NYMEX Light Sweet Crude Oil Future January 2018
Trading Metrics calculated at close of trading on 28-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
58.95 |
57.86 |
-1.09 |
-1.8% |
56.80 |
High |
58.99 |
58.11 |
-0.88 |
-1.5% |
59.05 |
Low |
57.55 |
57.42 |
-0.13 |
-0.2% |
55.75 |
Close |
58.11 |
57.99 |
-0.12 |
-0.2% |
58.95 |
Range |
1.44 |
0.69 |
-0.75 |
-52.1% |
3.30 |
ATR |
1.14 |
1.11 |
-0.03 |
-2.8% |
0.00 |
Volume |
690,078 |
546,526 |
-143,552 |
-20.8% |
2,627,544 |
|
Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.91 |
59.64 |
58.37 |
|
R3 |
59.22 |
58.95 |
58.18 |
|
R2 |
58.53 |
58.53 |
58.12 |
|
R1 |
58.26 |
58.26 |
58.05 |
58.40 |
PP |
57.84 |
57.84 |
57.84 |
57.91 |
S1 |
57.57 |
57.57 |
57.93 |
57.71 |
S2 |
57.15 |
57.15 |
57.86 |
|
S3 |
56.46 |
56.88 |
57.80 |
|
S4 |
55.77 |
56.19 |
57.61 |
|
|
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 |
56.32 |
2.73 |
4.7% |
1.09 |
1.9% |
61% |
False |
False |
654,181 |
10 |
59.05 |
55.00 |
4.05 |
7.0% |
1.14 |
2.0% |
74% |
False |
False |
570,799 |
20 |
59.05 |
54.11 |
4.94 |
8.5% |
1.13 |
1.9% |
79% |
False |
False |
389,529 |
40 |
59.05 |
49.73 |
9.32 |
16.1% |
1.06 |
1.8% |
89% |
False |
False |
249,023 |
60 |
59.05 |
48.50 |
10.55 |
18.2% |
1.04 |
1.8% |
90% |
False |
False |
188,641 |
80 |
59.05 |
46.95 |
12.10 |
20.9% |
1.06 |
1.8% |
91% |
False |
False |
157,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.04 |
2.618 |
59.92 |
1.618 |
59.23 |
1.000 |
58.80 |
0.618 |
58.54 |
HIGH |
58.11 |
0.618 |
57.85 |
0.500 |
57.77 |
0.382 |
57.68 |
LOW |
57.42 |
0.618 |
56.99 |
1.000 |
56.73 |
1.618 |
56.30 |
2.618 |
55.61 |
4.250 |
54.49 |
|
|
Fisher Pivots for day following 28-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
57.92 |
58.24 |
PP |
57.84 |
58.15 |
S1 |
57.77 |
58.07 |
|