NYMEX Light Sweet Crude Oil Future January 2018
Trading Metrics calculated at close of trading on 06-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
54.92 |
56.20 |
1.28 |
2.3% |
54.35 |
High |
55.97 |
57.83 |
1.86 |
3.3% |
55.97 |
Low |
54.63 |
55.88 |
1.25 |
2.3% |
53.96 |
Close |
55.86 |
57.57 |
1.71 |
3.1% |
55.86 |
Range |
1.34 |
1.95 |
0.61 |
45.5% |
2.01 |
ATR |
1.04 |
1.11 |
0.07 |
6.4% |
0.00 |
Volume |
137,714 |
228,300 |
90,586 |
65.8% |
706,584 |
|
Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.94 |
62.21 |
58.64 |
|
R3 |
60.99 |
60.26 |
58.11 |
|
R2 |
59.04 |
59.04 |
57.93 |
|
R1 |
58.31 |
58.31 |
57.75 |
58.68 |
PP |
57.09 |
57.09 |
57.09 |
57.28 |
S1 |
56.36 |
56.36 |
57.39 |
56.73 |
S2 |
55.14 |
55.14 |
57.21 |
|
S3 |
53.19 |
54.41 |
57.03 |
|
S4 |
51.24 |
52.46 |
56.50 |
|
|
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 |
57.83 |
54.11 |
3.72 |
6.5% |
1.27 |
2.2% |
93% |
True |
False |
155,719 |
10 |
57.83 |
51.73 |
6.10 |
10.6% |
1.16 |
2.0% |
96% |
True |
False |
165,656 |
20 |
57.83 |
50.12 |
7.71 |
13.4% |
1.06 |
1.8% |
97% |
True |
False |
129,191 |
40 |
57.83 |
49.05 |
8.78 |
15.3% |
1.02 |
1.8% |
97% |
True |
False |
98,085 |
60 |
57.83 |
46.95 |
10.88 |
18.9% |
1.06 |
1.8% |
98% |
True |
False |
88,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.12 |
2.618 |
62.94 |
1.618 |
60.99 |
1.000 |
59.78 |
0.618 |
59.04 |
HIGH |
57.83 |
0.618 |
57.09 |
0.500 |
56.86 |
0.382 |
56.62 |
LOW |
55.88 |
0.618 |
54.67 |
1.000 |
53.93 |
1.618 |
52.72 |
2.618 |
50.77 |
4.250 |
47.59 |
|
|
Fisher Pivots for day following 06-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
57.33 |
57.05 |
PP |
57.09 |
56.53 |
S1 |
56.86 |
56.01 |
|