NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
50.38 |
50.84 |
0.46 |
0.9% |
50.57 |
| High |
50.38 |
50.84 |
0.46 |
0.9% |
50.95 |
| Low |
50.38 |
50.84 |
0.46 |
0.9% |
50.04 |
| Close |
50.38 |
50.84 |
0.46 |
0.9% |
50.04 |
| Range |
|
|
|
|
|
| ATR |
0.51 |
0.51 |
0.00 |
-0.7% |
0.00 |
| Volume |
708 |
1,612 |
904 |
127.7% |
6,196 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.84 |
50.84 |
50.84 |
|
| R3 |
50.84 |
50.84 |
50.84 |
|
| R2 |
50.84 |
50.84 |
50.84 |
|
| R1 |
50.84 |
50.84 |
50.84 |
50.84 |
| PP |
50.84 |
50.84 |
50.84 |
50.84 |
| S1 |
50.84 |
50.84 |
50.84 |
50.84 |
| S2 |
50.84 |
50.84 |
50.84 |
|
| S3 |
50.84 |
50.84 |
50.84 |
|
| S4 |
50.84 |
50.84 |
50.84 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.07 |
52.47 |
50.54 |
|
| R3 |
52.16 |
51.56 |
50.29 |
|
| R2 |
51.25 |
51.25 |
50.21 |
|
| R1 |
50.65 |
50.65 |
50.12 |
50.50 |
| PP |
50.34 |
50.34 |
50.34 |
50.27 |
| S1 |
49.74 |
49.74 |
49.96 |
49.59 |
| S2 |
49.43 |
49.43 |
49.87 |
|
| S3 |
48.52 |
48.83 |
49.79 |
|
| S4 |
47.61 |
47.92 |
49.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.95 |
49.85 |
1.10 |
2.2% |
0.10 |
0.2% |
90% |
False |
False |
1,344 |
| 10 |
50.95 |
48.43 |
2.52 |
5.0% |
0.22 |
0.4% |
96% |
False |
False |
1,144 |
| 20 |
50.95 |
47.96 |
2.99 |
5.9% |
0.11 |
0.2% |
96% |
False |
False |
1,160 |
| 40 |
50.95 |
47.96 |
2.99 |
5.9% |
0.07 |
0.1% |
96% |
False |
False |
1,121 |
| 60 |
50.95 |
46.00 |
4.95 |
9.7% |
0.07 |
0.1% |
98% |
False |
False |
1,068 |
| 80 |
51.43 |
46.00 |
5.43 |
10.7% |
0.06 |
0.1% |
89% |
False |
False |
885 |
| 100 |
51.43 |
46.00 |
5.43 |
10.7% |
0.08 |
0.2% |
89% |
False |
False |
765 |
| 120 |
54.08 |
46.00 |
8.08 |
15.9% |
0.07 |
0.1% |
60% |
False |
False |
703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.84 |
|
2.618 |
50.84 |
|
1.618 |
50.84 |
|
1.000 |
50.84 |
|
0.618 |
50.84 |
|
HIGH |
50.84 |
|
0.618 |
50.84 |
|
0.500 |
50.84 |
|
0.382 |
50.84 |
|
LOW |
50.84 |
|
0.618 |
50.84 |
|
1.000 |
50.84 |
|
1.618 |
50.84 |
|
2.618 |
50.84 |
|
4.250 |
50.84 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.84 |
50.68 |
| PP |
50.84 |
50.51 |
| S1 |
50.84 |
50.35 |
|