NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
49.31 |
49.72 |
0.41 |
0.8% |
47.58 |
| High |
50.50 |
50.13 |
-0.37 |
-0.7% |
50.50 |
| Low |
49.15 |
49.41 |
0.26 |
0.5% |
47.00 |
| Close |
49.89 |
49.89 |
0.00 |
0.0% |
49.89 |
| Range |
1.35 |
0.72 |
-0.63 |
-46.7% |
3.50 |
| ATR |
1.24 |
1.21 |
-0.04 |
-3.0% |
0.00 |
| Volume |
709,035 |
433,597 |
-275,438 |
-38.8% |
3,300,065 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.97 |
51.65 |
50.29 |
|
| R3 |
51.25 |
50.93 |
50.09 |
|
| R2 |
50.53 |
50.53 |
50.02 |
|
| R1 |
50.21 |
50.21 |
49.96 |
50.37 |
| PP |
49.81 |
49.81 |
49.81 |
49.89 |
| S1 |
49.49 |
49.49 |
49.82 |
49.65 |
| S2 |
49.09 |
49.09 |
49.76 |
|
| S3 |
48.37 |
48.77 |
49.69 |
|
| S4 |
47.65 |
48.05 |
49.49 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.63 |
58.26 |
51.82 |
|
| R3 |
56.13 |
54.76 |
50.85 |
|
| R2 |
52.63 |
52.63 |
50.53 |
|
| R1 |
51.26 |
51.26 |
50.21 |
51.95 |
| PP |
49.13 |
49.13 |
49.13 |
49.47 |
| S1 |
47.76 |
47.76 |
49.57 |
48.45 |
| S2 |
45.63 |
45.63 |
49.25 |
|
| S3 |
42.13 |
44.26 |
48.93 |
|
| S4 |
38.63 |
40.76 |
47.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.50 |
47.00 |
3.50 |
7.0% |
1.07 |
2.1% |
83% |
False |
False |
660,013 |
| 10 |
50.50 |
46.56 |
3.94 |
7.9% |
1.15 |
2.3% |
85% |
False |
False |
729,381 |
| 20 |
50.50 |
45.58 |
4.92 |
9.9% |
1.25 |
2.5% |
88% |
False |
False |
777,574 |
| 40 |
50.51 |
45.58 |
4.93 |
9.9% |
1.24 |
2.5% |
87% |
False |
False |
494,692 |
| 60 |
50.51 |
42.71 |
7.80 |
15.6% |
1.24 |
2.5% |
92% |
False |
False |
350,613 |
| 80 |
52.50 |
42.51 |
9.99 |
20.0% |
1.29 |
2.6% |
74% |
False |
False |
273,952 |
| 100 |
52.50 |
42.51 |
9.99 |
20.0% |
1.28 |
2.6% |
74% |
False |
False |
224,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.19 |
|
2.618 |
52.01 |
|
1.618 |
51.29 |
|
1.000 |
50.85 |
|
0.618 |
50.57 |
|
HIGH |
50.13 |
|
0.618 |
49.85 |
|
0.500 |
49.77 |
|
0.382 |
49.69 |
|
LOW |
49.41 |
|
0.618 |
48.97 |
|
1.000 |
48.69 |
|
1.618 |
48.25 |
|
2.618 |
47.53 |
|
4.250 |
46.35 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.85 |
49.70 |
| PP |
49.81 |
49.50 |
| S1 |
49.77 |
49.31 |
|