NYMEX Light Sweet Crude Oil Future December 2017
| Trading Metrics calculated at close of trading on 25-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
51.89 |
52.56 |
0.67 |
1.3% |
51.70 |
| High |
52.62 |
52.57 |
-0.05 |
-0.1% |
52.65 |
| Low |
51.55 |
51.89 |
0.34 |
0.7% |
50.87 |
| Close |
52.47 |
52.18 |
-0.29 |
-0.6% |
51.84 |
| Range |
1.07 |
0.68 |
-0.39 |
-36.4% |
1.78 |
| ATR |
1.04 |
1.01 |
-0.03 |
-2.5% |
0.00 |
| Volume |
709,553 |
681,739 |
-27,814 |
-3.9% |
2,754,982 |
|
| Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.25 |
53.90 |
52.55 |
|
| R3 |
53.57 |
53.22 |
52.37 |
|
| R2 |
52.89 |
52.89 |
52.30 |
|
| R1 |
52.54 |
52.54 |
52.24 |
52.38 |
| PP |
52.21 |
52.21 |
52.21 |
52.13 |
| S1 |
51.86 |
51.86 |
52.12 |
51.70 |
| S2 |
51.53 |
51.53 |
52.06 |
|
| S3 |
50.85 |
51.18 |
51.99 |
|
| S4 |
50.17 |
50.50 |
51.81 |
|
|
| 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 |
52.62 |
50.87 |
1.75 |
3.4% |
0.94 |
1.8% |
75% |
False |
False |
667,896 |
| 10 |
52.65 |
50.48 |
2.17 |
4.2% |
0.93 |
1.8% |
78% |
False |
False |
526,452 |
| 20 |
53.11 |
49.44 |
3.67 |
7.0% |
1.02 |
2.0% |
75% |
False |
False |
371,764 |
| 40 |
53.11 |
46.59 |
6.52 |
12.5% |
1.04 |
2.0% |
86% |
False |
False |
280,163 |
| 60 |
53.11 |
46.59 |
6.52 |
12.5% |
1.07 |
2.1% |
86% |
False |
False |
227,846 |
| 80 |
53.11 |
44.52 |
8.59 |
16.5% |
1.14 |
2.2% |
89% |
False |
False |
195,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.46 |
|
2.618 |
54.35 |
|
1.618 |
53.67 |
|
1.000 |
53.25 |
|
0.618 |
52.99 |
|
HIGH |
52.57 |
|
0.618 |
52.31 |
|
0.500 |
52.23 |
|
0.382 |
52.15 |
|
LOW |
51.89 |
|
0.618 |
51.47 |
|
1.000 |
51.21 |
|
1.618 |
50.79 |
|
2.618 |
50.11 |
|
4.250 |
49.00 |
|
|
| Fisher Pivots for day following 25-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
52.23 |
52.15 |
| PP |
52.21 |
52.12 |
| S1 |
52.20 |
52.09 |
|