NYMEX Light Sweet Crude Oil Future December 2017
Trading Metrics calculated at close of trading on 20-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
55.25 |
56.69 |
1.44 |
2.6% |
56.90 |
High |
56.68 |
56.76 |
0.08 |
0.1% |
57.15 |
Low |
55.18 |
55.57 |
0.39 |
0.7% |
54.81 |
Close |
56.55 |
56.09 |
-0.46 |
-0.8% |
56.55 |
Range |
1.50 |
1.19 |
-0.31 |
-20.7% |
2.34 |
ATR |
1.12 |
1.13 |
0.00 |
0.4% |
0.00 |
Volume |
133,497 |
26,588 |
-106,909 |
-80.1% |
2,187,762 |
|
Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.71 |
59.09 |
56.74 |
|
R3 |
58.52 |
57.90 |
56.42 |
|
R2 |
57.33 |
57.33 |
56.31 |
|
R1 |
56.71 |
56.71 |
56.20 |
56.43 |
PP |
56.14 |
56.14 |
56.14 |
56.00 |
S1 |
55.52 |
55.52 |
55.98 |
55.24 |
S2 |
54.95 |
54.95 |
55.87 |
|
S3 |
53.76 |
54.33 |
55.76 |
|
S4 |
52.57 |
53.14 |
55.44 |
|
|
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 |
56.77 |
54.81 |
1.96 |
3.5% |
1.20 |
2.1% |
65% |
False |
False |
316,546 |
10 |
57.92 |
54.81 |
3.11 |
5.5% |
1.09 |
1.9% |
41% |
False |
False |
509,192 |
20 |
57.92 |
51.55 |
6.37 |
11.4% |
1.13 |
2.0% |
71% |
False |
False |
575,043 |
40 |
57.92 |
49.44 |
8.48 |
15.1% |
1.08 |
1.9% |
78% |
False |
False |
449,211 |
60 |
57.92 |
46.59 |
11.33 |
20.2% |
1.08 |
1.9% |
84% |
False |
False |
364,156 |
80 |
57.92 |
46.59 |
11.33 |
20.2% |
1.10 |
2.0% |
84% |
False |
False |
300,583 |
100 |
57.92 |
44.52 |
13.40 |
23.9% |
1.14 |
2.0% |
86% |
False |
False |
258,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.82 |
2.618 |
59.88 |
1.618 |
58.69 |
1.000 |
57.95 |
0.618 |
57.50 |
HIGH |
56.76 |
0.618 |
56.31 |
0.500 |
56.17 |
0.382 |
56.02 |
LOW |
55.57 |
0.618 |
54.83 |
1.000 |
54.38 |
1.618 |
53.64 |
2.618 |
52.45 |
4.250 |
50.51 |
|
|
Fisher Pivots for day following 20-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
56.17 |
56.01 |
PP |
56.14 |
55.93 |
S1 |
56.12 |
55.85 |
|