NYMEX Light Sweet Crude Oil Future January 2018
Trading Metrics calculated at close of trading on 03-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
54.52 |
54.92 |
0.40 |
0.7% |
54.35 |
High |
55.04 |
55.97 |
0.93 |
1.7% |
55.97 |
Low |
54.19 |
54.63 |
0.44 |
0.8% |
53.96 |
Close |
54.77 |
55.86 |
1.09 |
2.0% |
55.86 |
Range |
0.85 |
1.34 |
0.49 |
57.6% |
2.01 |
ATR |
1.02 |
1.04 |
0.02 |
2.3% |
0.00 |
Volume |
129,575 |
137,714 |
8,139 |
6.3% |
706,584 |
|
Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.51 |
59.02 |
56.60 |
|
R3 |
58.17 |
57.68 |
56.23 |
|
R2 |
56.83 |
56.83 |
56.11 |
|
R1 |
56.34 |
56.34 |
55.98 |
56.59 |
PP |
55.49 |
55.49 |
55.49 |
55.61 |
S1 |
55.00 |
55.00 |
55.74 |
55.25 |
S2 |
54.15 |
54.15 |
55.61 |
|
S3 |
52.81 |
53.66 |
55.49 |
|
S4 |
51.47 |
52.32 |
55.12 |
|
|
Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.29 |
60.59 |
56.97 |
|
R3 |
59.28 |
58.58 |
56.41 |
|
R2 |
57.27 |
57.27 |
56.23 |
|
R1 |
56.57 |
56.57 |
56.04 |
56.92 |
PP |
55.26 |
55.26 |
55.26 |
55.44 |
S1 |
54.56 |
54.56 |
55.68 |
54.91 |
S2 |
53.25 |
53.25 |
55.49 |
|
S3 |
51.24 |
52.55 |
55.31 |
|
S4 |
49.23 |
50.54 |
54.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.97 |
53.96 |
2.01 |
3.6% |
1.02 |
1.8% |
95% |
True |
False |
141,316 |
10 |
55.97 |
51.73 |
4.24 |
7.6% |
1.02 |
1.8% |
97% |
True |
False |
155,807 |
20 |
55.97 |
49.74 |
6.23 |
11.2% |
1.00 |
1.8% |
98% |
True |
False |
121,239 |
40 |
55.97 |
48.50 |
7.47 |
13.4% |
1.00 |
1.8% |
99% |
True |
False |
94,097 |
60 |
55.97 |
46.95 |
9.02 |
16.1% |
1.04 |
1.9% |
99% |
True |
False |
85,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.67 |
2.618 |
59.48 |
1.618 |
58.14 |
1.000 |
57.31 |
0.618 |
56.80 |
HIGH |
55.97 |
0.618 |
55.46 |
0.500 |
55.30 |
0.382 |
55.14 |
LOW |
54.63 |
0.618 |
53.80 |
1.000 |
53.29 |
1.618 |
52.46 |
2.618 |
51.12 |
4.250 |
48.94 |
|
|
Fisher Pivots for day following 03-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
55.67 |
55.59 |
PP |
55.49 |
55.31 |
S1 |
55.30 |
55.04 |
|