NYMEX Light Sweet Crude Oil Future January 2018
Trading Metrics calculated at close of trading on 01-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
57.41 |
57.42 |
0.01 |
0.0% |
58.95 |
High |
57.98 |
58.88 |
0.90 |
1.6% |
58.99 |
Low |
56.82 |
57.29 |
0.47 |
0.8% |
56.75 |
Close |
57.40 |
58.36 |
0.96 |
1.7% |
58.36 |
Range |
1.16 |
1.59 |
0.43 |
37.1% |
2.24 |
ATR |
1.14 |
1.18 |
0.03 |
2.8% |
0.00 |
Volume |
735,128 |
685,215 |
-49,913 |
-6.8% |
3,398,511 |
|
Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.95 |
62.24 |
59.23 |
|
R3 |
61.36 |
60.65 |
58.80 |
|
R2 |
59.77 |
59.77 |
58.65 |
|
R1 |
59.06 |
59.06 |
58.51 |
59.42 |
PP |
58.18 |
58.18 |
58.18 |
58.35 |
S1 |
57.47 |
57.47 |
58.21 |
57.83 |
S2 |
56.59 |
56.59 |
58.07 |
|
S3 |
55.00 |
55.88 |
57.92 |
|
S4 |
53.41 |
54.29 |
57.49 |
|
|
Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.75 |
63.80 |
59.59 |
|
R3 |
62.51 |
61.56 |
58.98 |
|
R2 |
60.27 |
60.27 |
58.77 |
|
R1 |
59.32 |
59.32 |
58.57 |
58.68 |
PP |
58.03 |
58.03 |
58.03 |
57.71 |
S1 |
57.08 |
57.08 |
58.15 |
56.44 |
S2 |
55.79 |
55.79 |
57.95 |
|
S3 |
53.55 |
54.84 |
57.74 |
|
S4 |
51.31 |
52.60 |
57.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.99 |
56.75 |
2.24 |
3.8% |
1.29 |
2.2% |
72% |
False |
False |
679,702 |
10 |
59.05 |
55.39 |
3.66 |
6.3% |
1.24 |
2.1% |
81% |
False |
False |
676,093 |
20 |
59.05 |
54.63 |
4.42 |
7.6% |
1.19 |
2.0% |
84% |
False |
False |
476,995 |
40 |
59.05 |
49.73 |
9.32 |
16.0% |
1.10 |
1.9% |
93% |
False |
False |
298,274 |
60 |
59.05 |
48.50 |
10.55 |
18.1% |
1.07 |
1.8% |
93% |
False |
False |
220,671 |
80 |
59.05 |
46.95 |
12.10 |
20.7% |
1.08 |
1.9% |
94% |
False |
False |
182,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.64 |
2.618 |
63.04 |
1.618 |
61.45 |
1.000 |
60.47 |
0.618 |
59.86 |
HIGH |
58.88 |
0.618 |
58.27 |
0.500 |
58.09 |
0.382 |
57.90 |
LOW |
57.29 |
0.618 |
56.31 |
1.000 |
55.70 |
1.618 |
54.72 |
2.618 |
53.13 |
4.250 |
50.53 |
|
|
Fisher Pivots for day following 01-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
58.27 |
58.18 |
PP |
58.18 |
58.00 |
S1 |
58.09 |
57.82 |
|