NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 27-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
54.60 |
55.36 |
0.76 |
1.4% |
54.21 |
High |
55.37 |
55.36 |
-0.01 |
0.0% |
55.37 |
Low |
54.60 |
55.30 |
0.70 |
1.3% |
53.94 |
Close |
55.37 |
55.30 |
-0.07 |
-0.1% |
55.37 |
Range |
0.77 |
0.06 |
-0.71 |
-92.2% |
1.43 |
ATR |
0.47 |
0.44 |
-0.03 |
-6.1% |
0.00 |
Volume |
4,364 |
4,149 |
-215 |
-4.9% |
13,451 |
|
Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.50 |
55.46 |
55.33 |
|
R3 |
55.44 |
55.40 |
55.32 |
|
R2 |
55.38 |
55.38 |
55.31 |
|
R1 |
55.34 |
55.34 |
55.31 |
55.33 |
PP |
55.32 |
55.32 |
55.32 |
55.32 |
S1 |
55.28 |
55.28 |
55.29 |
55.27 |
S2 |
55.26 |
55.26 |
55.29 |
|
S3 |
55.20 |
55.22 |
55.28 |
|
S4 |
55.14 |
55.16 |
55.27 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.18 |
58.71 |
56.16 |
|
R3 |
57.75 |
57.28 |
55.76 |
|
R2 |
56.32 |
56.32 |
55.63 |
|
R1 |
55.85 |
55.85 |
55.50 |
56.09 |
PP |
54.89 |
54.89 |
54.89 |
55.01 |
S1 |
54.42 |
54.42 |
55.24 |
54.66 |
S2 |
53.46 |
53.46 |
55.11 |
|
S3 |
52.03 |
52.99 |
54.98 |
|
S4 |
50.60 |
51.56 |
54.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.37 |
53.94 |
1.43 |
2.6% |
0.30 |
0.5% |
95% |
False |
False |
3,520 |
10 |
55.37 |
53.74 |
1.63 |
2.9% |
0.16 |
0.3% |
96% |
False |
False |
2,600 |
20 |
55.37 |
52.48 |
2.89 |
5.2% |
0.20 |
0.4% |
98% |
False |
False |
2,810 |
40 |
55.37 |
50.16 |
5.21 |
9.4% |
0.14 |
0.3% |
99% |
False |
False |
1,909 |
60 |
55.37 |
49.85 |
5.52 |
10.0% |
0.13 |
0.2% |
99% |
False |
False |
1,778 |
80 |
55.37 |
47.96 |
7.41 |
13.4% |
0.11 |
0.2% |
99% |
False |
False |
1,591 |
100 |
55.37 |
47.32 |
8.05 |
14.6% |
0.10 |
0.2% |
99% |
False |
False |
1,533 |
120 |
55.37 |
46.00 |
9.37 |
16.9% |
0.10 |
0.2% |
99% |
False |
False |
1,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.62 |
2.618 |
55.52 |
1.618 |
55.46 |
1.000 |
55.42 |
0.618 |
55.40 |
HIGH |
55.36 |
0.618 |
55.34 |
0.500 |
55.33 |
0.382 |
55.32 |
LOW |
55.30 |
0.618 |
55.26 |
1.000 |
55.24 |
1.618 |
55.20 |
2.618 |
55.14 |
4.250 |
55.05 |
|
|
Fisher Pivots for day following 27-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
55.33 |
55.20 |
PP |
55.32 |
55.09 |
S1 |
55.31 |
54.99 |
|