NYMEX Light Sweet Crude Oil Future January 2018
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Nov-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Nov-2017 | 
                    30-Nov-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        57.73 | 
                        57.41 | 
                        -0.32 | 
                        -0.6% | 
                        56.80 | 
                     
                    
                        | High | 
                        58.30 | 
                        57.98 | 
                        -0.32 | 
                        -0.5% | 
                        59.05 | 
                     
                    
                        | Low | 
                        56.75 | 
                        56.82 | 
                        0.07 | 
                        0.1% | 
                        55.75 | 
                     
                    
                        | Close | 
                        57.30 | 
                        57.40 | 
                        0.10 | 
                        0.2% | 
                        58.95 | 
                     
                    
                        | Range | 
                        1.55 | 
                        1.16 | 
                        -0.39 | 
                        -25.2% | 
                        3.30 | 
                     
                    
                        | ATR | 
                        1.14 | 
                        1.14 | 
                        0.00 | 
                        0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        741,564 | 
                        735,128 | 
                        -6,436 | 
                        -0.9% | 
                        2,627,544 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Nov-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                60.88 | 
                60.30 | 
                58.04 | 
                 | 
             
            
                | R3 | 
                59.72 | 
                59.14 | 
                57.72 | 
                 | 
             
            
                | R2 | 
                58.56 | 
                58.56 | 
                57.61 | 
                 | 
             
            
                | R1 | 
                57.98 | 
                57.98 | 
                57.51 | 
                57.69 | 
             
            
                | PP | 
                57.40 | 
                57.40 | 
                57.40 | 
                57.26 | 
             
            
                | S1 | 
                56.82 | 
                56.82 | 
                57.29 | 
                56.53 | 
             
            
                | S2 | 
                56.24 | 
                56.24 | 
                57.19 | 
                 | 
             
            
                | S3 | 
                55.08 | 
                55.66 | 
                57.08 | 
                 | 
             
            
                | S4 | 
                53.92 | 
                54.50 | 
                56.76 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                56.75 | 
                2.30 | 
                4.0% | 
                1.23 | 
                2.1% | 
                28% | 
                False | 
                False | 
                658,224 | 
                 
                
                | 10 | 
                59.05 | 
                55.15 | 
                3.90 | 
                6.8% | 
                1.15 | 
                2.0% | 
                58% | 
                False | 
                False | 
                651,464 | 
                 
                
                | 20 | 
                59.05 | 
                54.19 | 
                4.86 | 
                8.5% | 
                1.15 | 
                2.0% | 
                66% | 
                False | 
                False | 
                449,213 | 
                 
                
                | 40 | 
                59.05 | 
                49.73 | 
                9.32 | 
                16.2% | 
                1.09 | 
                1.9% | 
                82% | 
                False | 
                False | 
                282,827 | 
                 
                
                | 60 | 
                59.05 | 
                48.50 | 
                10.55 | 
                18.4% | 
                1.05 | 
                1.8% | 
                84% | 
                False | 
                False | 
                210,398 | 
                 
                
                | 80 | 
                59.05 | 
                46.95 | 
                12.10 | 
                21.1% | 
                1.07 | 
                1.9% | 
                86% | 
                False | 
                False | 
                174,337 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            62.91 | 
         
        
            | 
2.618             | 
            61.02 | 
         
        
            | 
1.618             | 
            59.86 | 
         
        
            | 
1.000             | 
            59.14 | 
         
        
            | 
0.618             | 
            58.70 | 
         
        
            | 
HIGH             | 
            57.98 | 
         
        
            | 
0.618             | 
            57.54 | 
         
        
            | 
0.500             | 
            57.40 | 
         
        
            | 
0.382             | 
            57.26 | 
         
        
            | 
LOW             | 
            56.82 | 
         
        
            | 
0.618             | 
            56.10 | 
         
        
            | 
1.000             | 
            55.66 | 
         
        
            | 
1.618             | 
            54.94 | 
         
        
            | 
2.618             | 
            53.78 | 
         
        
            | 
4.250             | 
            51.89 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Nov-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                57.40 | 
                                57.53 | 
                             
                            
                                | PP | 
                                57.40 | 
                                57.48 | 
                             
                            
                                | S1 | 
                                57.40 | 
                                57.44 | 
                             
             
         |