NYMEX Light Sweet Crude Oil Future December 2017
| Trading Metrics calculated at close of trading on 30-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
52.80 |
54.16 |
1.36 |
2.6% |
52.07 |
| High |
54.20 |
54.46 |
0.26 |
0.5% |
54.20 |
| Low |
52.25 |
53.75 |
1.50 |
2.9% |
51.55 |
| Close |
53.90 |
54.15 |
0.25 |
0.5% |
53.90 |
| Range |
1.95 |
0.71 |
-1.24 |
-63.6% |
2.65 |
| ATR |
1.07 |
1.05 |
-0.03 |
-2.4% |
0.00 |
| Volume |
730,915 |
565,043 |
-165,872 |
-22.7% |
3,300,417 |
|
| Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.25 |
55.91 |
54.54 |
|
| R3 |
55.54 |
55.20 |
54.35 |
|
| R2 |
54.83 |
54.83 |
54.28 |
|
| R1 |
54.49 |
54.49 |
54.22 |
54.31 |
| PP |
54.12 |
54.12 |
54.12 |
54.03 |
| S1 |
53.78 |
53.78 |
54.08 |
53.60 |
| S2 |
53.41 |
53.41 |
54.02 |
|
| S3 |
52.70 |
53.07 |
53.95 |
|
| S4 |
51.99 |
52.36 |
53.76 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.17 |
60.18 |
55.36 |
|
| R3 |
58.52 |
57.53 |
54.63 |
|
| R2 |
55.87 |
55.87 |
54.39 |
|
| R1 |
54.88 |
54.88 |
54.14 |
55.38 |
| PP |
53.22 |
53.22 |
53.22 |
53.46 |
| S1 |
52.23 |
52.23 |
53.66 |
52.73 |
| S2 |
50.57 |
50.57 |
53.41 |
|
| S3 |
47.92 |
49.58 |
53.17 |
|
| S4 |
45.27 |
46.93 |
52.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.46 |
51.55 |
2.91 |
5.4% |
1.07 |
2.0% |
89% |
True |
False |
656,379 |
| 10 |
54.46 |
50.87 |
3.59 |
6.6% |
1.00 |
1.8% |
91% |
True |
False |
628,926 |
| 20 |
54.46 |
49.44 |
5.02 |
9.3% |
1.02 |
1.9% |
94% |
True |
False |
436,214 |
| 40 |
54.46 |
48.09 |
6.37 |
11.8% |
1.04 |
1.9% |
95% |
True |
False |
308,806 |
| 60 |
54.46 |
46.59 |
7.87 |
14.5% |
1.08 |
2.0% |
96% |
True |
False |
253,898 |
| 80 |
54.46 |
44.52 |
9.94 |
18.4% |
1.11 |
2.1% |
97% |
True |
False |
215,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.48 |
|
2.618 |
56.32 |
|
1.618 |
55.61 |
|
1.000 |
55.17 |
|
0.618 |
54.90 |
|
HIGH |
54.46 |
|
0.618 |
54.19 |
|
0.500 |
54.11 |
|
0.382 |
54.02 |
|
LOW |
53.75 |
|
0.618 |
53.31 |
|
1.000 |
53.04 |
|
1.618 |
52.60 |
|
2.618 |
51.89 |
|
4.250 |
50.73 |
|
|
| Fisher Pivots for day following 30-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
54.14 |
53.83 |
| PP |
54.12 |
53.51 |
| S1 |
54.11 |
53.19 |
|