NYMEX Light Sweet Crude Oil Future November 2017
| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
50.27 |
50.72 |
0.45 |
0.9% |
48.15 |
| High |
51.11 |
50.81 |
-0.30 |
-0.6% |
50.88 |
| Low |
50.13 |
50.07 |
-0.06 |
-0.1% |
47.59 |
| Close |
50.69 |
50.55 |
-0.14 |
-0.3% |
50.44 |
| Range |
0.98 |
0.74 |
-0.24 |
-24.5% |
3.29 |
| ATR |
1.16 |
1.13 |
-0.03 |
-2.6% |
0.00 |
| Volume |
754,413 |
580,569 |
-173,844 |
-23.0% |
1,727,561 |
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.70 |
52.36 |
50.96 |
|
| R3 |
51.96 |
51.62 |
50.75 |
|
| R2 |
51.22 |
51.22 |
50.69 |
|
| R1 |
50.88 |
50.88 |
50.62 |
50.68 |
| PP |
50.48 |
50.48 |
50.48 |
50.38 |
| S1 |
50.14 |
50.14 |
50.48 |
49.94 |
| S2 |
49.74 |
49.74 |
50.41 |
|
| S3 |
49.00 |
49.40 |
50.35 |
|
| S4 |
48.26 |
48.66 |
50.14 |
|
|
| 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 |
49.68 |
1.43 |
2.8% |
0.94 |
1.9% |
61% |
False |
False |
606,197 |
| 10 |
51.11 |
47.59 |
3.52 |
7.0% |
1.10 |
2.2% |
84% |
False |
False |
469,946 |
| 20 |
51.11 |
46.14 |
4.97 |
9.8% |
1.12 |
2.2% |
89% |
False |
False |
372,893 |
| 40 |
51.11 |
46.14 |
4.97 |
9.8% |
1.16 |
2.3% |
89% |
False |
False |
233,454 |
| 60 |
51.11 |
44.26 |
6.85 |
13.6% |
1.21 |
2.4% |
92% |
False |
False |
168,562 |
| 80 |
51.11 |
42.80 |
8.31 |
16.4% |
1.22 |
2.4% |
93% |
False |
False |
134,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.96 |
|
2.618 |
52.75 |
|
1.618 |
52.01 |
|
1.000 |
51.55 |
|
0.618 |
51.27 |
|
HIGH |
50.81 |
|
0.618 |
50.53 |
|
0.500 |
50.44 |
|
0.382 |
50.35 |
|
LOW |
50.07 |
|
0.618 |
49.61 |
|
1.000 |
49.33 |
|
1.618 |
48.87 |
|
2.618 |
48.13 |
|
4.250 |
46.93 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.51 |
50.51 |
| PP |
50.48 |
50.46 |
| S1 |
50.44 |
50.42 |
|