NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
48.12 |
48.34 |
0.22 |
0.5% |
47.28 |
| High |
48.44 |
49.40 |
0.96 |
2.0% |
49.42 |
| Low |
47.73 |
48.12 |
0.39 |
0.8% |
47.15 |
| Close |
48.23 |
49.30 |
1.07 |
2.2% |
47.48 |
| Range |
0.71 |
1.28 |
0.57 |
80.3% |
2.27 |
| ATR |
1.23 |
1.24 |
0.00 |
0.3% |
0.00 |
| Volume |
676,040 |
706,925 |
30,885 |
4.6% |
3,078,045 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.78 |
52.32 |
50.00 |
|
| R3 |
51.50 |
51.04 |
49.65 |
|
| R2 |
50.22 |
50.22 |
49.53 |
|
| R1 |
49.76 |
49.76 |
49.42 |
49.99 |
| PP |
48.94 |
48.94 |
48.94 |
49.06 |
| S1 |
48.48 |
48.48 |
49.18 |
48.71 |
| S2 |
47.66 |
47.66 |
49.07 |
|
| S3 |
46.38 |
47.20 |
48.95 |
|
| S4 |
45.10 |
45.92 |
48.60 |
|
|
| 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 |
49.40 |
47.00 |
2.40 |
4.9% |
1.19 |
2.4% |
96% |
True |
False |
740,741 |
| 10 |
49.42 |
45.58 |
3.84 |
7.8% |
1.22 |
2.5% |
97% |
False |
False |
792,981 |
| 20 |
49.42 |
45.58 |
3.84 |
7.8% |
1.24 |
2.5% |
97% |
False |
False |
762,512 |
| 40 |
50.51 |
45.58 |
4.93 |
10.0% |
1.24 |
2.5% |
75% |
False |
False |
470,150 |
| 60 |
50.51 |
42.51 |
8.00 |
16.2% |
1.27 |
2.6% |
85% |
False |
False |
334,274 |
| 80 |
52.50 |
42.51 |
9.99 |
20.3% |
1.28 |
2.6% |
68% |
False |
False |
260,505 |
| 100 |
52.50 |
42.51 |
9.99 |
20.3% |
1.28 |
2.6% |
68% |
False |
False |
213,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.84 |
|
2.618 |
52.75 |
|
1.618 |
51.47 |
|
1.000 |
50.68 |
|
0.618 |
50.19 |
|
HIGH |
49.40 |
|
0.618 |
48.91 |
|
0.500 |
48.76 |
|
0.382 |
48.61 |
|
LOW |
48.12 |
|
0.618 |
47.33 |
|
1.000 |
46.84 |
|
1.618 |
46.05 |
|
2.618 |
44.77 |
|
4.250 |
42.68 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.12 |
48.93 |
| PP |
48.94 |
48.57 |
| S1 |
48.76 |
48.20 |
|