NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
49.72 |
49.85 |
0.13 |
0.3% |
47.58 |
| High |
50.13 |
50.33 |
0.20 |
0.4% |
50.50 |
| Low |
49.41 |
49.19 |
-0.22 |
-0.4% |
47.00 |
| Close |
49.89 |
49.91 |
0.02 |
0.0% |
49.89 |
| Range |
0.72 |
1.14 |
0.42 |
58.3% |
3.50 |
| ATR |
1.21 |
1.20 |
0.00 |
-0.4% |
0.00 |
| Volume |
433,597 |
189,605 |
-243,992 |
-56.3% |
3,300,065 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.23 |
52.71 |
50.54 |
|
| R3 |
52.09 |
51.57 |
50.22 |
|
| R2 |
50.95 |
50.95 |
50.12 |
|
| R1 |
50.43 |
50.43 |
50.01 |
50.69 |
| PP |
49.81 |
49.81 |
49.81 |
49.94 |
| S1 |
49.29 |
49.29 |
49.81 |
49.55 |
| S2 |
48.67 |
48.67 |
49.70 |
|
| S3 |
47.53 |
48.15 |
49.60 |
|
| S4 |
46.39 |
47.01 |
49.28 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.63 |
58.26 |
51.82 |
|
| R3 |
56.13 |
54.76 |
50.85 |
|
| R2 |
52.63 |
52.63 |
50.53 |
|
| R1 |
51.26 |
51.26 |
50.21 |
51.95 |
| PP |
49.13 |
49.13 |
49.13 |
49.47 |
| S1 |
47.76 |
47.76 |
49.57 |
48.45 |
| S2 |
45.63 |
45.63 |
49.25 |
|
| S3 |
42.13 |
44.26 |
48.93 |
|
| S4 |
38.63 |
40.76 |
47.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.50 |
47.73 |
2.77 |
5.5% |
1.04 |
2.1% |
79% |
False |
False |
543,040 |
| 10 |
50.50 |
47.00 |
3.50 |
7.0% |
1.19 |
2.4% |
83% |
False |
False |
656,771 |
| 20 |
50.50 |
45.58 |
4.92 |
9.9% |
1.21 |
2.4% |
88% |
False |
False |
750,397 |
| 40 |
50.51 |
45.58 |
4.93 |
9.9% |
1.23 |
2.5% |
88% |
False |
False |
497,725 |
| 60 |
50.51 |
43.00 |
7.51 |
15.0% |
1.25 |
2.5% |
92% |
False |
False |
353,254 |
| 80 |
52.50 |
42.51 |
9.99 |
20.0% |
1.29 |
2.6% |
74% |
False |
False |
275,847 |
| 100 |
52.50 |
42.51 |
9.99 |
20.0% |
1.28 |
2.6% |
74% |
False |
False |
226,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.18 |
|
2.618 |
53.31 |
|
1.618 |
52.17 |
|
1.000 |
51.47 |
|
0.618 |
51.03 |
|
HIGH |
50.33 |
|
0.618 |
49.89 |
|
0.500 |
49.76 |
|
0.382 |
49.63 |
|
LOW |
49.19 |
|
0.618 |
48.49 |
|
1.000 |
48.05 |
|
1.618 |
47.35 |
|
2.618 |
46.21 |
|
4.250 |
44.35 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.86 |
49.88 |
| PP |
49.81 |
49.85 |
| S1 |
49.76 |
49.83 |
|