NYMEX Light Sweet Crude Oil Future February 2018
Trading Metrics calculated at close of trading on 24-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
57.26 |
58.01 |
0.75 |
1.3% |
56.88 |
High |
58.13 |
58.99 |
0.86 |
1.5% |
58.99 |
Low |
57.10 |
57.74 |
0.64 |
1.1% |
55.85 |
Close |
58.02 |
58.91 |
0.89 |
1.5% |
58.91 |
Range |
1.03 |
1.25 |
0.22 |
21.4% |
3.14 |
ATR |
1.07 |
1.08 |
0.01 |
1.2% |
0.00 |
Volume |
279,281 |
118,903 |
-160,378 |
-57.4% |
662,401 |
|
Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.30 |
61.85 |
59.60 |
|
R3 |
61.05 |
60.60 |
59.25 |
|
R2 |
59.80 |
59.80 |
59.14 |
|
R1 |
59.35 |
59.35 |
59.02 |
59.58 |
PP |
58.55 |
58.55 |
58.55 |
58.66 |
S1 |
58.10 |
58.10 |
58.80 |
58.33 |
S2 |
57.30 |
57.30 |
58.68 |
|
S3 |
56.05 |
56.85 |
58.57 |
|
S4 |
54.80 |
55.60 |
58.22 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.34 |
66.26 |
60.64 |
|
R3 |
64.20 |
63.12 |
59.77 |
|
R2 |
61.06 |
61.06 |
59.49 |
|
R1 |
59.98 |
59.98 |
59.20 |
60.52 |
PP |
57.92 |
57.92 |
57.92 |
58.19 |
S1 |
56.84 |
56.84 |
58.62 |
57.38 |
S2 |
54.78 |
54.78 |
58.33 |
|
S3 |
51.64 |
53.70 |
58.05 |
|
S4 |
48.50 |
50.56 |
57.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.99 |
55.51 |
3.48 |
5.9% |
1.13 |
1.9% |
98% |
True |
False |
158,566 |
10 |
58.99 |
55.15 |
3.84 |
6.5% |
1.05 |
1.8% |
98% |
True |
False |
120,780 |
20 |
58.99 |
52.60 |
6.39 |
10.8% |
1.12 |
1.9% |
99% |
True |
False |
97,943 |
40 |
58.99 |
49.92 |
9.07 |
15.4% |
1.03 |
1.7% |
99% |
True |
False |
69,309 |
60 |
58.99 |
47.30 |
11.69 |
19.8% |
1.01 |
1.7% |
99% |
True |
False |
59,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.30 |
2.618 |
62.26 |
1.618 |
61.01 |
1.000 |
60.24 |
0.618 |
59.76 |
HIGH |
58.99 |
0.618 |
58.51 |
0.500 |
58.37 |
0.382 |
58.22 |
LOW |
57.74 |
0.618 |
56.97 |
1.000 |
56.49 |
1.618 |
55.72 |
2.618 |
54.47 |
4.250 |
52.43 |
|
|
Fisher Pivots for day following 24-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
58.73 |
58.51 |
PP |
58.55 |
58.11 |
S1 |
58.37 |
57.71 |
|