NYMEX Light Sweet Crude Oil Future November 2017
| Trading Metrics calculated at close of trading on 18-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
51.93 |
51.94 |
0.01 |
0.0% |
49.25 |
| High |
52.25 |
52.33 |
0.08 |
0.2% |
51.72 |
| Low |
51.21 |
51.69 |
0.48 |
0.9% |
49.13 |
| Close |
51.88 |
52.04 |
0.16 |
0.3% |
51.45 |
| Range |
1.04 |
0.64 |
-0.40 |
-38.5% |
2.59 |
| ATR |
1.11 |
1.07 |
-0.03 |
-3.0% |
0.00 |
| Volume |
471,612 |
152,620 |
-318,992 |
-67.6% |
3,218,636 |
|
| Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.94 |
53.63 |
52.39 |
|
| R3 |
53.30 |
52.99 |
52.22 |
|
| R2 |
52.66 |
52.66 |
52.16 |
|
| R1 |
52.35 |
52.35 |
52.10 |
52.51 |
| PP |
52.02 |
52.02 |
52.02 |
52.10 |
| S1 |
51.71 |
51.71 |
51.98 |
51.87 |
| S2 |
51.38 |
51.38 |
51.92 |
|
| S3 |
50.74 |
51.07 |
51.86 |
|
| S4 |
50.10 |
50.43 |
51.69 |
|
|
| 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 |
50.15 |
2.22 |
4.3% |
0.94 |
1.8% |
85% |
False |
False |
508,345 |
| 10 |
52.37 |
49.10 |
3.27 |
6.3% |
1.08 |
2.1% |
90% |
False |
False |
576,109 |
| 20 |
52.86 |
49.10 |
3.76 |
7.2% |
1.05 |
2.0% |
78% |
False |
False |
593,977 |
| 40 |
52.86 |
46.14 |
6.72 |
12.9% |
1.09 |
2.1% |
88% |
False |
False |
472,283 |
| 60 |
52.86 |
46.14 |
6.72 |
12.9% |
1.12 |
2.2% |
88% |
False |
False |
345,281 |
| 80 |
52.86 |
44.05 |
8.81 |
16.9% |
1.18 |
2.3% |
91% |
False |
False |
267,987 |
| 100 |
52.86 |
42.80 |
10.06 |
19.3% |
1.19 |
2.3% |
92% |
False |
False |
220,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.05 |
|
2.618 |
54.01 |
|
1.618 |
53.37 |
|
1.000 |
52.97 |
|
0.618 |
52.73 |
|
HIGH |
52.33 |
|
0.618 |
52.09 |
|
0.500 |
52.01 |
|
0.382 |
51.93 |
|
LOW |
51.69 |
|
0.618 |
51.29 |
|
1.000 |
51.05 |
|
1.618 |
50.65 |
|
2.618 |
50.01 |
|
4.250 |
48.97 |
|
|
| Fisher Pivots for day following 18-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
52.03 |
51.96 |
| PP |
52.02 |
51.87 |
| S1 |
52.01 |
51.79 |
|