NYMEX Light Sweet Crude Oil Future December 2017
| Trading Metrics calculated at close of trading on 10-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2017 |
10-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
49.65 |
49.87 |
0.22 |
0.4% |
51.84 |
| High |
50.13 |
51.38 |
1.25 |
2.5% |
51.98 |
| Low |
49.48 |
49.87 |
0.39 |
0.8% |
49.44 |
| Close |
49.93 |
51.23 |
1.30 |
2.6% |
49.65 |
| Range |
0.65 |
1.51 |
0.86 |
132.3% |
2.54 |
| ATR |
1.08 |
1.11 |
0.03 |
2.9% |
0.00 |
| Volume |
192,688 |
276,765 |
84,077 |
43.6% |
1,000,010 |
|
| Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.36 |
54.80 |
52.06 |
|
| R3 |
53.85 |
53.29 |
51.65 |
|
| R2 |
52.34 |
52.34 |
51.51 |
|
| R1 |
51.78 |
51.78 |
51.37 |
52.06 |
| PP |
50.83 |
50.83 |
50.83 |
50.97 |
| S1 |
50.27 |
50.27 |
51.09 |
50.55 |
| S2 |
49.32 |
49.32 |
50.95 |
|
| S3 |
47.81 |
48.76 |
50.81 |
|
| S4 |
46.30 |
47.25 |
50.40 |
|
|
| 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 |
51.53 |
49.44 |
2.09 |
4.1% |
1.22 |
2.4% |
86% |
False |
False |
234,177 |
| 10 |
53.11 |
49.44 |
3.67 |
7.2% |
1.10 |
2.2% |
49% |
False |
False |
210,028 |
| 20 |
53.11 |
49.02 |
4.09 |
8.0% |
1.06 |
2.1% |
54% |
False |
False |
196,892 |
| 40 |
53.11 |
46.59 |
6.52 |
12.7% |
1.10 |
2.1% |
71% |
False |
False |
179,248 |
| 60 |
53.11 |
46.10 |
7.01 |
13.7% |
1.13 |
2.2% |
73% |
False |
False |
154,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.80 |
|
2.618 |
55.33 |
|
1.618 |
53.82 |
|
1.000 |
52.89 |
|
0.618 |
52.31 |
|
HIGH |
51.38 |
|
0.618 |
50.80 |
|
0.500 |
50.63 |
|
0.382 |
50.45 |
|
LOW |
49.87 |
|
0.618 |
48.94 |
|
1.000 |
48.36 |
|
1.618 |
47.43 |
|
2.618 |
45.92 |
|
4.250 |
43.45 |
|
|
| Fisher Pivots for day following 10-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.03 |
50.96 |
| PP |
50.83 |
50.68 |
| S1 |
50.63 |
50.41 |
|