NYMEX Light Sweet Crude Oil Future January 2018
Trading Metrics calculated at close of trading on 30-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
57.73 |
57.41 |
-0.32 |
-0.6% |
56.80 |
High |
58.30 |
57.98 |
-0.32 |
-0.5% |
59.05 |
Low |
56.75 |
56.82 |
0.07 |
0.1% |
55.75 |
Close |
57.30 |
57.40 |
0.10 |
0.2% |
58.95 |
Range |
1.55 |
1.16 |
-0.39 |
-25.2% |
3.30 |
ATR |
1.14 |
1.14 |
0.00 |
0.1% |
0.00 |
Volume |
741,564 |
735,128 |
-6,436 |
-0.9% |
2,627,544 |
|
Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.88 |
60.30 |
58.04 |
|
R3 |
59.72 |
59.14 |
57.72 |
|
R2 |
58.56 |
58.56 |
57.61 |
|
R1 |
57.98 |
57.98 |
57.51 |
57.69 |
PP |
57.40 |
57.40 |
57.40 |
57.26 |
S1 |
56.82 |
56.82 |
57.29 |
56.53 |
S2 |
56.24 |
56.24 |
57.19 |
|
S3 |
55.08 |
55.66 |
57.08 |
|
S4 |
53.92 |
54.50 |
56.76 |
|
|
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% |
1.23 |
2.1% |
28% |
False |
False |
658,224 |
10 |
59.05 |
55.15 |
3.90 |
6.8% |
1.15 |
2.0% |
58% |
False |
False |
651,464 |
20 |
59.05 |
54.19 |
4.86 |
8.5% |
1.15 |
2.0% |
66% |
False |
False |
449,213 |
40 |
59.05 |
49.73 |
9.32 |
16.2% |
1.09 |
1.9% |
82% |
False |
False |
282,827 |
60 |
59.05 |
48.50 |
10.55 |
18.4% |
1.05 |
1.8% |
84% |
False |
False |
210,398 |
80 |
59.05 |
46.95 |
12.10 |
21.1% |
1.07 |
1.9% |
86% |
False |
False |
174,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.91 |
2.618 |
61.02 |
1.618 |
59.86 |
1.000 |
59.14 |
0.618 |
58.70 |
HIGH |
57.98 |
0.618 |
57.54 |
0.500 |
57.40 |
0.382 |
57.26 |
LOW |
56.82 |
0.618 |
56.10 |
1.000 |
55.66 |
1.618 |
54.94 |
2.618 |
53.78 |
4.250 |
51.89 |
|
|
Fisher Pivots for day following 30-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
57.40 |
57.53 |
PP |
57.40 |
57.48 |
S1 |
57.40 |
57.44 |
|