NYMEX Light Sweet Crude Oil Future December 2017
| Trading Metrics calculated at close of trading on 04-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
50.92 |
50.50 |
-0.42 |
-0.8% |
51.06 |
| High |
51.04 |
50.96 |
-0.08 |
-0.2% |
53.11 |
| Low |
50.45 |
50.11 |
-0.34 |
-0.7% |
50.77 |
| Close |
50.74 |
50.32 |
-0.42 |
-0.8% |
51.95 |
| Range |
0.59 |
0.85 |
0.26 |
44.1% |
2.34 |
| ATR |
1.06 |
1.04 |
-0.01 |
-1.4% |
0.00 |
| Volume |
129,950 |
197,928 |
67,978 |
52.3% |
1,118,477 |
|
| Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.01 |
52.52 |
50.79 |
|
| R3 |
52.16 |
51.67 |
50.55 |
|
| R2 |
51.31 |
51.31 |
50.48 |
|
| R1 |
50.82 |
50.82 |
50.40 |
50.64 |
| PP |
50.46 |
50.46 |
50.46 |
50.38 |
| S1 |
49.97 |
49.97 |
50.24 |
49.79 |
| S2 |
49.61 |
49.61 |
50.16 |
|
| S3 |
48.76 |
49.12 |
50.09 |
|
| S4 |
47.91 |
48.27 |
49.85 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.96 |
57.80 |
53.24 |
|
| R3 |
56.62 |
55.46 |
52.59 |
|
| R2 |
54.28 |
54.28 |
52.38 |
|
| R1 |
53.12 |
53.12 |
52.16 |
53.70 |
| PP |
51.94 |
51.94 |
51.94 |
52.24 |
| S1 |
50.78 |
50.78 |
51.74 |
51.36 |
| S2 |
49.60 |
49.60 |
51.52 |
|
| S3 |
47.26 |
48.44 |
51.31 |
|
| S4 |
44.92 |
46.10 |
50.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.11 |
50.11 |
3.00 |
6.0% |
1.02 |
2.0% |
7% |
False |
True |
185,899 |
| 10 |
53.11 |
50.11 |
3.00 |
6.0% |
0.97 |
1.9% |
7% |
False |
True |
190,278 |
| 20 |
53.11 |
48.09 |
5.02 |
10.0% |
1.01 |
2.0% |
44% |
False |
False |
178,626 |
| 40 |
53.11 |
46.59 |
6.52 |
13.0% |
1.10 |
2.2% |
57% |
False |
False |
166,127 |
| 60 |
53.11 |
45.73 |
7.38 |
14.7% |
1.11 |
2.2% |
62% |
False |
False |
144,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.57 |
|
2.618 |
53.19 |
|
1.618 |
52.34 |
|
1.000 |
51.81 |
|
0.618 |
51.49 |
|
HIGH |
50.96 |
|
0.618 |
50.64 |
|
0.500 |
50.54 |
|
0.382 |
50.43 |
|
LOW |
50.11 |
|
0.618 |
49.58 |
|
1.000 |
49.26 |
|
1.618 |
48.73 |
|
2.618 |
47.88 |
|
4.250 |
46.50 |
|
|
| Fisher Pivots for day following 04-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.54 |
51.05 |
| PP |
50.46 |
50.80 |
| S1 |
50.39 |
50.56 |
|