NYMEX Light Sweet Crude Oil Future February 2018
Trading Metrics calculated at close of trading on 20-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
55.60 |
56.88 |
1.28 |
2.3% |
57.34 |
High |
56.89 |
56.98 |
0.09 |
0.2% |
57.52 |
Low |
55.51 |
55.85 |
0.34 |
0.6% |
55.15 |
Close |
56.81 |
56.53 |
-0.28 |
-0.5% |
56.81 |
Range |
1.38 |
1.13 |
-0.25 |
-18.1% |
2.37 |
ATR |
1.07 |
1.07 |
0.00 |
0.4% |
0.00 |
Volume |
130,433 |
114,942 |
-15,491 |
-11.9% |
475,172 |
|
Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.84 |
59.32 |
57.15 |
|
R3 |
58.71 |
58.19 |
56.84 |
|
R2 |
57.58 |
57.58 |
56.74 |
|
R1 |
57.06 |
57.06 |
56.63 |
56.76 |
PP |
56.45 |
56.45 |
56.45 |
56.30 |
S1 |
55.93 |
55.93 |
56.43 |
55.63 |
S2 |
55.32 |
55.32 |
56.32 |
|
S3 |
54.19 |
54.80 |
56.22 |
|
S4 |
53.06 |
53.67 |
55.91 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.60 |
62.58 |
58.11 |
|
R3 |
61.23 |
60.21 |
57.46 |
|
R2 |
58.86 |
58.86 |
57.24 |
|
R1 |
57.84 |
57.84 |
57.03 |
57.17 |
PP |
56.49 |
56.49 |
56.49 |
56.16 |
S1 |
55.47 |
55.47 |
56.59 |
54.80 |
S2 |
54.12 |
54.12 |
56.38 |
|
S3 |
51.75 |
53.10 |
56.16 |
|
S4 |
49.38 |
50.73 |
55.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.13 |
55.15 |
1.98 |
3.5% |
1.15 |
2.0% |
70% |
False |
False |
100,912 |
10 |
58.28 |
55.15 |
3.13 |
5.5% |
1.04 |
1.8% |
44% |
False |
False |
93,577 |
20 |
58.28 |
51.85 |
6.43 |
11.4% |
1.09 |
1.9% |
73% |
False |
False |
80,824 |
40 |
58.28 |
49.92 |
8.36 |
14.8% |
1.02 |
1.8% |
79% |
False |
False |
58,354 |
60 |
58.28 |
47.30 |
10.98 |
19.4% |
1.01 |
1.8% |
84% |
False |
False |
54,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.78 |
2.618 |
59.94 |
1.618 |
58.81 |
1.000 |
58.11 |
0.618 |
57.68 |
HIGH |
56.98 |
0.618 |
56.55 |
0.500 |
56.42 |
0.382 |
56.28 |
LOW |
55.85 |
0.618 |
55.15 |
1.000 |
54.72 |
1.618 |
54.02 |
2.618 |
52.89 |
4.250 |
51.05 |
|
|
Fisher Pivots for day following 20-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
56.49 |
56.40 |
PP |
56.45 |
56.27 |
S1 |
56.42 |
56.14 |
|