NYMEX Light Sweet Crude Oil Future January 2018
Trading Metrics calculated at close of trading on 24-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
57.12 |
58.05 |
0.93 |
1.6% |
56.80 |
High |
58.15 |
59.05 |
0.90 |
1.5% |
59.05 |
Low |
57.03 |
57.75 |
0.72 |
1.3% |
55.75 |
Close |
58.02 |
58.95 |
0.93 |
1.6% |
58.95 |
Range |
1.12 |
1.30 |
0.18 |
16.1% |
3.30 |
ATR |
1.11 |
1.12 |
0.01 |
1.2% |
0.00 |
Volume |
837,411 |
577,826 |
-259,585 |
-31.0% |
2,627,544 |
|
Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.48 |
62.02 |
59.67 |
|
R3 |
61.18 |
60.72 |
59.31 |
|
R2 |
59.88 |
59.88 |
59.19 |
|
R1 |
59.42 |
59.42 |
59.07 |
59.65 |
PP |
58.58 |
58.58 |
58.58 |
58.70 |
S1 |
58.12 |
58.12 |
58.83 |
58.35 |
S2 |
57.28 |
57.28 |
58.71 |
|
S3 |
55.98 |
56.82 |
58.59 |
|
S4 |
54.68 |
55.52 |
58.24 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.82 |
66.68 |
60.77 |
|
R3 |
64.52 |
63.38 |
59.86 |
|
R2 |
61.22 |
61.22 |
59.56 |
|
R1 |
60.08 |
60.08 |
59.25 |
60.65 |
PP |
57.92 |
57.92 |
57.92 |
58.20 |
S1 |
56.78 |
56.78 |
58.65 |
57.35 |
S2 |
54.62 |
54.62 |
58.35 |
|
S3 |
51.32 |
53.48 |
58.04 |
|
S4 |
48.02 |
50.18 |
57.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.05 |
55.39 |
3.66 |
6.2% |
1.19 |
2.0% |
97% |
True |
False |
672,484 |
10 |
59.05 |
55.00 |
4.05 |
6.9% |
1.09 |
1.8% |
98% |
True |
False |
495,892 |
20 |
59.05 |
52.46 |
6.59 |
11.2% |
1.15 |
1.9% |
98% |
True |
False |
344,180 |
40 |
59.05 |
49.73 |
9.32 |
15.8% |
1.06 |
1.8% |
99% |
True |
False |
220,718 |
60 |
59.05 |
46.95 |
12.10 |
20.5% |
1.05 |
1.8% |
99% |
True |
False |
171,600 |
80 |
59.05 |
46.95 |
12.10 |
20.5% |
1.06 |
1.8% |
99% |
True |
False |
142,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.58 |
2.618 |
62.45 |
1.618 |
61.15 |
1.000 |
60.35 |
0.618 |
59.85 |
HIGH |
59.05 |
0.618 |
58.55 |
0.500 |
58.40 |
0.382 |
58.25 |
LOW |
57.75 |
0.618 |
56.95 |
1.000 |
56.45 |
1.618 |
55.65 |
2.618 |
54.35 |
4.250 |
52.23 |
|
|
Fisher Pivots for day following 24-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
58.77 |
58.53 |
PP |
58.58 |
58.11 |
S1 |
58.40 |
57.69 |
|