NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
50.23 |
50.57 |
0.34 |
0.7% |
48.52 |
| High |
50.23 |
50.67 |
0.44 |
0.9% |
50.35 |
| Low |
50.23 |
50.44 |
0.21 |
0.4% |
48.43 |
| Close |
50.23 |
50.67 |
0.44 |
0.9% |
50.23 |
| Range |
0.00 |
0.23 |
0.23 |
|
1.92 |
| ATR |
0.60 |
0.58 |
-0.01 |
-1.9% |
0.00 |
| Volume |
401 |
1,074 |
673 |
167.8% |
4,826 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.28 |
51.21 |
50.80 |
|
| R3 |
51.05 |
50.98 |
50.73 |
|
| R2 |
50.82 |
50.82 |
50.71 |
|
| R1 |
50.75 |
50.75 |
50.69 |
50.79 |
| PP |
50.59 |
50.59 |
50.59 |
50.61 |
| S1 |
50.52 |
50.52 |
50.65 |
50.56 |
| S2 |
50.36 |
50.36 |
50.63 |
|
| S3 |
50.13 |
50.29 |
50.61 |
|
| S4 |
49.90 |
50.06 |
50.54 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.43 |
54.75 |
51.29 |
|
| R3 |
53.51 |
52.83 |
50.76 |
|
| R2 |
51.59 |
51.59 |
50.58 |
|
| R1 |
50.91 |
50.91 |
50.41 |
51.25 |
| PP |
49.67 |
49.67 |
49.67 |
49.84 |
| S1 |
48.99 |
48.99 |
50.05 |
49.33 |
| S2 |
47.75 |
47.75 |
49.88 |
|
| S3 |
45.83 |
47.07 |
49.70 |
|
| S4 |
43.91 |
45.15 |
49.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.67 |
48.43 |
2.24 |
4.4% |
0.34 |
0.7% |
100% |
True |
False |
748 |
| 10 |
50.67 |
48.43 |
2.24 |
4.4% |
0.17 |
0.3% |
100% |
True |
False |
991 |
| 20 |
50.67 |
47.96 |
2.71 |
5.3% |
0.08 |
0.2% |
100% |
True |
False |
973 |
| 40 |
50.67 |
47.96 |
2.71 |
5.3% |
0.07 |
0.1% |
100% |
True |
False |
1,044 |
| 60 |
50.67 |
46.00 |
4.67 |
9.2% |
0.07 |
0.1% |
100% |
True |
False |
958 |
| 80 |
51.43 |
46.00 |
5.43 |
10.7% |
0.06 |
0.1% |
86% |
False |
False |
795 |
| 100 |
54.08 |
46.00 |
8.08 |
15.9% |
0.08 |
0.1% |
58% |
False |
False |
727 |
| 120 |
54.08 |
46.00 |
8.08 |
15.9% |
0.06 |
0.1% |
58% |
False |
False |
641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.65 |
|
2.618 |
51.27 |
|
1.618 |
51.04 |
|
1.000 |
50.90 |
|
0.618 |
50.81 |
|
HIGH |
50.67 |
|
0.618 |
50.58 |
|
0.500 |
50.56 |
|
0.382 |
50.53 |
|
LOW |
50.44 |
|
0.618 |
50.30 |
|
1.000 |
50.21 |
|
1.618 |
50.07 |
|
2.618 |
49.84 |
|
4.250 |
49.46 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.63 |
50.38 |
| PP |
50.59 |
50.08 |
| S1 |
50.56 |
49.79 |
|