NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 20-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
54.48 |
54.21 |
-0.27 |
-0.5% |
55.29 |
High |
54.48 |
54.21 |
-0.27 |
-0.5% |
55.29 |
Low |
54.48 |
53.94 |
-0.54 |
-1.0% |
53.74 |
Close |
54.48 |
54.21 |
-0.27 |
-0.5% |
54.48 |
Range |
0.00 |
0.27 |
0.27 |
|
1.55 |
ATR |
0.43 |
0.44 |
0.01 |
1.8% |
0.00 |
Volume |
2,364 |
1,551 |
-813 |
-34.4% |
8,401 |
|
Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.93 |
54.84 |
54.36 |
|
R3 |
54.66 |
54.57 |
54.28 |
|
R2 |
54.39 |
54.39 |
54.26 |
|
R1 |
54.30 |
54.30 |
54.23 |
54.35 |
PP |
54.12 |
54.12 |
54.12 |
54.14 |
S1 |
54.03 |
54.03 |
54.19 |
54.08 |
S2 |
53.85 |
53.85 |
54.16 |
|
S3 |
53.58 |
53.76 |
54.14 |
|
S4 |
53.31 |
53.49 |
54.06 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.15 |
58.37 |
55.33 |
|
R3 |
57.60 |
56.82 |
54.91 |
|
R2 |
56.05 |
56.05 |
54.76 |
|
R1 |
55.27 |
55.27 |
54.62 |
54.89 |
PP |
54.50 |
54.50 |
54.50 |
54.31 |
S1 |
53.72 |
53.72 |
54.34 |
53.34 |
S2 |
52.95 |
52.95 |
54.20 |
|
S3 |
51.40 |
52.17 |
54.05 |
|
S4 |
49.85 |
50.62 |
53.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.48 |
53.74 |
0.74 |
1.4% |
0.07 |
0.1% |
64% |
False |
False |
1,871 |
10 |
55.29 |
53.74 |
1.55 |
2.9% |
0.07 |
0.1% |
30% |
False |
False |
1,887 |
20 |
55.29 |
51.28 |
4.01 |
7.4% |
0.18 |
0.3% |
73% |
False |
False |
2,285 |
40 |
55.29 |
50.16 |
5.13 |
9.5% |
0.12 |
0.2% |
79% |
False |
False |
1,791 |
60 |
55.29 |
48.43 |
6.86 |
12.7% |
0.13 |
0.2% |
84% |
False |
False |
1,584 |
80 |
55.29 |
47.96 |
7.33 |
13.5% |
0.10 |
0.2% |
85% |
False |
False |
1,450 |
100 |
55.29 |
47.32 |
7.97 |
14.7% |
0.10 |
0.2% |
86% |
False |
False |
1,385 |
120 |
55.29 |
46.00 |
9.29 |
17.1% |
0.09 |
0.2% |
88% |
False |
False |
1,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.36 |
2.618 |
54.92 |
1.618 |
54.65 |
1.000 |
54.48 |
0.618 |
54.38 |
HIGH |
54.21 |
0.618 |
54.11 |
0.500 |
54.08 |
0.382 |
54.04 |
LOW |
53.94 |
0.618 |
53.77 |
1.000 |
53.67 |
1.618 |
53.50 |
2.618 |
53.23 |
4.250 |
52.79 |
|
|
Fisher Pivots for day following 20-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
54.17 |
54.18 |
PP |
54.12 |
54.14 |
S1 |
54.08 |
54.11 |
|