NYMEX Light Sweet Crude Oil Future December 2017
| Trading Metrics calculated at close of trading on 06-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
50.20 |
51.11 |
0.91 |
1.8% |
51.84 |
| High |
51.53 |
51.17 |
-0.36 |
-0.7% |
51.98 |
| Low |
50.19 |
49.44 |
-0.75 |
-1.5% |
49.44 |
| Close |
51.15 |
49.65 |
-1.50 |
-2.9% |
49.65 |
| Range |
1.34 |
1.73 |
0.39 |
29.1% |
2.54 |
| ATR |
1.06 |
1.11 |
0.05 |
4.5% |
0.00 |
| Volume |
209,264 |
294,241 |
84,977 |
40.6% |
1,000,010 |
|
| Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.28 |
54.19 |
50.60 |
|
| R3 |
53.55 |
52.46 |
50.13 |
|
| R2 |
51.82 |
51.82 |
49.97 |
|
| R1 |
50.73 |
50.73 |
49.81 |
50.41 |
| PP |
50.09 |
50.09 |
50.09 |
49.93 |
| S1 |
49.00 |
49.00 |
49.49 |
48.68 |
| S2 |
48.36 |
48.36 |
49.33 |
|
| S3 |
46.63 |
47.27 |
49.17 |
|
| S4 |
44.90 |
45.54 |
48.70 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.98 |
56.35 |
51.05 |
|
| R3 |
55.44 |
53.81 |
50.35 |
|
| R2 |
52.90 |
52.90 |
50.12 |
|
| R1 |
51.27 |
51.27 |
49.88 |
50.82 |
| PP |
50.36 |
50.36 |
50.36 |
50.13 |
| S1 |
48.73 |
48.73 |
49.42 |
48.28 |
| S2 |
47.82 |
47.82 |
49.18 |
|
| S3 |
45.28 |
46.19 |
48.95 |
|
| S4 |
42.74 |
43.65 |
48.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.98 |
49.44 |
2.54 |
5.1% |
1.22 |
2.5% |
8% |
False |
True |
200,002 |
| 10 |
53.11 |
49.44 |
3.67 |
7.4% |
1.17 |
2.3% |
6% |
False |
True |
211,848 |
| 20 |
53.11 |
48.09 |
5.02 |
10.1% |
1.04 |
2.1% |
31% |
False |
False |
185,824 |
| 40 |
53.11 |
46.59 |
6.52 |
13.1% |
1.11 |
2.2% |
47% |
False |
False |
171,525 |
| 60 |
53.11 |
46.10 |
7.01 |
14.1% |
1.12 |
2.3% |
51% |
False |
False |
149,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.52 |
|
2.618 |
55.70 |
|
1.618 |
53.97 |
|
1.000 |
52.90 |
|
0.618 |
52.24 |
|
HIGH |
51.17 |
|
0.618 |
50.51 |
|
0.500 |
50.31 |
|
0.382 |
50.10 |
|
LOW |
49.44 |
|
0.618 |
48.37 |
|
1.000 |
47.71 |
|
1.618 |
46.64 |
|
2.618 |
44.91 |
|
4.250 |
42.09 |
|
|
| Fisher Pivots for day following 06-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.31 |
50.49 |
| PP |
50.09 |
50.21 |
| S1 |
49.87 |
49.93 |
|