NYMEX Light Sweet Crude Oil Future January 2018
Trading Metrics calculated at close of trading on 04-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
57.42 |
58.32 |
0.90 |
1.6% |
58.95 |
High |
58.88 |
58.34 |
-0.54 |
-0.9% |
58.99 |
Low |
57.29 |
57.35 |
0.06 |
0.1% |
56.75 |
Close |
58.36 |
57.47 |
-0.89 |
-1.5% |
58.36 |
Range |
1.59 |
0.99 |
-0.60 |
-37.7% |
2.24 |
ATR |
1.18 |
1.16 |
-0.01 |
-1.0% |
0.00 |
Volume |
685,215 |
529,965 |
-155,250 |
-22.7% |
3,398,511 |
|
Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.69 |
60.07 |
58.01 |
|
R3 |
59.70 |
59.08 |
57.74 |
|
R2 |
58.71 |
58.71 |
57.65 |
|
R1 |
58.09 |
58.09 |
57.56 |
57.91 |
PP |
57.72 |
57.72 |
57.72 |
57.63 |
S1 |
57.10 |
57.10 |
57.38 |
56.92 |
S2 |
56.73 |
56.73 |
57.29 |
|
S3 |
55.74 |
56.11 |
57.20 |
|
S4 |
54.75 |
55.12 |
56.93 |
|
|
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 |
58.88 |
56.75 |
2.13 |
3.7% |
1.20 |
2.1% |
34% |
False |
False |
647,679 |
10 |
59.05 |
55.75 |
3.30 |
5.7% |
1.19 |
2.1% |
52% |
False |
False |
655,602 |
20 |
59.05 |
55.00 |
4.05 |
7.0% |
1.17 |
2.0% |
61% |
False |
False |
496,608 |
40 |
59.05 |
49.74 |
9.31 |
16.2% |
1.08 |
1.9% |
83% |
False |
False |
308,923 |
60 |
59.05 |
48.50 |
10.55 |
18.4% |
1.06 |
1.8% |
85% |
False |
False |
228,267 |
80 |
59.05 |
46.95 |
12.10 |
21.1% |
1.07 |
1.9% |
87% |
False |
False |
188,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.55 |
2.618 |
60.93 |
1.618 |
59.94 |
1.000 |
59.33 |
0.618 |
58.95 |
HIGH |
58.34 |
0.618 |
57.96 |
0.500 |
57.85 |
0.382 |
57.73 |
LOW |
57.35 |
0.618 |
56.74 |
1.000 |
56.36 |
1.618 |
55.75 |
2.618 |
54.76 |
4.250 |
53.14 |
|
|
Fisher Pivots for day following 04-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
57.85 |
57.85 |
PP |
57.72 |
57.72 |
S1 |
57.60 |
57.60 |
|