NYMEX Light Sweet Crude Oil Future December 2017
| Trading Metrics calculated at close of trading on 03-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
54.28 |
54.73 |
0.45 |
0.8% |
54.16 |
| High |
54.84 |
55.76 |
0.92 |
1.7% |
55.76 |
| Low |
53.99 |
54.40 |
0.41 |
0.8% |
53.75 |
| Close |
54.54 |
55.64 |
1.10 |
2.0% |
55.64 |
| Range |
0.85 |
1.36 |
0.51 |
60.0% |
2.01 |
| ATR |
1.04 |
1.07 |
0.02 |
2.2% |
0.00 |
| Volume |
482,846 |
614,159 |
131,313 |
27.2% |
2,830,381 |
|
| Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.35 |
58.85 |
56.39 |
|
| R3 |
57.99 |
57.49 |
56.01 |
|
| R2 |
56.63 |
56.63 |
55.89 |
|
| R1 |
56.13 |
56.13 |
55.76 |
56.38 |
| PP |
55.27 |
55.27 |
55.27 |
55.39 |
| S1 |
54.77 |
54.77 |
55.52 |
55.02 |
| S2 |
53.91 |
53.91 |
55.39 |
|
| S3 |
52.55 |
53.41 |
55.27 |
|
| S4 |
51.19 |
52.05 |
54.89 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.08 |
60.37 |
56.75 |
|
| R3 |
59.07 |
58.36 |
56.19 |
|
| R2 |
57.06 |
57.06 |
56.01 |
|
| R1 |
56.35 |
56.35 |
55.82 |
56.71 |
| PP |
55.05 |
55.05 |
55.05 |
55.23 |
| S1 |
54.34 |
54.34 |
55.46 |
54.70 |
| S2 |
53.04 |
53.04 |
55.27 |
|
| S3 |
51.03 |
52.33 |
55.09 |
|
| S4 |
49.02 |
50.32 |
54.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.76 |
53.75 |
2.01 |
3.6% |
1.03 |
1.9% |
94% |
True |
False |
566,076 |
| 10 |
55.76 |
51.55 |
4.21 |
7.6% |
1.04 |
1.9% |
97% |
True |
False |
613,079 |
| 20 |
55.76 |
49.48 |
6.28 |
11.3% |
1.02 |
1.8% |
98% |
True |
False |
507,911 |
| 40 |
55.76 |
48.09 |
7.67 |
13.8% |
1.03 |
1.8% |
98% |
True |
False |
346,868 |
| 60 |
55.76 |
46.59 |
9.17 |
16.5% |
1.08 |
1.9% |
99% |
True |
False |
283,654 |
| 80 |
55.76 |
46.10 |
9.66 |
17.4% |
1.10 |
2.0% |
99% |
True |
False |
239,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61.54 |
|
2.618 |
59.32 |
|
1.618 |
57.96 |
|
1.000 |
57.12 |
|
0.618 |
56.60 |
|
HIGH |
55.76 |
|
0.618 |
55.24 |
|
0.500 |
55.08 |
|
0.382 |
54.92 |
|
LOW |
54.40 |
|
0.618 |
53.56 |
|
1.000 |
53.04 |
|
1.618 |
52.20 |
|
2.618 |
50.84 |
|
4.250 |
48.62 |
|
|
| Fisher Pivots for day following 03-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
55.45 |
55.37 |
| PP |
55.27 |
55.10 |
| S1 |
55.08 |
54.83 |
|