NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 26-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
51.77 |
51.68 |
-0.09 |
-0.2% |
51.79 |
| High |
51.77 |
52.00 |
0.23 |
0.4% |
51.79 |
| Low |
51.77 |
51.65 |
-0.12 |
-0.2% |
51.17 |
| Close |
51.77 |
52.00 |
0.23 |
0.4% |
51.38 |
| Range |
0.00 |
0.35 |
0.35 |
|
0.62 |
| ATR |
0.38 |
0.38 |
0.00 |
-0.5% |
0.00 |
| Volume |
1,160 |
1,609 |
449 |
38.7% |
4,319 |
|
| Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.93 |
52.82 |
52.19 |
|
| R3 |
52.58 |
52.47 |
52.10 |
|
| R2 |
52.23 |
52.23 |
52.06 |
|
| R1 |
52.12 |
52.12 |
52.03 |
52.18 |
| PP |
51.88 |
51.88 |
51.88 |
51.91 |
| S1 |
51.77 |
51.77 |
51.97 |
51.83 |
| S2 |
51.53 |
51.53 |
51.94 |
|
| S3 |
51.18 |
51.42 |
51.90 |
|
| S4 |
50.83 |
51.07 |
51.81 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.31 |
52.96 |
51.72 |
|
| R3 |
52.69 |
52.34 |
51.55 |
|
| R2 |
52.07 |
52.07 |
51.49 |
|
| R1 |
51.72 |
51.72 |
51.44 |
51.59 |
| PP |
51.45 |
51.45 |
51.45 |
51.38 |
| S1 |
51.10 |
51.10 |
51.32 |
50.97 |
| S2 |
50.83 |
50.83 |
51.27 |
|
| S3 |
50.21 |
50.48 |
51.21 |
|
| S4 |
49.59 |
49.86 |
51.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.00 |
51.28 |
0.72 |
1.4% |
0.19 |
0.4% |
100% |
True |
False |
1,024 |
| 10 |
52.00 |
51.17 |
0.83 |
1.6% |
0.13 |
0.2% |
100% |
True |
False |
915 |
| 20 |
52.00 |
50.16 |
1.84 |
3.5% |
0.08 |
0.2% |
100% |
True |
False |
933 |
| 40 |
52.00 |
48.90 |
3.10 |
6.0% |
0.13 |
0.2% |
100% |
True |
False |
1,243 |
| 60 |
52.00 |
47.96 |
4.04 |
7.8% |
0.09 |
0.2% |
100% |
True |
False |
1,179 |
| 80 |
52.00 |
47.32 |
4.68 |
9.0% |
0.08 |
0.2% |
100% |
True |
False |
1,195 |
| 100 |
52.00 |
46.00 |
6.00 |
11.5% |
0.08 |
0.1% |
100% |
True |
False |
1,062 |
| 120 |
52.00 |
46.00 |
6.00 |
11.5% |
0.07 |
0.1% |
100% |
True |
False |
926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.49 |
|
2.618 |
52.92 |
|
1.618 |
52.57 |
|
1.000 |
52.35 |
|
0.618 |
52.22 |
|
HIGH |
52.00 |
|
0.618 |
51.87 |
|
0.500 |
51.83 |
|
0.382 |
51.78 |
|
LOW |
51.65 |
|
0.618 |
51.43 |
|
1.000 |
51.30 |
|
1.618 |
51.08 |
|
2.618 |
50.73 |
|
4.250 |
50.16 |
|
|
| Fisher Pivots for day following 26-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.94 |
51.88 |
| PP |
51.88 |
51.76 |
| S1 |
51.83 |
51.64 |
|