NYMEX Light Sweet Crude Oil Future December 2017
| Trading Metrics calculated at close of trading on 19-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
50.70 |
50.57 |
-0.13 |
-0.3% |
48.65 |
| High |
51.19 |
51.10 |
-0.09 |
-0.2% |
51.15 |
| Low |
50.04 |
50.08 |
0.04 |
0.1% |
48.09 |
| Close |
50.66 |
50.24 |
-0.42 |
-0.8% |
50.81 |
| Range |
1.15 |
1.02 |
-0.13 |
-11.3% |
3.06 |
| ATR |
1.12 |
1.11 |
-0.01 |
-0.6% |
0.00 |
| Volume |
133,663 |
173,136 |
39,473 |
29.5% |
793,953 |
|
| Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.53 |
52.91 |
50.80 |
|
| R3 |
52.51 |
51.89 |
50.52 |
|
| R2 |
51.49 |
51.49 |
50.43 |
|
| R1 |
50.87 |
50.87 |
50.33 |
50.67 |
| PP |
50.47 |
50.47 |
50.47 |
50.38 |
| S1 |
49.85 |
49.85 |
50.15 |
49.65 |
| S2 |
49.45 |
49.45 |
50.05 |
|
| S3 |
48.43 |
48.83 |
49.96 |
|
| S4 |
47.41 |
47.81 |
49.68 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.20 |
58.06 |
52.49 |
|
| R3 |
56.14 |
55.00 |
51.65 |
|
| R2 |
53.08 |
53.08 |
51.37 |
|
| R1 |
51.94 |
51.94 |
51.09 |
52.51 |
| PP |
50.02 |
50.02 |
50.02 |
50.30 |
| S1 |
48.88 |
48.88 |
50.53 |
49.45 |
| S2 |
46.96 |
46.96 |
50.25 |
|
| S3 |
43.90 |
45.82 |
49.97 |
|
| S4 |
40.84 |
42.76 |
49.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.19 |
49.02 |
2.17 |
4.3% |
1.06 |
2.1% |
56% |
False |
False |
170,531 |
| 10 |
51.19 |
48.09 |
3.10 |
6.2% |
1.03 |
2.1% |
69% |
False |
False |
163,551 |
| 20 |
51.19 |
46.59 |
4.60 |
9.2% |
1.08 |
2.1% |
79% |
False |
False |
177,341 |
| 40 |
51.19 |
46.59 |
4.60 |
9.2% |
1.15 |
2.3% |
79% |
False |
False |
146,335 |
| 60 |
51.19 |
43.69 |
7.50 |
14.9% |
1.19 |
2.4% |
87% |
False |
False |
123,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.44 |
|
2.618 |
53.77 |
|
1.618 |
52.75 |
|
1.000 |
52.12 |
|
0.618 |
51.73 |
|
HIGH |
51.10 |
|
0.618 |
50.71 |
|
0.500 |
50.59 |
|
0.382 |
50.47 |
|
LOW |
50.08 |
|
0.618 |
49.45 |
|
1.000 |
49.06 |
|
1.618 |
48.43 |
|
2.618 |
47.41 |
|
4.250 |
45.75 |
|
|
| Fisher Pivots for day following 19-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.59 |
50.62 |
| PP |
50.47 |
50.49 |
| S1 |
50.36 |
50.37 |
|