NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
49.14 |
49.09 |
-0.05 |
-0.1% |
47.28 |
| High |
49.33 |
49.26 |
-0.07 |
-0.1% |
49.42 |
| Low |
48.63 |
47.27 |
-1.36 |
-2.8% |
47.15 |
| Close |
49.09 |
47.48 |
-1.61 |
-3.3% |
47.48 |
| Range |
0.70 |
1.99 |
1.29 |
184.3% |
2.27 |
| ATR |
1.22 |
1.27 |
0.06 |
4.5% |
0.00 |
| Volume |
702,514 |
843,760 |
141,246 |
20.1% |
3,078,045 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.97 |
52.72 |
48.57 |
|
| R3 |
51.98 |
50.73 |
48.03 |
|
| R2 |
49.99 |
49.99 |
47.84 |
|
| R1 |
48.74 |
48.74 |
47.66 |
48.37 |
| PP |
48.00 |
48.00 |
48.00 |
47.82 |
| S1 |
46.75 |
46.75 |
47.30 |
46.38 |
| S2 |
46.01 |
46.01 |
47.12 |
|
| S3 |
44.02 |
44.76 |
46.93 |
|
| S4 |
42.03 |
42.77 |
46.39 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.83 |
53.42 |
48.73 |
|
| R3 |
52.56 |
51.15 |
48.10 |
|
| R2 |
50.29 |
50.29 |
47.90 |
|
| R1 |
48.88 |
48.88 |
47.69 |
49.59 |
| PP |
48.02 |
48.02 |
48.02 |
48.37 |
| S1 |
46.61 |
46.61 |
47.27 |
47.32 |
| S2 |
45.75 |
45.75 |
47.06 |
|
| S3 |
43.48 |
44.34 |
46.86 |
|
| S4 |
41.21 |
42.07 |
46.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.42 |
46.56 |
2.86 |
6.0% |
1.24 |
2.6% |
32% |
False |
False |
798,750 |
| 10 |
49.42 |
45.58 |
3.84 |
8.1% |
1.28 |
2.7% |
49% |
False |
False |
823,582 |
| 20 |
49.42 |
45.58 |
3.84 |
8.1% |
1.26 |
2.7% |
49% |
False |
False |
688,517 |
| 40 |
50.51 |
45.58 |
4.93 |
10.4% |
1.24 |
2.6% |
39% |
False |
False |
422,483 |
| 60 |
50.51 |
42.51 |
8.00 |
16.8% |
1.26 |
2.6% |
62% |
False |
False |
299,771 |
| 80 |
52.50 |
42.51 |
9.99 |
21.0% |
1.29 |
2.7% |
50% |
False |
False |
234,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.72 |
|
2.618 |
54.47 |
|
1.618 |
52.48 |
|
1.000 |
51.25 |
|
0.618 |
50.49 |
|
HIGH |
49.26 |
|
0.618 |
48.50 |
|
0.500 |
48.27 |
|
0.382 |
48.03 |
|
LOW |
47.27 |
|
0.618 |
46.04 |
|
1.000 |
45.28 |
|
1.618 |
44.05 |
|
2.618 |
42.06 |
|
4.250 |
38.81 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
48.27 |
48.35 |
| PP |
48.00 |
48.06 |
| S1 |
47.74 |
47.77 |
|