NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 31-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
52.69 |
53.27 |
0.58 |
1.1% |
51.35 |
High |
52.81 |
53.27 |
0.46 |
0.9% |
52.67 |
Low |
52.69 |
52.76 |
0.07 |
0.1% |
51.28 |
Close |
52.81 |
52.76 |
-0.05 |
-0.1% |
52.67 |
Range |
0.12 |
0.51 |
0.39 |
325.0% |
1.39 |
ATR |
0.38 |
0.39 |
0.01 |
2.5% |
0.00 |
Volume |
3,270 |
4,961 |
1,691 |
51.7% |
6,295 |
|
Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.46 |
54.12 |
53.04 |
|
R3 |
53.95 |
53.61 |
52.90 |
|
R2 |
53.44 |
53.44 |
52.85 |
|
R1 |
53.10 |
53.10 |
52.81 |
53.02 |
PP |
52.93 |
52.93 |
52.93 |
52.89 |
S1 |
52.59 |
52.59 |
52.71 |
52.51 |
S2 |
52.42 |
52.42 |
52.67 |
|
S3 |
51.91 |
52.08 |
52.62 |
|
S4 |
51.40 |
51.57 |
52.48 |
|
|
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 |
53.27 |
51.65 |
1.62 |
3.1% |
0.20 |
0.4% |
69% |
True |
False |
2,592 |
10 |
53.27 |
51.17 |
2.10 |
4.0% |
0.16 |
0.3% |
76% |
True |
False |
1,661 |
20 |
53.27 |
50.16 |
3.11 |
5.9% |
0.10 |
0.2% |
84% |
True |
False |
1,346 |
40 |
53.27 |
49.85 |
3.42 |
6.5% |
0.10 |
0.2% |
85% |
True |
False |
1,431 |
60 |
53.27 |
47.96 |
5.31 |
10.1% |
0.10 |
0.2% |
90% |
True |
False |
1,278 |
80 |
53.27 |
47.96 |
5.31 |
10.1% |
0.09 |
0.2% |
90% |
True |
False |
1,237 |
100 |
53.27 |
46.00 |
7.27 |
13.8% |
0.08 |
0.2% |
93% |
True |
False |
1,147 |
120 |
53.27 |
46.00 |
7.27 |
13.8% |
0.07 |
0.1% |
93% |
True |
False |
1,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.44 |
2.618 |
54.61 |
1.618 |
54.10 |
1.000 |
53.78 |
0.618 |
53.59 |
HIGH |
53.27 |
0.618 |
53.08 |
0.500 |
53.02 |
0.382 |
52.95 |
LOW |
52.76 |
0.618 |
52.44 |
1.000 |
52.25 |
1.618 |
51.93 |
2.618 |
51.42 |
4.250 |
50.59 |
|
|
Fisher Pivots for day following 31-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
53.02 |
52.97 |
PP |
52.93 |
52.90 |
S1 |
52.85 |
52.83 |
|