1.23 |
2.2% |
45% |
False |
False |
684,629 |
20 |
57.92 |
50.87 |
7.05 |
12.7% |
1.11 |
2.0% |
69% |
False |
False |
656,458 |
40 |
57.92 |
49.44 |
8.48 |
15.2% |
1.07 |
1.9% |
74% |
False |
False |
446,305 |
60 |
57.92 |
46.59 |
11.33 |
20.3% |
1.07 |
1.9% |
80% |
False |
False |
356,650 |
80 |
57.92 |
46.59 |
11.33 |
20.3% |
1.11 |
2.0% |
80% |
False |
False |
296,320 |
100 |
57.92 |
43.69 |
14.23 |
25.5% |
1.14 |
2.1% |
84% |
False |
False |
252,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.10 |
2.618 |
61.90 |
1.618 |
59.94 |
1.000 |
58.73 |
0.618 |
57.98 |
HIGH |
56.77 |
0.618 |
56.02 |
0.500 |
55.79 |
0.382 |
55.56 |
LOW |
54.81 |
0.618 |
53.60 |
1.000 |
52.85 |
1.618 |
51.64 |
2.618 |
49.68 |
4.250 |
46.48 |
|
|
Fisher Pivots for day following 14-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
55.79 |
56.08 |
PP |
55.76 |
55.95 |
S1 |
55.73 |
55.83 |
|