NYMEX Light Sweet Crude Oil Future January 2018
Trading Metrics calculated at close of trading on 01-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
54.29 |
54.86 |
0.57 |
1.0% |
52.29 |
High |
55.05 |
55.42 |
0.37 |
0.7% |
54.36 |
Low |
54.15 |
54.11 |
-0.04 |
-0.1% |
51.73 |
Close |
54.59 |
54.51 |
-0.08 |
-0.1% |
54.09 |
Range |
0.90 |
1.31 |
0.41 |
45.6% |
2.63 |
ATR |
1.01 |
1.03 |
0.02 |
2.1% |
0.00 |
Volume |
128,574 |
154,432 |
25,858 |
20.1% |
851,494 |
|
Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.61 |
57.87 |
55.23 |
|
R3 |
57.30 |
56.56 |
54.87 |
|
R2 |
55.99 |
55.99 |
54.75 |
|
R1 |
55.25 |
55.25 |
54.63 |
54.97 |
PP |
54.68 |
54.68 |
54.68 |
54.54 |
S1 |
53.94 |
53.94 |
54.39 |
53.66 |
S2 |
53.37 |
53.37 |
54.27 |
|
S3 |
52.06 |
52.63 |
54.15 |
|
S4 |
50.75 |
51.32 |
53.79 |
|
|
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 |
55.42 |
52.16 |
3.26 |
6.0% |
1.14 |
2.1% |
72% |
True |
False |
156,124 |
10 |
55.42 |
51.09 |
4.33 |
7.9% |
1.03 |
1.9% |
79% |
True |
False |
149,628 |
20 |
55.42 |
49.73 |
5.69 |
10.4% |
1.04 |
1.9% |
84% |
True |
False |
116,441 |
40 |
55.42 |
48.50 |
6.92 |
12.7% |
1.00 |
1.8% |
87% |
True |
False |
90,990 |
60 |
55.42 |
46.95 |
8.47 |
15.5% |
1.05 |
1.9% |
89% |
True |
False |
82,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.99 |
2.618 |
58.85 |
1.618 |
57.54 |
1.000 |
56.73 |
0.618 |
56.23 |
HIGH |
55.42 |
0.618 |
54.92 |
0.500 |
54.77 |
0.382 |
54.61 |
LOW |
54.11 |
0.618 |
53.30 |
1.000 |
52.80 |
1.618 |
51.99 |
2.618 |
50.68 |
4.250 |
48.54 |
|
|
Fisher Pivots for day following 01-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
54.77 |
54.69 |
PP |
54.68 |
54.63 |
S1 |
54.60 |
54.57 |
|