NYMEX Light Sweet Crude Oil Future February 2018
Trading Metrics calculated at close of trading on 21-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
56.88 |
56.51 |
-0.37 |
-0.7% |
57.34 |
High |
56.98 |
57.29 |
0.31 |
0.5% |
57.52 |
Low |
55.85 |
56.43 |
0.58 |
1.0% |
55.15 |
Close |
56.53 |
56.92 |
0.39 |
0.7% |
56.81 |
Range |
1.13 |
0.86 |
-0.27 |
-23.9% |
2.37 |
ATR |
1.07 |
1.06 |
-0.02 |
-1.4% |
0.00 |
Volume |
114,942 |
149,275 |
34,333 |
29.9% |
475,172 |
|
Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.46 |
59.05 |
57.39 |
|
R3 |
58.60 |
58.19 |
57.16 |
|
R2 |
57.74 |
57.74 |
57.08 |
|
R1 |
57.33 |
57.33 |
57.00 |
57.54 |
PP |
56.88 |
56.88 |
56.88 |
56.98 |
S1 |
56.47 |
56.47 |
56.84 |
56.68 |
S2 |
56.02 |
56.02 |
56.76 |
|
S3 |
55.16 |
55.61 |
56.68 |
|
S4 |
54.30 |
54.75 |
56.45 |
|
|
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 |
57.29 |
55.24 |
2.05 |
3.6% |
0.93 |
1.6% |
82% |
True |
False |
114,264 |
10 |
58.28 |
55.15 |
3.13 |
5.5% |
1.05 |
1.8% |
57% |
False |
False |
99,532 |
20 |
58.28 |
52.28 |
6.00 |
10.5% |
1.08 |
1.9% |
77% |
False |
False |
84,818 |
40 |
58.28 |
49.92 |
8.36 |
14.7% |
1.02 |
1.8% |
84% |
False |
False |
61,160 |
60 |
58.28 |
47.30 |
10.98 |
19.3% |
1.00 |
1.8% |
88% |
False |
False |
55,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.95 |
2.618 |
59.54 |
1.618 |
58.68 |
1.000 |
58.15 |
0.618 |
57.82 |
HIGH |
57.29 |
0.618 |
56.96 |
0.500 |
56.86 |
0.382 |
56.76 |
LOW |
56.43 |
0.618 |
55.90 |
1.000 |
55.57 |
1.618 |
55.04 |
2.618 |
54.18 |
4.250 |
52.78 |
|
|
Fisher Pivots for day following 21-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
56.90 |
56.75 |
PP |
56.88 |
56.57 |
S1 |
56.86 |
56.40 |
|