NYMEX Light Sweet Crude Oil Future January 2018
Trading Metrics calculated at close of trading on 07-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2017 |
07-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
56.20 |
57.49 |
1.29 |
2.3% |
54.35 |
High |
57.83 |
57.90 |
0.07 |
0.1% |
55.97 |
Low |
55.88 |
57.06 |
1.18 |
2.1% |
53.96 |
Close |
57.57 |
57.43 |
-0.14 |
-0.2% |
55.86 |
Range |
1.95 |
0.84 |
-1.11 |
-56.9% |
2.01 |
ATR |
1.11 |
1.09 |
-0.02 |
-1.7% |
0.00 |
Volume |
228,300 |
248,337 |
20,037 |
8.8% |
706,584 |
|
Daily Pivots for day following 07-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.98 |
59.55 |
57.89 |
|
R3 |
59.14 |
58.71 |
57.66 |
|
R2 |
58.30 |
58.30 |
57.58 |
|
R1 |
57.87 |
57.87 |
57.51 |
57.67 |
PP |
57.46 |
57.46 |
57.46 |
57.36 |
S1 |
57.03 |
57.03 |
57.35 |
56.83 |
S2 |
56.62 |
56.62 |
57.28 |
|
S3 |
55.78 |
56.19 |
57.20 |
|
S4 |
54.94 |
55.35 |
56.97 |
|
|
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 |
57.90 |
54.11 |
3.79 |
6.6% |
1.26 |
2.2% |
88% |
True |
False |
179,671 |
10 |
57.90 |
52.13 |
5.77 |
10.0% |
1.13 |
2.0% |
92% |
True |
False |
173,237 |
20 |
57.90 |
50.71 |
7.19 |
12.5% |
1.03 |
1.8% |
93% |
True |
False |
136,780 |
40 |
57.90 |
49.34 |
8.56 |
14.9% |
1.03 |
1.8% |
95% |
True |
False |
102,904 |
60 |
57.90 |
46.95 |
10.95 |
19.1% |
1.04 |
1.8% |
96% |
True |
False |
92,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.47 |
2.618 |
60.10 |
1.618 |
59.26 |
1.000 |
58.74 |
0.618 |
58.42 |
HIGH |
57.90 |
0.618 |
57.58 |
0.500 |
57.48 |
0.382 |
57.38 |
LOW |
57.06 |
0.618 |
56.54 |
1.000 |
56.22 |
1.618 |
55.70 |
2.618 |
54.86 |
4.250 |
53.49 |
|
|
Fisher Pivots for day following 07-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
57.48 |
57.04 |
PP |
57.46 |
56.65 |
S1 |
57.45 |
56.27 |
|