NYMEX Light Sweet Crude Oil Future November 2017
| Trading Metrics calculated at close of trading on 20-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
50.38 |
50.27 |
-0.11 |
-0.2% |
48.15 |
| High |
50.82 |
51.11 |
0.29 |
0.6% |
50.88 |
| Low |
49.73 |
50.13 |
0.40 |
0.8% |
47.59 |
| Close |
49.90 |
50.69 |
0.79 |
1.6% |
50.44 |
| Range |
1.09 |
0.98 |
-0.11 |
-10.1% |
3.29 |
| ATR |
1.16 |
1.16 |
0.00 |
0.3% |
0.00 |
| Volume |
748,119 |
754,413 |
6,294 |
0.8% |
1,727,561 |
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.58 |
53.12 |
51.23 |
|
| R3 |
52.60 |
52.14 |
50.96 |
|
| R2 |
51.62 |
51.62 |
50.87 |
|
| R1 |
51.16 |
51.16 |
50.78 |
51.39 |
| PP |
50.64 |
50.64 |
50.64 |
50.76 |
| S1 |
50.18 |
50.18 |
50.60 |
50.41 |
| S2 |
49.66 |
49.66 |
50.51 |
|
| S3 |
48.68 |
49.20 |
50.42 |
|
| S4 |
47.70 |
48.22 |
50.15 |
|
|
| 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 |
51.11 |
49.57 |
1.54 |
3.0% |
1.06 |
2.1% |
73% |
True |
False |
582,736 |
| 10 |
51.11 |
47.59 |
3.52 |
6.9% |
1.09 |
2.2% |
88% |
True |
False |
437,430 |
| 20 |
51.11 |
46.14 |
4.97 |
9.8% |
1.13 |
2.2% |
92% |
True |
False |
350,588 |
| 40 |
51.11 |
46.14 |
4.97 |
9.8% |
1.16 |
2.3% |
92% |
True |
False |
220,933 |
| 60 |
51.11 |
44.05 |
7.06 |
13.9% |
1.22 |
2.4% |
94% |
True |
False |
159,324 |
| 80 |
51.11 |
42.80 |
8.31 |
16.4% |
1.22 |
2.4% |
95% |
True |
False |
127,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.28 |
|
2.618 |
53.68 |
|
1.618 |
52.70 |
|
1.000 |
52.09 |
|
0.618 |
51.72 |
|
HIGH |
51.11 |
|
0.618 |
50.74 |
|
0.500 |
50.62 |
|
0.382 |
50.50 |
|
LOW |
50.13 |
|
0.618 |
49.52 |
|
1.000 |
49.15 |
|
1.618 |
48.54 |
|
2.618 |
47.56 |
|
4.250 |
45.97 |
|
|
| Fisher Pivots for day following 20-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.67 |
50.59 |
| PP |
50.64 |
50.49 |
| S1 |
50.62 |
50.40 |
|