NYMEX Light Sweet Crude Oil Future January 2018
Trading Metrics calculated at close of trading on 17-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
55.51 |
55.46 |
-0.05 |
-0.1% |
57.16 |
High |
55.83 |
56.82 |
0.99 |
1.8% |
57.37 |
Low |
55.15 |
55.39 |
0.24 |
0.4% |
55.00 |
Close |
55.35 |
56.71 |
1.36 |
2.5% |
56.71 |
Range |
0.68 |
1.43 |
0.75 |
110.3% |
2.37 |
ATR |
1.07 |
1.10 |
0.03 |
2.7% |
0.00 |
Volume |
438,927 |
734,878 |
295,951 |
67.4% |
2,131,897 |
|
Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.60 |
60.08 |
57.50 |
|
R3 |
59.17 |
58.65 |
57.10 |
|
R2 |
57.74 |
57.74 |
56.97 |
|
R1 |
57.22 |
57.22 |
56.84 |
57.48 |
PP |
56.31 |
56.31 |
56.31 |
56.44 |
S1 |
55.79 |
55.79 |
56.58 |
56.05 |
S2 |
54.88 |
54.88 |
56.45 |
|
S3 |
53.45 |
54.36 |
56.32 |
|
S4 |
52.02 |
52.93 |
55.92 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.47 |
62.46 |
58.01 |
|
R3 |
61.10 |
60.09 |
57.36 |
|
R2 |
58.73 |
58.73 |
57.14 |
|
R1 |
57.72 |
57.72 |
56.93 |
57.04 |
PP |
56.36 |
56.36 |
56.36 |
56.02 |
S1 |
55.35 |
55.35 |
56.49 |
54.67 |
S2 |
53.99 |
53.99 |
56.28 |
|
S3 |
51.62 |
52.98 |
56.06 |
|
S4 |
49.25 |
50.61 |
55.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.37 |
55.00 |
2.37 |
4.2% |
1.12 |
2.0% |
72% |
False |
False |
426,379 |
10 |
58.14 |
55.00 |
3.14 |
5.5% |
1.15 |
2.0% |
54% |
False |
False |
337,615 |
20 |
58.14 |
51.73 |
6.41 |
11.3% |
1.09 |
1.9% |
78% |
False |
False |
246,711 |
40 |
58.14 |
49.73 |
8.41 |
14.8% |
1.07 |
1.9% |
83% |
False |
False |
162,000 |
60 |
58.14 |
46.95 |
11.19 |
19.7% |
1.04 |
1.8% |
87% |
False |
False |
134,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.90 |
2.618 |
60.56 |
1.618 |
59.13 |
1.000 |
58.25 |
0.618 |
57.70 |
HIGH |
56.82 |
0.618 |
56.27 |
0.500 |
56.11 |
0.382 |
55.94 |
LOW |
55.39 |
0.618 |
54.51 |
1.000 |
53.96 |
1.618 |
53.08 |
2.618 |
51.65 |
4.250 |
49.31 |
|
|
Fisher Pivots for day following 17-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
56.51 |
56.46 |
PP |
56.31 |
56.20 |
S1 |
56.11 |
55.95 |
|