NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
49.09 |
47.58 |
-1.51 |
-3.1% |
47.28 |
| High |
49.26 |
48.27 |
-0.99 |
-2.0% |
49.42 |
| Low |
47.27 |
47.00 |
-0.27 |
-0.6% |
47.15 |
| Close |
47.48 |
48.07 |
0.59 |
1.2% |
47.48 |
| Range |
1.99 |
1.27 |
-0.72 |
-36.2% |
2.27 |
| ATR |
1.27 |
1.27 |
0.00 |
0.0% |
0.00 |
| Volume |
843,760 |
774,468 |
-69,292 |
-8.2% |
3,078,045 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.59 |
51.10 |
48.77 |
|
| R3 |
50.32 |
49.83 |
48.42 |
|
| R2 |
49.05 |
49.05 |
48.30 |
|
| R1 |
48.56 |
48.56 |
48.19 |
48.81 |
| PP |
47.78 |
47.78 |
47.78 |
47.90 |
| S1 |
47.29 |
47.29 |
47.95 |
47.54 |
| S2 |
46.51 |
46.51 |
47.84 |
|
| S3 |
45.24 |
46.02 |
47.72 |
|
| S4 |
43.97 |
44.75 |
47.37 |
|
|
| 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 |
47.00 |
2.42 |
5.0% |
1.34 |
2.8% |
44% |
False |
True |
770,502 |
| 10 |
49.42 |
45.58 |
3.84 |
8.0% |
1.35 |
2.8% |
65% |
False |
False |
836,377 |
| 20 |
49.42 |
45.58 |
3.84 |
8.0% |
1.28 |
2.7% |
65% |
False |
False |
716,967 |
| 40 |
50.51 |
45.58 |
4.93 |
10.3% |
1.24 |
2.6% |
51% |
False |
False |
439,500 |
| 60 |
50.51 |
42.51 |
8.00 |
16.6% |
1.27 |
2.6% |
70% |
False |
False |
311,931 |
| 80 |
52.50 |
42.51 |
9.99 |
20.8% |
1.29 |
2.7% |
56% |
False |
False |
243,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.67 |
|
2.618 |
51.59 |
|
1.618 |
50.32 |
|
1.000 |
49.54 |
|
0.618 |
49.05 |
|
HIGH |
48.27 |
|
0.618 |
47.78 |
|
0.500 |
47.64 |
|
0.382 |
47.49 |
|
LOW |
47.00 |
|
0.618 |
46.22 |
|
1.000 |
45.73 |
|
1.618 |
44.95 |
|
2.618 |
43.68 |
|
4.250 |
41.60 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
47.93 |
48.17 |
| PP |
47.78 |
48.13 |
| S1 |
47.64 |
48.10 |
|