NYMEX Light Sweet Crude Oil Future December 2017
| Trading Metrics calculated at close of trading on 17-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
51.70 |
52.20 |
0.50 |
1.0% |
49.65 |
| High |
52.65 |
52.51 |
-0.14 |
-0.3% |
52.03 |
| Low |
51.63 |
51.48 |
-0.15 |
-0.3% |
49.48 |
| Close |
52.14 |
52.11 |
-0.03 |
-0.1% |
51.73 |
| Range |
1.02 |
1.03 |
0.01 |
1.0% |
2.55 |
| ATR |
1.08 |
1.08 |
0.00 |
-0.4% |
0.00 |
| Volume |
331,180 |
503,671 |
172,491 |
52.1% |
1,272,456 |
|
| Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.12 |
54.65 |
52.68 |
|
| R3 |
54.09 |
53.62 |
52.39 |
|
| R2 |
53.06 |
53.06 |
52.30 |
|
| R1 |
52.59 |
52.59 |
52.20 |
52.31 |
| PP |
52.03 |
52.03 |
52.03 |
51.90 |
| S1 |
51.56 |
51.56 |
52.02 |
51.28 |
| S2 |
51.00 |
51.00 |
51.92 |
|
| S3 |
49.97 |
50.53 |
51.83 |
|
| S4 |
48.94 |
49.50 |
51.54 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.73 |
57.78 |
53.13 |
|
| R3 |
56.18 |
55.23 |
52.43 |
|
| R2 |
53.63 |
53.63 |
52.20 |
|
| R1 |
52.68 |
52.68 |
51.96 |
53.16 |
| PP |
51.08 |
51.08 |
51.08 |
51.32 |
| S1 |
50.13 |
50.13 |
51.50 |
50.61 |
| S2 |
48.53 |
48.53 |
51.26 |
|
| S3 |
45.98 |
47.58 |
51.03 |
|
| S4 |
43.43 |
45.03 |
50.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.65 |
50.48 |
2.17 |
4.2% |
0.96 |
1.8% |
75% |
False |
False |
327,570 |
| 10 |
52.65 |
49.44 |
3.21 |
6.2% |
1.09 |
2.1% |
83% |
False |
False |
280,874 |
| 20 |
53.11 |
49.44 |
3.67 |
7.0% |
1.03 |
2.0% |
73% |
False |
False |
236,152 |
| 40 |
53.11 |
46.59 |
6.52 |
12.5% |
1.06 |
2.0% |
85% |
False |
False |
206,746 |
| 60 |
53.11 |
46.59 |
6.52 |
12.5% |
1.11 |
2.1% |
85% |
False |
False |
176,274 |
| 80 |
53.11 |
43.69 |
9.42 |
18.1% |
1.15 |
2.2% |
89% |
False |
False |
151,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.89 |
|
2.618 |
55.21 |
|
1.618 |
54.18 |
|
1.000 |
53.54 |
|
0.618 |
53.15 |
|
HIGH |
52.51 |
|
0.618 |
52.12 |
|
0.500 |
52.00 |
|
0.382 |
51.87 |
|
LOW |
51.48 |
|
0.618 |
50.84 |
|
1.000 |
50.45 |
|
1.618 |
49.81 |
|
2.618 |
48.78 |
|
4.250 |
47.10 |
|
|
| Fisher Pivots for day following 17-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
52.07 |
52.02 |
| PP |
52.03 |
51.93 |
| S1 |
52.00 |
51.84 |
|