NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 07-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
48.59 |
49.14 |
0.55 |
1.1% |
47.89 |
| High |
49.42 |
49.33 |
-0.09 |
-0.2% |
48.20 |
| Low |
48.52 |
48.63 |
0.11 |
0.2% |
45.58 |
| Close |
49.16 |
49.09 |
-0.07 |
-0.1% |
47.29 |
| Range |
0.90 |
0.70 |
-0.20 |
-22.2% |
2.62 |
| ATR |
1.26 |
1.22 |
-0.04 |
-3.2% |
0.00 |
| Volume |
788,963 |
702,514 |
-86,449 |
-11.0% |
4,511,262 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.12 |
50.80 |
49.48 |
|
| R3 |
50.42 |
50.10 |
49.28 |
|
| R2 |
49.72 |
49.72 |
49.22 |
|
| R1 |
49.40 |
49.40 |
49.15 |
49.21 |
| PP |
49.02 |
49.02 |
49.02 |
48.92 |
| S1 |
48.70 |
48.70 |
49.03 |
48.51 |
| S2 |
48.32 |
48.32 |
48.96 |
|
| S3 |
47.62 |
48.00 |
48.90 |
|
| S4 |
46.92 |
47.30 |
48.71 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.88 |
53.71 |
48.73 |
|
| R3 |
52.26 |
51.09 |
48.01 |
|
| R2 |
49.64 |
49.64 |
47.77 |
|
| R1 |
48.47 |
48.47 |
47.53 |
47.75 |
| PP |
47.02 |
47.02 |
47.02 |
46.66 |
| S1 |
45.85 |
45.85 |
47.05 |
45.13 |
| S2 |
44.40 |
44.40 |
46.81 |
|
| S3 |
41.78 |
43.23 |
46.57 |
|
| S4 |
39.16 |
40.61 |
45.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.42 |
45.58 |
3.84 |
7.8% |
1.22 |
2.5% |
91% |
False |
False |
806,595 |
| 10 |
49.42 |
45.58 |
3.84 |
7.8% |
1.21 |
2.5% |
91% |
False |
False |
822,342 |
| 20 |
50.35 |
45.58 |
4.77 |
9.7% |
1.25 |
2.6% |
74% |
False |
False |
662,961 |
| 40 |
50.51 |
45.31 |
5.20 |
10.6% |
1.22 |
2.5% |
73% |
False |
False |
403,247 |
| 60 |
50.51 |
42.51 |
8.00 |
16.3% |
1.25 |
2.6% |
82% |
False |
False |
286,646 |
| 80 |
52.50 |
42.51 |
9.99 |
20.4% |
1.28 |
2.6% |
66% |
False |
False |
224,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.31 |
|
2.618 |
51.16 |
|
1.618 |
50.46 |
|
1.000 |
50.03 |
|
0.618 |
49.76 |
|
HIGH |
49.33 |
|
0.618 |
49.06 |
|
0.500 |
48.98 |
|
0.382 |
48.90 |
|
LOW |
48.63 |
|
0.618 |
48.20 |
|
1.000 |
47.93 |
|
1.618 |
47.50 |
|
2.618 |
46.80 |
|
4.250 |
45.66 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.05 |
48.82 |
| PP |
49.02 |
48.55 |
| S1 |
48.98 |
48.29 |
|