NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 01-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
53.27 |
53.29 |
0.02 |
0.0% |
51.35 |
High |
53.27 |
53.29 |
0.02 |
0.0% |
52.67 |
Low |
52.76 |
52.48 |
-0.28 |
-0.5% |
51.28 |
Close |
52.76 |
52.48 |
-0.28 |
-0.5% |
52.67 |
Range |
0.51 |
0.81 |
0.30 |
58.8% |
1.39 |
ATR |
0.39 |
0.42 |
0.03 |
7.7% |
0.00 |
Volume |
4,961 |
3,917 |
-1,044 |
-21.0% |
6,295 |
|
Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.18 |
54.64 |
52.93 |
|
R3 |
54.37 |
53.83 |
52.70 |
|
R2 |
53.56 |
53.56 |
52.63 |
|
R1 |
53.02 |
53.02 |
52.55 |
52.89 |
PP |
52.75 |
52.75 |
52.75 |
52.68 |
S1 |
52.21 |
52.21 |
52.41 |
52.08 |
S2 |
51.94 |
51.94 |
52.33 |
|
S3 |
51.13 |
51.40 |
52.26 |
|
S4 |
50.32 |
50.59 |
52.03 |
|
|
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 |
53.29 |
51.65 |
1.64 |
3.1% |
0.36 |
0.7% |
51% |
True |
False |
3,143 |
10 |
53.29 |
51.17 |
2.12 |
4.0% |
0.24 |
0.5% |
62% |
True |
False |
1,975 |
20 |
53.29 |
50.16 |
3.13 |
6.0% |
0.14 |
0.3% |
74% |
True |
False |
1,478 |
40 |
53.29 |
49.85 |
3.44 |
6.6% |
0.12 |
0.2% |
76% |
True |
False |
1,491 |
60 |
53.29 |
47.96 |
5.33 |
10.2% |
0.11 |
0.2% |
85% |
True |
False |
1,337 |
80 |
53.29 |
47.96 |
5.33 |
10.2% |
0.10 |
0.2% |
85% |
True |
False |
1,280 |
100 |
53.29 |
46.00 |
7.29 |
13.9% |
0.09 |
0.2% |
89% |
True |
False |
1,184 |
120 |
53.29 |
46.00 |
7.29 |
13.9% |
0.08 |
0.2% |
89% |
True |
False |
1,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.73 |
2.618 |
55.41 |
1.618 |
54.60 |
1.000 |
54.10 |
0.618 |
53.79 |
HIGH |
53.29 |
0.618 |
52.98 |
0.500 |
52.89 |
0.382 |
52.79 |
LOW |
52.48 |
0.618 |
51.98 |
1.000 |
51.67 |
1.618 |
51.17 |
2.618 |
50.36 |
4.250 |
49.04 |
|
|
Fisher Pivots for day following 01-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
52.89 |
52.89 |
PP |
52.75 |
52.75 |
S1 |
52.62 |
52.62 |
|