NYMEX Light Sweet Crude Oil Future January 2018
| 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 |
58.05 |
58.95 |
0.90 |
1.6% |
56.80 |
| High |
59.05 |
58.99 |
-0.06 |
-0.1% |
59.05 |
| Low |
57.75 |
57.55 |
-0.20 |
-0.3% |
55.75 |
| Close |
58.95 |
58.11 |
-0.84 |
-1.4% |
58.95 |
| Range |
1.30 |
1.44 |
0.14 |
10.8% |
3.30 |
| ATR |
1.12 |
1.14 |
0.02 |
2.0% |
0.00 |
| Volume |
577,826 |
690,078 |
112,252 |
19.4% |
2,627,544 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.54 |
61.76 |
58.90 |
|
| R3 |
61.10 |
60.32 |
58.51 |
|
| R2 |
59.66 |
59.66 |
58.37 |
|
| R1 |
58.88 |
58.88 |
58.24 |
58.55 |
| PP |
58.22 |
58.22 |
58.22 |
58.05 |
| S1 |
57.44 |
57.44 |
57.98 |
57.11 |
| S2 |
56.78 |
56.78 |
57.85 |
|
| S3 |
55.34 |
56.00 |
57.71 |
|
| S4 |
53.90 |
54.56 |
57.32 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.82 |
66.68 |
60.77 |
|
| R3 |
64.52 |
63.38 |
59.86 |
|
| R2 |
61.22 |
61.22 |
59.56 |
|
| R1 |
60.08 |
60.08 |
59.25 |
60.65 |
| PP |
57.92 |
57.92 |
57.92 |
58.20 |
| S1 |
56.78 |
56.78 |
58.65 |
57.35 |
| S2 |
54.62 |
54.62 |
58.35 |
|
| S3 |
51.32 |
53.48 |
58.04 |
|
| S4 |
48.02 |
50.18 |
57.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
59.05 |
55.75 |
3.30 |
5.7% |
1.19 |
2.0% |
72% |
False |
False |
663,524 |
| 10 |
59.05 |
55.00 |
4.05 |
7.0% |
1.15 |
2.0% |
77% |
False |
False |
544,951 |
| 20 |
59.05 |
53.96 |
5.09 |
8.8% |
1.13 |
1.9% |
82% |
False |
False |
370,017 |
| 40 |
59.05 |
49.73 |
9.32 |
16.0% |
1.08 |
1.9% |
90% |
False |
False |
236,640 |
| 60 |
59.05 |
48.50 |
10.55 |
18.2% |
1.04 |
1.8% |
91% |
False |
False |
181,314 |
| 80 |
59.05 |
46.95 |
12.10 |
20.8% |
1.07 |
1.8% |
92% |
False |
False |
150,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.11 |
|
2.618 |
62.76 |
|
1.618 |
61.32 |
|
1.000 |
60.43 |
|
0.618 |
59.88 |
|
HIGH |
58.99 |
|
0.618 |
58.44 |
|
0.500 |
58.27 |
|
0.382 |
58.10 |
|
LOW |
57.55 |
|
0.618 |
56.66 |
|
1.000 |
56.11 |
|
1.618 |
55.22 |
|
2.618 |
53.78 |
|
4.250 |
51.43 |
|
|
| Fisher Pivots for day following 27-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
58.27 |
58.09 |
| PP |
58.22 |
58.06 |
| S1 |
58.16 |
58.04 |
|