NYMEX Light Sweet Crude Oil Future November 2017
| Trading Metrics calculated at close of trading on 22-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
50.72 |
50.73 |
0.01 |
0.0% |
50.39 |
| High |
50.81 |
50.78 |
-0.03 |
-0.1% |
51.11 |
| Low |
50.07 |
50.29 |
0.22 |
0.4% |
49.68 |
| Close |
50.55 |
50.66 |
0.11 |
0.2% |
50.66 |
| Range |
0.74 |
0.49 |
-0.25 |
-33.8% |
1.43 |
| ATR |
1.13 |
1.08 |
-0.05 |
-4.0% |
0.00 |
| Volume |
580,569 |
473,795 |
-106,774 |
-18.4% |
3,108,069 |
|
| Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.05 |
51.84 |
50.93 |
|
| R3 |
51.56 |
51.35 |
50.79 |
|
| R2 |
51.07 |
51.07 |
50.75 |
|
| R1 |
50.86 |
50.86 |
50.70 |
50.72 |
| PP |
50.58 |
50.58 |
50.58 |
50.51 |
| S1 |
50.37 |
50.37 |
50.62 |
50.23 |
| S2 |
50.09 |
50.09 |
50.57 |
|
| S3 |
49.60 |
49.88 |
50.53 |
|
| S4 |
49.11 |
49.39 |
50.39 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.77 |
54.15 |
51.45 |
|
| R3 |
53.34 |
52.72 |
51.05 |
|
| R2 |
51.91 |
51.91 |
50.92 |
|
| R1 |
51.29 |
51.29 |
50.79 |
51.60 |
| PP |
50.48 |
50.48 |
50.48 |
50.64 |
| S1 |
49.86 |
49.86 |
50.53 |
50.17 |
| S2 |
49.05 |
49.05 |
50.40 |
|
| S3 |
47.62 |
48.43 |
50.27 |
|
| S4 |
46.19 |
47.00 |
49.87 |
|
|
| 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% |
0.89 |
1.8% |
69% |
False |
False |
621,613 |
| 10 |
51.11 |
47.59 |
3.52 |
6.9% |
0.96 |
1.9% |
87% |
False |
False |
483,563 |
| 20 |
51.11 |
46.14 |
4.97 |
9.8% |
1.08 |
2.1% |
91% |
False |
False |
386,778 |
| 40 |
51.11 |
46.14 |
4.97 |
9.8% |
1.14 |
2.3% |
91% |
False |
False |
243,615 |
| 60 |
51.11 |
44.26 |
6.85 |
13.5% |
1.20 |
2.4% |
93% |
False |
False |
176,037 |
| 80 |
51.11 |
42.80 |
8.31 |
16.4% |
1.20 |
2.4% |
95% |
False |
False |
139,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.86 |
|
2.618 |
52.06 |
|
1.618 |
51.57 |
|
1.000 |
51.27 |
|
0.618 |
51.08 |
|
HIGH |
50.78 |
|
0.618 |
50.59 |
|
0.500 |
50.54 |
|
0.382 |
50.48 |
|
LOW |
50.29 |
|
0.618 |
49.99 |
|
1.000 |
49.80 |
|
1.618 |
49.50 |
|
2.618 |
49.01 |
|
4.250 |
48.21 |
|
|
| Fisher Pivots for day following 22-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.62 |
50.64 |
| PP |
50.58 |
50.61 |
| S1 |
50.54 |
50.59 |
|