NYMEX Light Sweet Crude Oil Future January 2018
Trading Metrics calculated at close of trading on 30-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
53.01 |
54.35 |
1.34 |
2.5% |
52.29 |
High |
54.36 |
54.64 |
0.28 |
0.5% |
54.36 |
Low |
52.46 |
53.96 |
1.50 |
2.9% |
51.73 |
Close |
54.09 |
54.37 |
0.28 |
0.5% |
54.09 |
Range |
1.90 |
0.68 |
-1.22 |
-64.2% |
2.63 |
ATR |
1.04 |
1.02 |
-0.03 |
-2.5% |
0.00 |
Volume |
173,327 |
156,289 |
-17,038 |
-9.8% |
851,494 |
|
Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.36 |
56.05 |
54.74 |
|
R3 |
55.68 |
55.37 |
54.56 |
|
R2 |
55.00 |
55.00 |
54.49 |
|
R1 |
54.69 |
54.69 |
54.43 |
54.85 |
PP |
54.32 |
54.32 |
54.32 |
54.40 |
S1 |
54.01 |
54.01 |
54.31 |
54.17 |
S2 |
53.64 |
53.64 |
54.25 |
|
S3 |
52.96 |
53.33 |
54.18 |
|
S4 |
52.28 |
52.65 |
54.00 |
|
|
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 |
54.64 |
51.73 |
2.91 |
5.4% |
1.04 |
1.9% |
91% |
True |
False |
175,593 |
10 |
54.64 |
51.09 |
3.55 |
6.5% |
0.97 |
1.8% |
92% |
True |
False |
138,004 |
20 |
54.64 |
49.73 |
4.91 |
9.0% |
1.00 |
1.8% |
95% |
True |
False |
108,517 |
40 |
54.64 |
48.50 |
6.14 |
11.3% |
1.00 |
1.8% |
96% |
True |
False |
88,197 |
60 |
54.64 |
46.95 |
7.69 |
14.1% |
1.04 |
1.9% |
96% |
True |
False |
79,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.53 |
2.618 |
56.42 |
1.618 |
55.74 |
1.000 |
55.32 |
0.618 |
55.06 |
HIGH |
54.64 |
0.618 |
54.38 |
0.500 |
54.30 |
0.382 |
54.22 |
LOW |
53.96 |
0.618 |
53.54 |
1.000 |
53.28 |
1.618 |
52.86 |
2.618 |
52.18 |
4.250 |
51.07 |
|
|
Fisher Pivots for day following 30-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
54.35 |
54.05 |
PP |
54.32 |
53.72 |
S1 |
54.30 |
53.40 |
|