NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 19-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
49.85 |
49.91 |
0.06 |
0.1% |
47.58 |
| High |
50.33 |
50.42 |
0.09 |
0.2% |
50.50 |
| Low |
49.19 |
49.33 |
0.14 |
0.3% |
47.00 |
| Close |
49.91 |
49.48 |
-0.43 |
-0.9% |
49.89 |
| Range |
1.14 |
1.09 |
-0.05 |
-4.4% |
3.50 |
| ATR |
1.20 |
1.19 |
-0.01 |
-0.7% |
0.00 |
| Volume |
189,605 |
143,379 |
-46,226 |
-24.4% |
3,300,065 |
|
| Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.01 |
52.34 |
50.08 |
|
| R3 |
51.92 |
51.25 |
49.78 |
|
| R2 |
50.83 |
50.83 |
49.68 |
|
| R1 |
50.16 |
50.16 |
49.58 |
49.95 |
| PP |
49.74 |
49.74 |
49.74 |
49.64 |
| S1 |
49.07 |
49.07 |
49.38 |
48.86 |
| S2 |
48.65 |
48.65 |
49.28 |
|
| S3 |
47.56 |
47.98 |
49.18 |
|
| S4 |
46.47 |
46.89 |
48.88 |
|
|
| 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 |
48.12 |
2.38 |
4.8% |
1.12 |
2.3% |
57% |
False |
False |
436,508 |
| 10 |
50.50 |
47.00 |
3.50 |
7.1% |
1.12 |
2.3% |
71% |
False |
False |
596,828 |
| 20 |
50.50 |
45.58 |
4.92 |
9.9% |
1.18 |
2.4% |
79% |
False |
False |
713,315 |
| 40 |
50.51 |
45.58 |
4.93 |
10.0% |
1.23 |
2.5% |
79% |
False |
False |
498,990 |
| 60 |
50.51 |
43.13 |
7.38 |
14.9% |
1.25 |
2.5% |
86% |
False |
False |
354,555 |
| 80 |
50.82 |
42.51 |
8.31 |
16.8% |
1.26 |
2.5% |
84% |
False |
False |
277,028 |
| 100 |
52.50 |
42.51 |
9.99 |
20.2% |
1.28 |
2.6% |
70% |
False |
False |
227,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.05 |
|
2.618 |
53.27 |
|
1.618 |
52.18 |
|
1.000 |
51.51 |
|
0.618 |
51.09 |
|
HIGH |
50.42 |
|
0.618 |
50.00 |
|
0.500 |
49.88 |
|
0.382 |
49.75 |
|
LOW |
49.33 |
|
0.618 |
48.66 |
|
1.000 |
48.24 |
|
1.618 |
47.57 |
|
2.618 |
46.48 |
|
4.250 |
44.70 |
|
|
| Fisher Pivots for day following 19-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.88 |
49.81 |
| PP |
49.74 |
49.70 |
| S1 |
49.61 |
49.59 |
|