NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 06-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
53.46 |
54.47 |
1.01 |
1.9% |
52.69 |
High |
53.46 |
54.66 |
1.20 |
2.2% |
53.46 |
Low |
53.46 |
54.04 |
0.58 |
1.1% |
52.48 |
Close |
53.46 |
54.66 |
1.20 |
2.2% |
53.46 |
Range |
0.00 |
0.62 |
0.62 |
|
0.98 |
ATR |
0.43 |
0.48 |
0.06 |
12.8% |
0.00 |
Volume |
3,653 |
3,635 |
-18 |
-0.5% |
17,649 |
|
Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.31 |
56.11 |
55.00 |
|
R3 |
55.69 |
55.49 |
54.83 |
|
R2 |
55.07 |
55.07 |
54.77 |
|
R1 |
54.87 |
54.87 |
54.72 |
54.97 |
PP |
54.45 |
54.45 |
54.45 |
54.51 |
S1 |
54.25 |
54.25 |
54.60 |
54.35 |
S2 |
53.83 |
53.83 |
54.55 |
|
S3 |
53.21 |
53.63 |
54.49 |
|
S4 |
52.59 |
53.01 |
54.32 |
|
|
Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.07 |
55.75 |
54.00 |
|
R3 |
55.09 |
54.77 |
53.73 |
|
R2 |
54.11 |
54.11 |
53.64 |
|
R1 |
53.79 |
53.79 |
53.55 |
53.95 |
PP |
53.13 |
53.13 |
53.13 |
53.22 |
S1 |
52.81 |
52.81 |
53.37 |
52.97 |
S2 |
52.15 |
52.15 |
53.28 |
|
S3 |
51.17 |
51.83 |
53.19 |
|
S4 |
50.19 |
50.85 |
52.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.66 |
52.48 |
2.18 |
4.0% |
0.39 |
0.7% |
100% |
True |
False |
3,602 |
10 |
54.66 |
51.28 |
3.38 |
6.2% |
0.30 |
0.5% |
100% |
True |
False |
2,683 |
20 |
54.66 |
51.14 |
3.52 |
6.4% |
0.17 |
0.3% |
100% |
True |
False |
1,761 |
40 |
54.66 |
50.16 |
4.50 |
8.2% |
0.13 |
0.2% |
100% |
True |
False |
1,609 |
60 |
54.66 |
47.96 |
6.70 |
12.3% |
0.12 |
0.2% |
100% |
True |
False |
1,446 |
80 |
54.66 |
47.96 |
6.70 |
12.3% |
0.10 |
0.2% |
100% |
True |
False |
1,358 |
100 |
54.66 |
46.00 |
8.66 |
15.8% |
0.09 |
0.2% |
100% |
True |
False |
1,264 |
120 |
54.66 |
46.00 |
8.66 |
15.8% |
0.09 |
0.2% |
100% |
True |
False |
1,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.30 |
2.618 |
56.28 |
1.618 |
55.66 |
1.000 |
55.28 |
0.618 |
55.04 |
HIGH |
54.66 |
0.618 |
54.42 |
0.500 |
54.35 |
0.382 |
54.28 |
LOW |
54.04 |
0.618 |
53.66 |
1.000 |
53.42 |
1.618 |
53.04 |
2.618 |
52.42 |
4.250 |
51.41 |
|
|
Fisher Pivots for day following 06-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
54.56 |
54.33 |
PP |
54.45 |
54.01 |
S1 |
54.35 |
53.68 |
|