NYMEX Light Sweet Crude Oil Future December 2017
| Trading Metrics calculated at close of trading on 20-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
52.26 |
51.59 |
-0.67 |
-1.3% |
51.70 |
| High |
52.39 |
52.09 |
-0.30 |
-0.6% |
52.65 |
| Low |
51.28 |
50.87 |
-0.41 |
-0.8% |
50.87 |
| Close |
51.51 |
51.84 |
0.33 |
0.6% |
51.84 |
| Range |
1.11 |
1.22 |
0.11 |
9.9% |
1.78 |
| ATR |
1.05 |
1.06 |
0.01 |
1.1% |
0.00 |
| Volume |
690,484 |
674,142 |
-16,342 |
-2.4% |
2,754,982 |
|
| Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.26 |
54.77 |
52.51 |
|
| R3 |
54.04 |
53.55 |
52.18 |
|
| R2 |
52.82 |
52.82 |
52.06 |
|
| R1 |
52.33 |
52.33 |
51.95 |
52.58 |
| PP |
51.60 |
51.60 |
51.60 |
51.72 |
| S1 |
51.11 |
51.11 |
51.73 |
51.36 |
| S2 |
50.38 |
50.38 |
51.62 |
|
| S3 |
49.16 |
49.89 |
51.50 |
|
| S4 |
47.94 |
48.67 |
51.17 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.13 |
56.26 |
52.82 |
|
| R3 |
55.35 |
54.48 |
52.33 |
|
| R2 |
53.57 |
53.57 |
52.17 |
|
| R1 |
52.70 |
52.70 |
52.00 |
53.14 |
| PP |
51.79 |
51.79 |
51.79 |
52.00 |
| S1 |
50.92 |
50.92 |
51.68 |
51.36 |
| S2 |
50.01 |
50.01 |
51.51 |
|
| S3 |
48.23 |
49.14 |
51.35 |
|
| S4 |
46.45 |
47.36 |
50.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.65 |
50.87 |
1.78 |
3.4% |
1.00 |
1.9% |
54% |
False |
True |
550,996 |
| 10 |
52.65 |
49.48 |
3.17 |
6.1% |
0.99 |
1.9% |
74% |
False |
False |
402,743 |
| 20 |
53.11 |
49.44 |
3.67 |
7.1% |
1.08 |
2.1% |
65% |
False |
False |
307,296 |
| 40 |
53.11 |
46.59 |
6.52 |
12.6% |
1.05 |
2.0% |
81% |
False |
False |
246,628 |
| 60 |
53.11 |
46.59 |
6.52 |
12.6% |
1.10 |
2.1% |
81% |
False |
False |
201,648 |
| 80 |
53.11 |
44.52 |
8.59 |
16.6% |
1.15 |
2.2% |
85% |
False |
False |
173,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.28 |
|
2.618 |
55.28 |
|
1.618 |
54.06 |
|
1.000 |
53.31 |
|
0.618 |
52.84 |
|
HIGH |
52.09 |
|
0.618 |
51.62 |
|
0.500 |
51.48 |
|
0.382 |
51.34 |
|
LOW |
50.87 |
|
0.618 |
50.12 |
|
1.000 |
49.65 |
|
1.618 |
48.90 |
|
2.618 |
47.68 |
|
4.250 |
45.69 |
|
|
| Fisher Pivots for day following 20-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.72 |
51.80 |
| PP |
51.60 |
51.76 |
| S1 |
51.48 |
51.72 |
|