NYMEX Light Sweet Crude Oil Future November 2017
| Trading Metrics calculated at close of trading on 16-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
50.73 |
51.43 |
0.70 |
1.4% |
49.25 |
| High |
51.72 |
52.37 |
0.65 |
1.3% |
51.72 |
| Low |
50.70 |
51.35 |
0.65 |
1.3% |
49.13 |
| Close |
51.45 |
51.87 |
0.42 |
0.8% |
51.45 |
| Range |
1.02 |
1.02 |
0.00 |
0.0% |
2.59 |
| ATR |
1.12 |
1.11 |
-0.01 |
-0.6% |
0.00 |
| Volume |
667,497 |
520,725 |
-146,772 |
-22.0% |
3,218,636 |
|
| Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.92 |
54.42 |
52.43 |
|
| R3 |
53.90 |
53.40 |
52.15 |
|
| R2 |
52.88 |
52.88 |
52.06 |
|
| R1 |
52.38 |
52.38 |
51.96 |
52.63 |
| PP |
51.86 |
51.86 |
51.86 |
51.99 |
| S1 |
51.36 |
51.36 |
51.78 |
51.61 |
| S2 |
50.84 |
50.84 |
51.68 |
|
| S3 |
49.82 |
50.34 |
51.59 |
|
| S4 |
48.80 |
49.32 |
51.31 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.54 |
57.58 |
52.87 |
|
| R3 |
55.95 |
54.99 |
52.16 |
|
| R2 |
53.36 |
53.36 |
51.92 |
|
| R1 |
52.40 |
52.40 |
51.69 |
52.88 |
| PP |
50.77 |
50.77 |
50.77 |
51.01 |
| S1 |
49.81 |
49.81 |
51.21 |
50.29 |
| S2 |
48.18 |
48.18 |
50.98 |
|
| S3 |
45.59 |
47.22 |
50.74 |
|
| S4 |
43.00 |
44.63 |
50.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.37 |
49.54 |
2.83 |
5.5% |
1.07 |
2.1% |
82% |
True |
False |
646,856 |
| 10 |
52.37 |
49.10 |
3.27 |
6.3% |
1.06 |
2.0% |
85% |
True |
False |
619,843 |
| 20 |
52.86 |
49.10 |
3.76 |
7.2% |
1.07 |
2.1% |
74% |
False |
False |
637,892 |
| 40 |
52.86 |
46.14 |
6.72 |
13.0% |
1.11 |
2.1% |
85% |
False |
False |
464,609 |
| 60 |
52.86 |
45.83 |
7.03 |
13.6% |
1.15 |
2.2% |
86% |
False |
False |
337,155 |
| 80 |
52.86 |
43.26 |
9.60 |
18.5% |
1.18 |
2.3% |
90% |
False |
False |
260,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.71 |
|
2.618 |
55.04 |
|
1.618 |
54.02 |
|
1.000 |
53.39 |
|
0.618 |
53.00 |
|
HIGH |
52.37 |
|
0.618 |
51.98 |
|
0.500 |
51.86 |
|
0.382 |
51.74 |
|
LOW |
51.35 |
|
0.618 |
50.72 |
|
1.000 |
50.33 |
|
1.618 |
49.70 |
|
2.618 |
48.68 |
|
4.250 |
47.02 |
|
|
| Fisher Pivots for day following 16-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.87 |
51.67 |
| PP |
51.86 |
51.46 |
| S1 |
51.86 |
51.26 |
|