NYMEX Light Sweet Crude Oil Future January 2018
| Trading Metrics calculated at close of trading on 23-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
51.79 |
52.29 |
0.50 |
1.0% |
51.92 |
| High |
52.26 |
52.48 |
0.22 |
0.4% |
52.85 |
| Low |
51.09 |
51.86 |
0.77 |
1.5% |
51.09 |
| Close |
52.04 |
52.08 |
0.04 |
0.1% |
52.04 |
| Range |
1.17 |
0.62 |
-0.55 |
-47.0% |
1.76 |
| ATR |
1.03 |
1.00 |
-0.03 |
-2.8% |
0.00 |
| Volume |
89,543 |
129,818 |
40,275 |
45.0% |
450,851 |
|
| Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.00 |
53.66 |
52.42 |
|
| R3 |
53.38 |
53.04 |
52.25 |
|
| R2 |
52.76 |
52.76 |
52.19 |
|
| R1 |
52.42 |
52.42 |
52.14 |
52.28 |
| PP |
52.14 |
52.14 |
52.14 |
52.07 |
| S1 |
51.80 |
51.80 |
52.02 |
51.66 |
| S2 |
51.52 |
51.52 |
51.97 |
|
| S3 |
50.90 |
51.18 |
51.91 |
|
| S4 |
50.28 |
50.56 |
51.74 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.27 |
56.42 |
53.01 |
|
| R3 |
55.51 |
54.66 |
52.52 |
|
| R2 |
53.75 |
53.75 |
52.36 |
|
| R1 |
52.90 |
52.90 |
52.20 |
53.33 |
| PP |
51.99 |
51.99 |
51.99 |
52.21 |
| S1 |
51.14 |
51.14 |
51.88 |
51.57 |
| S2 |
50.23 |
50.23 |
51.72 |
|
| S3 |
48.47 |
49.38 |
51.56 |
|
| S4 |
46.71 |
47.62 |
51.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.72 |
51.09 |
1.63 |
3.1% |
0.90 |
1.7% |
61% |
False |
False |
100,415 |
| 10 |
52.85 |
50.12 |
2.73 |
5.2% |
0.97 |
1.9% |
72% |
False |
False |
92,727 |
| 20 |
53.27 |
49.73 |
3.54 |
6.8% |
0.99 |
1.9% |
66% |
False |
False |
79,680 |
| 40 |
53.27 |
46.95 |
6.32 |
12.1% |
1.02 |
2.0% |
81% |
False |
False |
81,286 |
| 60 |
53.27 |
46.95 |
6.32 |
12.1% |
1.05 |
2.0% |
81% |
False |
False |
68,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.12 |
|
2.618 |
54.10 |
|
1.618 |
53.48 |
|
1.000 |
53.10 |
|
0.618 |
52.86 |
|
HIGH |
52.48 |
|
0.618 |
52.24 |
|
0.500 |
52.17 |
|
0.382 |
52.10 |
|
LOW |
51.86 |
|
0.618 |
51.48 |
|
1.000 |
51.24 |
|
1.618 |
50.86 |
|
2.618 |
50.24 |
|
4.250 |
49.23 |
|
|
| Fisher Pivots for day following 23-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
52.17 |
52.00 |
| PP |
52.14 |
51.92 |
| S1 |
52.11 |
51.84 |
|