NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
48.34 |
49.31 |
0.97 |
2.0% |
47.28 |
| High |
49.40 |
50.50 |
1.10 |
2.2% |
49.42 |
| Low |
48.12 |
49.15 |
1.03 |
2.1% |
47.15 |
| Close |
49.30 |
49.89 |
0.59 |
1.2% |
47.48 |
| Range |
1.28 |
1.35 |
0.07 |
5.5% |
2.27 |
| ATR |
1.24 |
1.24 |
0.01 |
0.7% |
0.00 |
| Volume |
706,925 |
709,035 |
2,110 |
0.3% |
3,078,045 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.90 |
53.24 |
50.63 |
|
| R3 |
52.55 |
51.89 |
50.26 |
|
| R2 |
51.20 |
51.20 |
50.14 |
|
| R1 |
50.54 |
50.54 |
50.01 |
50.87 |
| PP |
49.85 |
49.85 |
49.85 |
50.01 |
| S1 |
49.19 |
49.19 |
49.77 |
49.52 |
| S2 |
48.50 |
48.50 |
49.64 |
|
| S3 |
47.15 |
47.84 |
49.52 |
|
| S4 |
45.80 |
46.49 |
49.15 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.83 |
53.42 |
48.73 |
|
| R3 |
52.56 |
51.15 |
48.10 |
|
| R2 |
50.29 |
50.29 |
47.90 |
|
| R1 |
48.88 |
48.88 |
47.69 |
49.59 |
| PP |
48.02 |
48.02 |
48.02 |
48.37 |
| S1 |
46.61 |
46.61 |
47.27 |
47.32 |
| S2 |
45.75 |
45.75 |
47.06 |
|
| S3 |
43.48 |
44.34 |
46.86 |
|
| S4 |
41.21 |
42.07 |
46.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.50 |
47.00 |
3.50 |
7.0% |
1.32 |
2.6% |
83% |
True |
False |
742,045 |
| 10 |
50.50 |
45.58 |
4.92 |
9.9% |
1.27 |
2.5% |
88% |
True |
False |
774,320 |
| 20 |
50.50 |
45.58 |
4.92 |
9.9% |
1.25 |
2.5% |
88% |
True |
False |
777,775 |
| 40 |
50.51 |
45.58 |
4.93 |
9.9% |
1.25 |
2.5% |
87% |
False |
False |
485,799 |
| 60 |
50.51 |
42.51 |
8.00 |
16.0% |
1.27 |
2.5% |
92% |
False |
False |
344,680 |
| 80 |
52.50 |
42.51 |
9.99 |
20.0% |
1.29 |
2.6% |
74% |
False |
False |
268,941 |
| 100 |
52.50 |
42.51 |
9.99 |
20.0% |
1.29 |
2.6% |
74% |
False |
False |
220,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.24 |
|
2.618 |
54.03 |
|
1.618 |
52.68 |
|
1.000 |
51.85 |
|
0.618 |
51.33 |
|
HIGH |
50.50 |
|
0.618 |
49.98 |
|
0.500 |
49.83 |
|
0.382 |
49.67 |
|
LOW |
49.15 |
|
0.618 |
48.32 |
|
1.000 |
47.80 |
|
1.618 |
46.97 |
|
2.618 |
45.62 |
|
4.250 |
43.41 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.87 |
49.63 |
| PP |
49.85 |
49.37 |
| S1 |
49.83 |
49.12 |
|