NYMEX Light Sweet Crude Oil Future December 2017
Trading Metrics calculated at close of trading on 15-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
56.72 |
55.06 |
-1.66 |
-2.9% |
55.97 |
High |
56.77 |
55.56 |
-1.21 |
-2.1% |
57.92 |
Low |
54.81 |
54.88 |
0.07 |
0.1% |
55.66 |
Close |
55.70 |
55.33 |
-0.37 |
-0.7% |
56.74 |
Range |
1.96 |
0.68 |
-1.28 |
-65.3% |
2.26 |
ATR |
1.14 |
1.12 |
-0.02 |
-2.0% |
0.00 |
Volume |
707,338 |
501,385 |
-205,953 |
-29.1% |
3,739,292 |
|
Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.30 |
56.99 |
55.70 |
|
R3 |
56.62 |
56.31 |
55.52 |
|
R2 |
55.94 |
55.94 |
55.45 |
|
R1 |
55.63 |
55.63 |
55.39 |
55.79 |
PP |
55.26 |
55.26 |
55.26 |
55.33 |
S1 |
54.95 |
54.95 |
55.27 |
55.11 |
S2 |
54.58 |
54.58 |
55.21 |
|
S3 |
53.90 |
54.27 |
55.14 |
|
S4 |
53.22 |
53.59 |
54.96 |
|
|
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 |
57.53 |
54.81 |
2.72 |
4.9% |
1.03 |
1.9% |
19% |
False |
False |
609,717 |
10 |
57.92 |
53.99 |
3.93 |
7.1% |
1.17 |
2.1% |
34% |
False |
False |
667,663 |
20 |
57.92 |
50.87 |
7.05 |
12.7% |
1.11 |
2.0% |
63% |
False |
False |
653,752 |
40 |
57.92 |
49.44 |
8.48 |
15.3% |
1.06 |
1.9% |
69% |
False |
False |
453,604 |
60 |
57.92 |
46.59 |
11.33 |
20.5% |
1.07 |
1.9% |
77% |
False |
False |
363,073 |
80 |
57.92 |
46.59 |
11.33 |
20.5% |
1.10 |
2.0% |
77% |
False |
False |
300,880 |
100 |
57.92 |
44.35 |
13.57 |
24.5% |
1.14 |
2.1% |
81% |
False |
False |
257,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.45 |
2.618 |
57.34 |
1.618 |
56.66 |
1.000 |
56.24 |
0.618 |
55.98 |
HIGH |
55.56 |
0.618 |
55.30 |
0.500 |
55.22 |
0.382 |
55.14 |
LOW |
54.88 |
0.618 |
54.46 |
1.000 |
54.20 |
1.618 |
53.78 |
2.618 |
53.10 |
4.250 |
51.99 |
|
|
Fisher Pivots for day following 15-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
55.29 |
55.98 |
PP |
55.26 |
55.76 |
S1 |
55.22 |
55.55 |
|