NYMEX Light Sweet Crude Oil Future January 2018
Trading Metrics calculated at close of trading on 27-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
52.43 |
53.01 |
0.58 |
1.1% |
52.29 |
High |
53.06 |
54.36 |
1.30 |
2.5% |
54.36 |
Low |
52.16 |
52.46 |
0.30 |
0.6% |
51.73 |
Close |
52.86 |
54.09 |
1.23 |
2.3% |
54.09 |
Range |
0.90 |
1.90 |
1.00 |
111.1% |
2.63 |
ATR |
0.98 |
1.04 |
0.07 |
6.8% |
0.00 |
Volume |
168,001 |
173,327 |
5,326 |
3.2% |
851,494 |
|
Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.34 |
58.61 |
55.14 |
|
R3 |
57.44 |
56.71 |
54.61 |
|
R2 |
55.54 |
55.54 |
54.44 |
|
R1 |
54.81 |
54.81 |
54.26 |
55.18 |
PP |
53.64 |
53.64 |
53.64 |
53.82 |
S1 |
52.91 |
52.91 |
53.92 |
53.28 |
S2 |
51.74 |
51.74 |
53.74 |
|
S3 |
49.84 |
51.01 |
53.57 |
|
S4 |
47.94 |
49.11 |
53.05 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.28 |
60.32 |
55.54 |
|
R3 |
58.65 |
57.69 |
54.81 |
|
R2 |
56.02 |
56.02 |
54.57 |
|
R1 |
55.06 |
55.06 |
54.33 |
55.54 |
PP |
53.39 |
53.39 |
53.39 |
53.64 |
S1 |
52.43 |
52.43 |
53.85 |
52.91 |
S2 |
50.76 |
50.76 |
53.61 |
|
S3 |
48.13 |
49.80 |
53.37 |
|
S4 |
45.50 |
47.17 |
52.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.36 |
51.73 |
2.63 |
4.9% |
1.03 |
1.9% |
90% |
True |
False |
170,298 |
10 |
54.36 |
51.09 |
3.27 |
6.0% |
1.01 |
1.9% |
92% |
True |
False |
130,234 |
20 |
54.36 |
49.73 |
4.63 |
8.6% |
1.04 |
1.9% |
94% |
True |
False |
103,262 |
40 |
54.36 |
48.50 |
5.86 |
10.8% |
1.00 |
1.8% |
95% |
True |
False |
86,962 |
60 |
54.36 |
46.95 |
7.41 |
13.7% |
1.05 |
1.9% |
96% |
True |
False |
77,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.44 |
2.618 |
59.33 |
1.618 |
57.43 |
1.000 |
56.26 |
0.618 |
55.53 |
HIGH |
54.36 |
0.618 |
53.63 |
0.500 |
53.41 |
0.382 |
53.19 |
LOW |
52.46 |
0.618 |
51.29 |
1.000 |
50.56 |
1.618 |
49.39 |
2.618 |
47.49 |
4.250 |
44.39 |
|
|
Fisher Pivots for day following 27-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
53.86 |
53.81 |
PP |
53.64 |
53.53 |
S1 |
53.41 |
53.25 |
|