NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 27-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
51.85 |
51.86 |
0.01 |
0.0% |
51.08 |
| High |
51.85 |
51.93 |
0.08 |
0.2% |
51.35 |
| Low |
51.65 |
51.86 |
0.21 |
0.4% |
50.53 |
| Close |
51.85 |
51.93 |
0.08 |
0.2% |
51.35 |
| Range |
0.20 |
0.07 |
-0.13 |
-65.0% |
0.82 |
| ATR |
0.45 |
0.42 |
-0.03 |
-5.9% |
0.00 |
| Volume |
3,731 |
3,530 |
-201 |
-5.4% |
5,696 |
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.12 |
52.09 |
51.97 |
|
| R3 |
52.05 |
52.02 |
51.95 |
|
| R2 |
51.98 |
51.98 |
51.94 |
|
| R1 |
51.95 |
51.95 |
51.94 |
51.97 |
| PP |
51.91 |
51.91 |
51.91 |
51.91 |
| S1 |
51.88 |
51.88 |
51.92 |
51.90 |
| S2 |
51.84 |
51.84 |
51.92 |
|
| S3 |
51.77 |
51.81 |
51.91 |
|
| S4 |
51.70 |
51.74 |
51.89 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.54 |
53.26 |
51.80 |
|
| R3 |
52.72 |
52.44 |
51.58 |
|
| R2 |
51.90 |
51.90 |
51.50 |
|
| R1 |
51.62 |
51.62 |
51.43 |
51.76 |
| PP |
51.08 |
51.08 |
51.08 |
51.15 |
| S1 |
50.80 |
50.80 |
51.27 |
50.94 |
| S2 |
50.26 |
50.26 |
51.20 |
|
| S3 |
49.44 |
49.98 |
51.12 |
|
| S4 |
48.62 |
49.16 |
50.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.00 |
50.53 |
1.47 |
2.8% |
0.24 |
0.5% |
95% |
False |
False |
1,926 |
| 10 |
52.00 |
50.53 |
1.47 |
2.8% |
0.12 |
0.2% |
95% |
False |
False |
1,655 |
| 20 |
52.00 |
48.43 |
3.57 |
6.9% |
0.17 |
0.3% |
98% |
False |
False |
1,400 |
| 40 |
52.00 |
47.96 |
4.04 |
7.8% |
0.09 |
0.2% |
98% |
False |
False |
1,226 |
| 60 |
52.00 |
47.32 |
4.68 |
9.0% |
0.08 |
0.1% |
99% |
False |
False |
1,228 |
| 80 |
52.00 |
46.00 |
6.00 |
11.6% |
0.07 |
0.1% |
99% |
False |
False |
1,053 |
| 100 |
52.00 |
46.00 |
6.00 |
11.6% |
0.07 |
0.1% |
99% |
False |
False |
889 |
| 120 |
54.08 |
46.00 |
8.08 |
15.6% |
0.08 |
0.1% |
73% |
False |
False |
826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.23 |
|
2.618 |
52.11 |
|
1.618 |
52.04 |
|
1.000 |
52.00 |
|
0.618 |
51.97 |
|
HIGH |
51.93 |
|
0.618 |
51.90 |
|
0.500 |
51.90 |
|
0.382 |
51.89 |
|
LOW |
51.86 |
|
0.618 |
51.82 |
|
1.000 |
51.79 |
|
1.618 |
51.75 |
|
2.618 |
51.68 |
|
4.250 |
51.56 |
|
|
| Fisher Pivots for day following 27-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.92 |
51.90 |
| PP |
51.91 |
51.86 |
| S1 |
51.90 |
51.83 |
|