NYMEX Light Sweet Crude Oil Future January 2018
Trading Metrics calculated at close of trading on 29-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2017 |
29-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
57.86 |
57.73 |
-0.13 |
-0.2% |
56.80 |
High |
58.11 |
58.30 |
0.19 |
0.3% |
59.05 |
Low |
57.42 |
56.75 |
-0.67 |
-1.2% |
55.75 |
Close |
57.99 |
57.30 |
-0.69 |
-1.2% |
58.95 |
Range |
0.69 |
1.55 |
0.86 |
124.6% |
3.30 |
ATR |
1.11 |
1.14 |
0.03 |
2.8% |
0.00 |
Volume |
546,526 |
741,564 |
195,038 |
35.7% |
2,627,544 |
|
Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.10 |
61.25 |
58.15 |
|
R3 |
60.55 |
59.70 |
57.73 |
|
R2 |
59.00 |
59.00 |
57.58 |
|
R1 |
58.15 |
58.15 |
57.44 |
57.80 |
PP |
57.45 |
57.45 |
57.45 |
57.28 |
S1 |
56.60 |
56.60 |
57.16 |
56.25 |
S2 |
55.90 |
55.90 |
57.02 |
|
S3 |
54.35 |
55.05 |
56.87 |
|
S4 |
52.80 |
53.50 |
56.45 |
|
|
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 |
56.75 |
2.30 |
4.0% |
1.22 |
2.1% |
24% |
False |
True |
678,681 |
10 |
59.05 |
55.08 |
3.97 |
6.9% |
1.10 |
1.9% |
56% |
False |
False |
609,877 |
20 |
59.05 |
54.11 |
4.94 |
8.6% |
1.16 |
2.0% |
65% |
False |
False |
420,179 |
40 |
59.05 |
49.73 |
9.32 |
16.3% |
1.09 |
1.9% |
81% |
False |
False |
266,485 |
60 |
59.05 |
48.50 |
10.55 |
18.4% |
1.04 |
1.8% |
83% |
False |
False |
199,603 |
80 |
59.05 |
46.95 |
12.10 |
21.1% |
1.07 |
1.9% |
86% |
False |
False |
165,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.89 |
2.618 |
62.36 |
1.618 |
60.81 |
1.000 |
59.85 |
0.618 |
59.26 |
HIGH |
58.30 |
0.618 |
57.71 |
0.500 |
57.53 |
0.382 |
57.34 |
LOW |
56.75 |
0.618 |
55.79 |
1.000 |
55.20 |
1.618 |
54.24 |
2.618 |
52.69 |
4.250 |
50.16 |
|
|
Fisher Pivots for day following 29-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
57.53 |
57.87 |
PP |
57.45 |
57.68 |
S1 |
57.38 |
57.49 |
|