NYMEX Light Sweet Crude Oil Future December 2017
Trading Metrics calculated at close of trading on 17-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
55.30 |
55.25 |
-0.05 |
-0.1% |
56.90 |
High |
55.62 |
56.68 |
1.06 |
1.9% |
57.15 |
Low |
54.93 |
55.18 |
0.25 |
0.5% |
54.81 |
Close |
55.14 |
56.55 |
1.41 |
2.6% |
56.55 |
Range |
0.69 |
1.50 |
0.81 |
117.4% |
2.34 |
ATR |
1.09 |
1.12 |
0.03 |
3.0% |
0.00 |
Volume |
213,923 |
133,497 |
-80,426 |
-37.6% |
2,187,762 |
|
Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.64 |
60.09 |
57.38 |
|
R3 |
59.14 |
58.59 |
56.96 |
|
R2 |
57.64 |
57.64 |
56.83 |
|
R1 |
57.09 |
57.09 |
56.69 |
57.37 |
PP |
56.14 |
56.14 |
56.14 |
56.27 |
S1 |
55.59 |
55.59 |
56.41 |
55.87 |
S2 |
54.64 |
54.64 |
56.28 |
|
S3 |
53.14 |
54.09 |
56.14 |
|
S4 |
51.64 |
52.59 |
55.73 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.19 |
62.21 |
57.84 |
|
R3 |
60.85 |
59.87 |
57.19 |
|
R2 |
58.51 |
58.51 |
56.98 |
|
R1 |
57.53 |
57.53 |
56.76 |
56.85 |
PP |
56.17 |
56.17 |
56.17 |
55.83 |
S1 |
55.19 |
55.19 |
56.34 |
54.51 |
S2 |
53.83 |
53.83 |
56.12 |
|
S3 |
51.49 |
52.85 |
55.91 |
|
S4 |
49.15 |
50.51 |
55.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.15 |
54.81 |
2.34 |
4.1% |
1.14 |
2.0% |
74% |
False |
False |
437,552 |
10 |
57.92 |
54.81 |
3.11 |
5.5% |
1.16 |
2.1% |
56% |
False |
False |
592,705 |
20 |
57.92 |
51.55 |
6.37 |
11.3% |
1.10 |
2.0% |
78% |
False |
False |
602,892 |
40 |
57.92 |
49.44 |
8.48 |
15.0% |
1.09 |
1.9% |
84% |
False |
False |
455,094 |
60 |
57.92 |
46.59 |
11.33 |
20.0% |
1.07 |
1.9% |
88% |
False |
False |
365,383 |
80 |
57.92 |
46.59 |
11.33 |
20.0% |
1.10 |
1.9% |
88% |
False |
False |
301,959 |
100 |
57.92 |
44.52 |
13.40 |
23.7% |
1.14 |
2.0% |
90% |
False |
False |
259,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.06 |
2.618 |
60.61 |
1.618 |
59.11 |
1.000 |
58.18 |
0.618 |
57.61 |
HIGH |
56.68 |
0.618 |
56.11 |
0.500 |
55.93 |
0.382 |
55.75 |
LOW |
55.18 |
0.618 |
54.25 |
1.000 |
53.68 |
1.618 |
52.75 |
2.618 |
51.25 |
4.250 |
48.81 |
|
|
Fisher Pivots for day following 17-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
56.34 |
56.29 |
PP |
56.14 |
56.04 |
S1 |
55.93 |
55.78 |
|