NYMEX Light Sweet Crude Oil Future November 2017
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
49.76 |
50.19 |
0.43 |
0.9% |
48.15 |
| High |
50.88 |
50.61 |
-0.27 |
-0.5% |
50.88 |
| Low |
49.57 |
49.88 |
0.31 |
0.6% |
47.59 |
| Close |
50.35 |
50.44 |
0.09 |
0.2% |
50.44 |
| Range |
1.31 |
0.73 |
-0.58 |
-44.3% |
3.29 |
| ATR |
1.19 |
1.16 |
-0.03 |
-2.8% |
0.00 |
| Volume |
463,265 |
396,714 |
-66,551 |
-14.4% |
1,727,561 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.50 |
52.20 |
50.84 |
|
| R3 |
51.77 |
51.47 |
50.64 |
|
| R2 |
51.04 |
51.04 |
50.57 |
|
| R1 |
50.74 |
50.74 |
50.51 |
50.89 |
| PP |
50.31 |
50.31 |
50.31 |
50.39 |
| S1 |
50.01 |
50.01 |
50.37 |
50.16 |
| S2 |
49.58 |
49.58 |
50.31 |
|
| S3 |
48.85 |
49.28 |
50.24 |
|
| S4 |
48.12 |
48.55 |
50.04 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.51 |
58.26 |
52.25 |
|
| R3 |
56.22 |
54.97 |
51.34 |
|
| R2 |
52.93 |
52.93 |
51.04 |
|
| R1 |
51.68 |
51.68 |
50.74 |
52.31 |
| PP |
49.64 |
49.64 |
49.64 |
49.95 |
| S1 |
48.39 |
48.39 |
50.14 |
49.02 |
| S2 |
46.35 |
46.35 |
49.84 |
|
| S3 |
43.06 |
45.10 |
49.54 |
|
| S4 |
39.77 |
41.81 |
48.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.88 |
47.59 |
3.29 |
6.5% |
1.03 |
2.0% |
87% |
False |
False |
345,512 |
| 10 |
50.88 |
47.39 |
3.49 |
6.9% |
1.09 |
2.2% |
87% |
False |
False |
314,116 |
| 20 |
50.88 |
46.14 |
4.74 |
9.4% |
1.19 |
2.4% |
91% |
False |
False |
269,187 |
| 40 |
50.88 |
45.83 |
5.05 |
10.0% |
1.20 |
2.4% |
91% |
False |
False |
173,670 |
| 60 |
50.88 |
42.97 |
7.91 |
15.7% |
1.21 |
2.4% |
94% |
False |
False |
126,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.71 |
|
2.618 |
52.52 |
|
1.618 |
51.79 |
|
1.000 |
51.34 |
|
0.618 |
51.06 |
|
HIGH |
50.61 |
|
0.618 |
50.33 |
|
0.500 |
50.25 |
|
0.382 |
50.16 |
|
LOW |
49.88 |
|
0.618 |
49.43 |
|
1.000 |
49.15 |
|
1.618 |
48.70 |
|
2.618 |
47.97 |
|
4.250 |
46.78 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.38 |
50.21 |
| PP |
50.31 |
49.98 |
| S1 |
50.25 |
49.75 |
|