NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 27-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
51.68 |
52.67 |
0.99 |
1.9% |
51.35 |
High |
52.00 |
52.67 |
0.67 |
1.3% |
52.67 |
Low |
51.65 |
52.67 |
1.02 |
2.0% |
51.28 |
Close |
52.00 |
52.67 |
0.67 |
1.3% |
52.67 |
Range |
0.35 |
0.00 |
-0.35 |
-100.0% |
1.39 |
ATR |
0.38 |
0.40 |
0.02 |
5.6% |
0.00 |
Volume |
1,609 |
1,962 |
353 |
21.9% |
6,295 |
|
Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.67 |
52.67 |
52.67 |
|
R3 |
52.67 |
52.67 |
52.67 |
|
R2 |
52.67 |
52.67 |
52.67 |
|
R1 |
52.67 |
52.67 |
52.67 |
52.67 |
PP |
52.67 |
52.67 |
52.67 |
52.67 |
S1 |
52.67 |
52.67 |
52.67 |
52.67 |
S2 |
52.67 |
52.67 |
52.67 |
|
S3 |
52.67 |
52.67 |
52.67 |
|
S4 |
52.67 |
52.67 |
52.67 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.38 |
55.91 |
53.43 |
|
R3 |
54.99 |
54.52 |
53.05 |
|
R2 |
53.60 |
53.60 |
52.92 |
|
R1 |
53.13 |
53.13 |
52.80 |
53.37 |
PP |
52.21 |
52.21 |
52.21 |
52.32 |
S1 |
51.74 |
51.74 |
52.54 |
51.98 |
S2 |
50.82 |
50.82 |
52.42 |
|
S3 |
49.43 |
50.35 |
52.29 |
|
S4 |
48.04 |
48.96 |
51.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.67 |
51.28 |
1.39 |
2.6% |
0.19 |
0.4% |
100% |
True |
False |
1,259 |
10 |
52.67 |
51.17 |
1.50 |
2.8% |
0.13 |
0.2% |
100% |
True |
False |
1,061 |
20 |
52.67 |
50.16 |
2.51 |
4.8% |
0.08 |
0.1% |
100% |
True |
False |
1,009 |
40 |
52.67 |
49.85 |
2.82 |
5.4% |
0.09 |
0.2% |
100% |
True |
False |
1,262 |
60 |
52.67 |
47.96 |
4.71 |
8.9% |
0.09 |
0.2% |
100% |
True |
False |
1,184 |
80 |
52.67 |
47.32 |
5.35 |
10.2% |
0.08 |
0.2% |
100% |
True |
False |
1,213 |
100 |
52.67 |
46.00 |
6.67 |
12.7% |
0.08 |
0.1% |
100% |
True |
False |
1,079 |
120 |
52.67 |
46.00 |
6.67 |
12.7% |
0.07 |
0.1% |
100% |
True |
False |
942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.67 |
2.618 |
52.67 |
1.618 |
52.67 |
1.000 |
52.67 |
0.618 |
52.67 |
HIGH |
52.67 |
0.618 |
52.67 |
0.500 |
52.67 |
0.382 |
52.67 |
LOW |
52.67 |
0.618 |
52.67 |
1.000 |
52.67 |
1.618 |
52.67 |
2.618 |
52.67 |
4.250 |
52.67 |
|
|
Fisher Pivots for day following 27-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
52.67 |
52.50 |
PP |
52.67 |
52.33 |
S1 |
52.67 |
52.16 |
|