NYMEX Light Sweet Crude Oil Future February 2018
Trading Metrics calculated at close of trading on 27-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
58.01 |
58.92 |
0.91 |
1.6% |
56.88 |
High |
58.99 |
58.93 |
-0.06 |
-0.1% |
58.99 |
Low |
57.74 |
57.60 |
-0.14 |
-0.2% |
55.85 |
Close |
58.91 |
58.16 |
-0.75 |
-1.3% |
58.91 |
Range |
1.25 |
1.33 |
0.08 |
6.4% |
3.14 |
ATR |
1.08 |
1.10 |
0.02 |
1.6% |
0.00 |
Volume |
118,903 |
204,056 |
85,153 |
71.6% |
662,401 |
|
Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.22 |
61.52 |
58.89 |
|
R3 |
60.89 |
60.19 |
58.53 |
|
R2 |
59.56 |
59.56 |
58.40 |
|
R1 |
58.86 |
58.86 |
58.28 |
58.55 |
PP |
58.23 |
58.23 |
58.23 |
58.07 |
S1 |
57.53 |
57.53 |
58.04 |
57.22 |
S2 |
56.90 |
56.90 |
57.92 |
|
S3 |
55.57 |
56.20 |
57.79 |
|
S4 |
54.24 |
54.87 |
57.43 |
|
|
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 |
55.85 |
3.14 |
5.4% |
1.12 |
1.9% |
74% |
False |
False |
173,291 |
10 |
58.99 |
55.15 |
3.84 |
6.6% |
1.11 |
1.9% |
78% |
False |
False |
134,162 |
20 |
58.99 |
54.07 |
4.92 |
8.5% |
1.09 |
1.9% |
83% |
False |
False |
104,469 |
40 |
58.99 |
49.92 |
9.07 |
15.6% |
1.05 |
1.8% |
91% |
False |
False |
73,627 |
60 |
58.99 |
48.82 |
10.17 |
17.5% |
1.00 |
1.7% |
92% |
False |
False |
62,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.58 |
2.618 |
62.41 |
1.618 |
61.08 |
1.000 |
60.26 |
0.618 |
59.75 |
HIGH |
58.93 |
0.618 |
58.42 |
0.500 |
58.27 |
0.382 |
58.11 |
LOW |
57.60 |
0.618 |
56.78 |
1.000 |
56.27 |
1.618 |
55.45 |
2.618 |
54.12 |
4.250 |
51.95 |
|
|
Fisher Pivots for day following 27-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
58.27 |
58.12 |
PP |
58.23 |
58.08 |
S1 |
58.20 |
58.05 |
|