NYMEX Light Sweet Crude Oil Future January 2018
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Nov-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Nov-2017 | 
                    22-Nov-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        56.38 | 
                        57.12 | 
                        0.74 | 
                        1.3% | 
                        57.16 | 
                     
                    
                        | High | 
                        57.22 | 
                        58.15 | 
                        0.93 | 
                        1.6% | 
                        57.37 | 
                     
                    
                        | Low | 
                        56.32 | 
                        57.03 | 
                        0.71 | 
                        1.3% | 
                        55.00 | 
                     
                    
                        | Close | 
                        56.83 | 
                        58.02 | 
                        1.19 | 
                        2.1% | 
                        56.71 | 
                     
                    
                        | Range | 
                        0.90 | 
                        1.12 | 
                        0.22 | 
                        24.4% | 
                        2.37 | 
                     
                    
                        | ATR | 
                        1.09 | 
                        1.11 | 
                        0.02 | 
                        1.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        619,066 | 
                        837,411 | 
                        218,345 | 
                        35.3% | 
                        2,131,897 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Nov-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                61.09 | 
                60.68 | 
                58.64 | 
                 | 
             
            
                | R3 | 
                59.97 | 
                59.56 | 
                58.33 | 
                 | 
             
            
                | R2 | 
                58.85 | 
                58.85 | 
                58.23 | 
                 | 
             
            
                | R1 | 
                58.44 | 
                58.44 | 
                58.12 | 
                58.65 | 
             
            
                | PP | 
                57.73 | 
                57.73 | 
                57.73 | 
                57.84 | 
             
            
                | S1 | 
                57.32 | 
                57.32 | 
                57.92 | 
                57.53 | 
             
            
                | S2 | 
                56.61 | 
                56.61 | 
                57.81 | 
                 | 
             
            
                | S3 | 
                55.49 | 
                56.20 | 
                57.71 | 
                 | 
             
            
                | S4 | 
                54.37 | 
                55.08 | 
                57.40 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Nov-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                63.47 | 
                62.46 | 
                58.01 | 
                 | 
             
            
                | R3 | 
                61.10 | 
                60.09 | 
                57.36 | 
                 | 
             
            
                | R2 | 
                58.73 | 
                58.73 | 
                57.14 | 
                 | 
             
            
                | R1 | 
                57.72 | 
                57.72 | 
                56.93 | 
                57.04 | 
             
            
                | PP | 
                56.36 | 
                56.36 | 
                56.36 | 
                56.02 | 
             
            
                | S1 | 
                55.35 | 
                55.35 | 
                56.49 | 
                54.67 | 
             
            
                | S2 | 
                53.99 | 
                53.99 | 
                56.28 | 
                 | 
             
            
                | S3 | 
                51.62 | 
                52.98 | 
                56.06 | 
                 | 
             
            
                | S4 | 
                49.25 | 
                50.61 | 
                55.41 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                58.15 | 
                55.15 | 
                3.00 | 
                5.2% | 
                1.06 | 
                1.8% | 
                96% | 
                True | 
                False | 
                644,704 | 
                 
                
                | 10 | 
                58.15 | 
                55.00 | 
                3.15 | 
                5.4% | 
                1.04 | 
                1.8% | 
                96% | 
                True | 
                False | 
                462,420 | 
                 
                
                | 20 | 
                58.15 | 
                52.16 | 
                5.99 | 
                10.3% | 
                1.13 | 
                1.9% | 
                98% | 
                True | 
                False | 
                323,689 | 
                 
                
                | 40 | 
                58.15 | 
                49.73 | 
                8.42 | 
                14.5% | 
                1.06 | 
                1.8% | 
                98% | 
                True | 
                False | 
                208,121 | 
                 
                
                | 60 | 
                58.15 | 
                46.95 | 
                11.20 | 
                19.3% | 
                1.05 | 
                1.8% | 
                99% | 
                True | 
                False | 
                164,503 | 
                 
                
                | 80 | 
                58.15 | 
                46.95 | 
                11.20 | 
                19.3% | 
                1.06 | 
                1.8% | 
                99% | 
                True | 
                False | 
                135,660 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            62.91 | 
         
        
            | 
2.618             | 
            61.08 | 
         
        
            | 
1.618             | 
            59.96 | 
         
        
            | 
1.000             | 
            59.27 | 
         
        
            | 
0.618             | 
            58.84 | 
         
        
            | 
HIGH             | 
            58.15 | 
         
        
            | 
0.618             | 
            57.72 | 
         
        
            | 
0.500             | 
            57.59 | 
         
        
            | 
0.382             | 
            57.46 | 
         
        
            | 
LOW             | 
            57.03 | 
         
        
            | 
0.618             | 
            56.34 | 
         
        
            | 
1.000             | 
            55.91 | 
         
        
            | 
1.618             | 
            55.22 | 
         
        
            | 
2.618             | 
            54.10 | 
         
        
            | 
4.250             | 
            52.27 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Nov-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                57.88 | 
                                57.66 | 
                             
                            
                                | PP | 
                                57.73 | 
                                57.31 | 
                             
                            
                                | S1 | 
                                57.59 | 
                                56.95 | 
                             
             
         |