NYMEX Light Sweet Crude Oil Future January 2019
| 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 |
52.67 |
52.69 |
0.02 |
0.0% |
51.35 |
| High |
52.67 |
52.81 |
0.14 |
0.3% |
52.67 |
| Low |
52.67 |
52.69 |
0.02 |
0.0% |
51.28 |
| Close |
52.67 |
52.81 |
0.14 |
0.3% |
52.67 |
| Range |
0.00 |
0.12 |
0.12 |
|
1.39 |
| ATR |
0.40 |
0.38 |
-0.02 |
-4.6% |
0.00 |
| Volume |
1,962 |
3,270 |
1,308 |
66.7% |
6,295 |
|
| Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.13 |
53.09 |
52.88 |
|
| R3 |
53.01 |
52.97 |
52.84 |
|
| R2 |
52.89 |
52.89 |
52.83 |
|
| R1 |
52.85 |
52.85 |
52.82 |
52.87 |
| PP |
52.77 |
52.77 |
52.77 |
52.78 |
| S1 |
52.73 |
52.73 |
52.80 |
52.75 |
| S2 |
52.65 |
52.65 |
52.79 |
|
| S3 |
52.53 |
52.61 |
52.78 |
|
| S4 |
52.41 |
52.49 |
52.74 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.38 |
55.91 |
53.43 |
|
| R3 |
54.99 |
54.52 |
53.05 |
|
| R2 |
53.60 |
53.60 |
52.92 |
|
| R1 |
53.13 |
53.13 |
52.80 |
53.37 |
| PP |
52.21 |
52.21 |
52.21 |
52.32 |
| S1 |
51.74 |
51.74 |
52.54 |
51.98 |
| S2 |
50.82 |
50.82 |
52.42 |
|
| S3 |
49.43 |
50.35 |
52.29 |
|
| S4 |
48.04 |
48.96 |
51.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.81 |
51.28 |
1.53 |
2.9% |
0.20 |
0.4% |
100% |
True |
False |
1,763 |
| 10 |
52.81 |
51.17 |
1.64 |
3.1% |
0.14 |
0.3% |
100% |
True |
False |
1,268 |
| 20 |
52.81 |
50.16 |
2.65 |
5.0% |
0.07 |
0.1% |
100% |
True |
False |
1,141 |
| 40 |
52.81 |
49.85 |
2.96 |
5.6% |
0.10 |
0.2% |
100% |
True |
False |
1,334 |
| 60 |
52.81 |
47.96 |
4.85 |
9.2% |
0.09 |
0.2% |
100% |
True |
False |
1,219 |
| 80 |
52.81 |
47.73 |
5.08 |
9.6% |
0.08 |
0.2% |
100% |
True |
False |
1,202 |
| 100 |
52.81 |
46.00 |
6.81 |
12.9% |
0.08 |
0.1% |
100% |
True |
False |
1,100 |
| 120 |
52.81 |
46.00 |
6.81 |
12.9% |
0.07 |
0.1% |
100% |
True |
False |
968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.32 |
|
2.618 |
53.12 |
|
1.618 |
53.00 |
|
1.000 |
52.93 |
|
0.618 |
52.88 |
|
HIGH |
52.81 |
|
0.618 |
52.76 |
|
0.500 |
52.75 |
|
0.382 |
52.74 |
|
LOW |
52.69 |
|
0.618 |
52.62 |
|
1.000 |
52.57 |
|
1.618 |
52.50 |
|
2.618 |
52.38 |
|
4.250 |
52.18 |
|
|
| Fisher Pivots for day following 30-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
52.79 |
52.62 |
| PP |
52.77 |
52.42 |
| S1 |
52.75 |
52.23 |
|