NYMEX Light Sweet Crude Oil Future January 2018
Trading Metrics calculated at close of trading on 08-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2017 |
08-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
57.49 |
57.22 |
-0.27 |
-0.5% |
54.35 |
High |
57.90 |
58.14 |
0.24 |
0.4% |
55.97 |
Low |
57.06 |
56.65 |
-0.41 |
-0.7% |
53.96 |
Close |
57.43 |
57.05 |
-0.38 |
-0.7% |
55.86 |
Range |
0.84 |
1.49 |
0.65 |
77.4% |
2.01 |
ATR |
1.09 |
1.12 |
0.03 |
2.6% |
0.00 |
Volume |
248,337 |
325,031 |
76,694 |
30.9% |
706,584 |
|
Daily Pivots for day following 08-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.75 |
60.89 |
57.87 |
|
R3 |
60.26 |
59.40 |
57.46 |
|
R2 |
58.77 |
58.77 |
57.32 |
|
R1 |
57.91 |
57.91 |
57.19 |
57.60 |
PP |
57.28 |
57.28 |
57.28 |
57.12 |
S1 |
56.42 |
56.42 |
56.91 |
56.11 |
S2 |
55.79 |
55.79 |
56.78 |
|
S3 |
54.30 |
54.93 |
56.64 |
|
S4 |
52.81 |
53.44 |
56.23 |
|
|
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 |
58.14 |
54.19 |
3.95 |
6.9% |
1.29 |
2.3% |
72% |
True |
False |
213,791 |
10 |
58.14 |
52.16 |
5.98 |
10.5% |
1.22 |
2.1% |
82% |
True |
False |
184,958 |
20 |
58.14 |
50.71 |
7.43 |
13.0% |
1.07 |
1.9% |
85% |
True |
False |
148,878 |
40 |
58.14 |
49.73 |
8.41 |
14.7% |
1.04 |
1.8% |
87% |
True |
False |
108,983 |
60 |
58.14 |
46.95 |
11.19 |
19.6% |
1.06 |
1.9% |
90% |
True |
False |
97,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.47 |
2.618 |
62.04 |
1.618 |
60.55 |
1.000 |
59.63 |
0.618 |
59.06 |
HIGH |
58.14 |
0.618 |
57.57 |
0.500 |
57.40 |
0.382 |
57.22 |
LOW |
56.65 |
0.618 |
55.73 |
1.000 |
55.16 |
1.618 |
54.24 |
2.618 |
52.75 |
4.250 |
50.32 |
|
|
Fisher Pivots for day following 08-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
57.40 |
57.04 |
PP |
57.28 |
57.02 |
S1 |
57.17 |
57.01 |
|