NYMEX Light Sweet Crude Oil Future December 2017
| Trading Metrics calculated at close of trading on 27-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
52.19 |
52.80 |
0.61 |
1.2% |
52.07 |
| High |
52.86 |
54.20 |
1.34 |
2.5% |
54.20 |
| Low |
51.91 |
52.25 |
0.34 |
0.7% |
51.55 |
| Close |
52.64 |
53.90 |
1.26 |
2.4% |
53.90 |
| Range |
0.95 |
1.95 |
1.00 |
105.3% |
2.65 |
| ATR |
1.01 |
1.07 |
0.07 |
6.7% |
0.00 |
| Volume |
594,647 |
730,915 |
136,268 |
22.9% |
3,300,417 |
|
| Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.30 |
58.55 |
54.97 |
|
| R3 |
57.35 |
56.60 |
54.44 |
|
| R2 |
55.40 |
55.40 |
54.26 |
|
| R1 |
54.65 |
54.65 |
54.08 |
55.03 |
| PP |
53.45 |
53.45 |
53.45 |
53.64 |
| S1 |
52.70 |
52.70 |
53.72 |
53.08 |
| S2 |
51.50 |
51.50 |
53.54 |
|
| S3 |
49.55 |
50.75 |
53.36 |
|
| S4 |
47.60 |
48.80 |
52.83 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.17 |
60.18 |
55.36 |
|
| R3 |
58.52 |
57.53 |
54.63 |
|
| R2 |
55.87 |
55.87 |
54.39 |
|
| R1 |
54.88 |
54.88 |
54.14 |
55.38 |
| PP |
53.22 |
53.22 |
53.22 |
53.46 |
| S1 |
52.23 |
52.23 |
53.66 |
52.73 |
| S2 |
50.57 |
50.57 |
53.41 |
|
| S3 |
47.92 |
49.58 |
53.17 |
|
| S4 |
45.27 |
46.93 |
52.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.20 |
51.55 |
2.65 |
4.9% |
1.05 |
2.0% |
89% |
True |
False |
660,083 |
| 10 |
54.20 |
50.87 |
3.33 |
6.2% |
1.03 |
1.9% |
91% |
True |
False |
605,539 |
| 20 |
54.20 |
49.44 |
4.76 |
8.8% |
1.06 |
2.0% |
94% |
True |
False |
416,393 |
| 40 |
54.20 |
48.05 |
6.15 |
11.4% |
1.04 |
1.9% |
95% |
True |
False |
300,251 |
| 60 |
54.20 |
46.59 |
7.61 |
14.1% |
1.08 |
2.0% |
96% |
True |
False |
246,088 |
| 80 |
54.20 |
44.52 |
9.68 |
18.0% |
1.12 |
2.1% |
97% |
True |
False |
209,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.49 |
|
2.618 |
59.31 |
|
1.618 |
57.36 |
|
1.000 |
56.15 |
|
0.618 |
55.41 |
|
HIGH |
54.20 |
|
0.618 |
53.46 |
|
0.500 |
53.23 |
|
0.382 |
52.99 |
|
LOW |
52.25 |
|
0.618 |
51.04 |
|
1.000 |
50.30 |
|
1.618 |
49.09 |
|
2.618 |
47.14 |
|
4.250 |
43.96 |
|
|
| Fisher Pivots for day following 27-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
53.68 |
53.62 |
| PP |
53.45 |
53.33 |
| S1 |
53.23 |
53.05 |
|