NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
47.28 |
48.59 |
1.31 |
2.8% |
47.89 |
| High |
48.98 |
49.42 |
0.44 |
0.9% |
48.20 |
| Low |
47.15 |
48.52 |
1.37 |
2.9% |
45.58 |
| Close |
48.66 |
49.16 |
0.50 |
1.0% |
47.29 |
| Range |
1.83 |
0.90 |
-0.93 |
-50.8% |
2.62 |
| ATR |
1.28 |
1.26 |
-0.03 |
-2.1% |
0.00 |
| Volume |
742,808 |
788,963 |
46,155 |
6.2% |
4,511,262 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.73 |
51.35 |
49.66 |
|
| R3 |
50.83 |
50.45 |
49.41 |
|
| R2 |
49.93 |
49.93 |
49.33 |
|
| R1 |
49.55 |
49.55 |
49.24 |
49.74 |
| PP |
49.03 |
49.03 |
49.03 |
49.13 |
| S1 |
48.65 |
48.65 |
49.08 |
48.84 |
| S2 |
48.13 |
48.13 |
49.00 |
|
| S3 |
47.23 |
47.75 |
48.91 |
|
| S4 |
46.33 |
46.85 |
48.67 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.88 |
53.71 |
48.73 |
|
| R3 |
52.26 |
51.09 |
48.01 |
|
| R2 |
49.64 |
49.64 |
47.77 |
|
| R1 |
48.47 |
48.47 |
47.53 |
47.75 |
| PP |
47.02 |
47.02 |
47.02 |
46.66 |
| S1 |
45.85 |
45.85 |
47.05 |
45.13 |
| S2 |
44.40 |
44.40 |
46.81 |
|
| S3 |
41.78 |
43.23 |
46.57 |
|
| S4 |
39.16 |
40.61 |
45.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.42 |
45.58 |
3.84 |
7.8% |
1.26 |
2.6% |
93% |
True |
False |
845,221 |
| 10 |
49.42 |
45.58 |
3.84 |
7.8% |
1.24 |
2.5% |
93% |
True |
False |
822,260 |
| 20 |
50.35 |
45.58 |
4.77 |
9.7% |
1.26 |
2.6% |
75% |
False |
False |
638,718 |
| 40 |
50.51 |
45.31 |
5.20 |
10.6% |
1.23 |
2.5% |
74% |
False |
False |
388,420 |
| 60 |
50.51 |
42.51 |
8.00 |
16.3% |
1.26 |
2.6% |
83% |
False |
False |
275,540 |
| 80 |
52.50 |
42.51 |
9.99 |
20.3% |
1.29 |
2.6% |
67% |
False |
False |
215,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.25 |
|
2.618 |
51.78 |
|
1.618 |
50.88 |
|
1.000 |
50.32 |
|
0.618 |
49.98 |
|
HIGH |
49.42 |
|
0.618 |
49.08 |
|
0.500 |
48.97 |
|
0.382 |
48.86 |
|
LOW |
48.52 |
|
0.618 |
47.96 |
|
1.000 |
47.62 |
|
1.618 |
47.06 |
|
2.618 |
46.16 |
|
4.250 |
44.70 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.10 |
48.77 |
| PP |
49.03 |
48.38 |
| S1 |
48.97 |
47.99 |
|