NYMEX Light Sweet Crude Oil Future January 2018
Trading Metrics calculated at close of trading on 22-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
56.38 |
57.12 |
0.74 |
1.3% |
57.16 |
High |
57.22 |
58.15 |
0.93 |
1.6% |
57.37 |
Low |
56.32 |
57.03 |
0.71 |
1.3% |
55.00 |
Close |
56.83 |
58.02 |
1.19 |
2.1% |
56.71 |
Range |
0.90 |
1.12 |
0.22 |
24.4% |
2.37 |
ATR |
1.09 |
1.11 |
0.02 |
1.5% |
0.00 |
Volume |
619,066 |
837,411 |
218,345 |
35.3% |
2,131,897 |
|
Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.09 |
60.68 |
58.64 |
|
R3 |
59.97 |
59.56 |
58.33 |
|
R2 |
58.85 |
58.85 |
58.23 |
|
R1 |
58.44 |
58.44 |
58.12 |
58.65 |
PP |
57.73 |
57.73 |
57.73 |
57.84 |
S1 |
57.32 |
57.32 |
57.92 |
57.53 |
S2 |
56.61 |
56.61 |
57.81 |
|
S3 |
55.49 |
56.20 |
57.71 |
|
S4 |
54.37 |
55.08 |
57.40 |
|
|
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 |
58.15 |
55.15 |
3.00 |
5.2% |
1.06 |
1.8% |
96% |
True |
False |
644,704 |
10 |
58.15 |
55.00 |
3.15 |
5.4% |
1.04 |
1.8% |
96% |
True |
False |
462,420 |
20 |
58.15 |
52.16 |
5.99 |
10.3% |
1.13 |
1.9% |
98% |
True |
False |
323,689 |
40 |
58.15 |
49.73 |
8.42 |
14.5% |
1.06 |
1.8% |
98% |
True |
False |
208,121 |
60 |
58.15 |
46.95 |
11.20 |
19.3% |
1.05 |
1.8% |
99% |
True |
False |
164,503 |
80 |
58.15 |
46.95 |
11.20 |
19.3% |
1.06 |
1.8% |
99% |
True |
False |
135,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.91 |
2.618 |
61.08 |
1.618 |
59.96 |
1.000 |
59.27 |
0.618 |
58.84 |
HIGH |
58.15 |
0.618 |
57.72 |
0.500 |
57.59 |
0.382 |
57.46 |
LOW |
57.03 |
0.618 |
56.34 |
1.000 |
55.91 |
1.618 |
55.22 |
2.618 |
54.10 |
4.250 |
52.27 |
|
|
Fisher Pivots for day following 22-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
57.88 |
57.66 |
PP |
57.73 |
57.31 |
S1 |
57.59 |
56.95 |
|