NYMEX Light Sweet Crude Oil Future October 2017
Trading Metrics calculated at close of trading on 19-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
49.85 |
49.91 |
0.06 |
0.1% |
47.58 |
High |
50.33 |
50.42 |
0.09 |
0.2% |
50.50 |
Low |
49.19 |
49.33 |
0.14 |
0.3% |
47.00 |
Close |
49.91 |
49.48 |
-0.43 |
-0.9% |
49.89 |
Range |
1.14 |
1.09 |
-0.05 |
-4.4% |
3.50 |
ATR |
1.20 |
1.19 |
-0.01 |
-0.7% |
0.00 |
Volume |
189,605 |
143,379 |
-46,226 |
-24.4% |
3,300,065 |
|
Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.01 |
52.34 |
50.08 |
|
R3 |
51.92 |
51.25 |
49.78 |
|
R2 |
50.83 |
50.83 |
49.68 |
|
R1 |
50.16 |
50.16 |
49.58 |
49.95 |
PP |
49.74 |
49.74 |
49.74 |
49.64 |
S1 |
49.07 |
49.07 |
49.38 |
48.86 |
S2 |
48.65 |
48.65 |
49.28 |
|
S3 |
47.56 |
47.98 |
49.18 |
|
S4 |
46.47 |
46.89 |
48.88 |
|
|
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 |
48.12 |
2.38 |
4.8% |
1.12 |
2.3% |
57% |
False |
False |
436,508 |
10 |
50.50 |
47.00 |
3.50 |
7.1% |
1.12 |
2.3% |
71% |
False |
False |
596,828 |
20 |
50.50 |
45.58 |
4.92 |
9.9% |
1.18 |
2.4% |
79% |
False |
False |
713,315 |
40 |
50.51 |
45.58 |
4.93 |
10.0% |
1.23 |
2.5% |
79% |
False |
False |
498,990 |
60 |
50.51 |
43.13 |
7.38 |
14.9% |
1.25 |
2.5% |
86% |
False |
False |
354,555 |
80 |
50.82 |
42.51 |
8.31 |
16.8% |
1.26 |
2.5% |
84% |
False |
False |
277,028 |
100 |
52.50 |
42.51 |
9.99 |
20.2% |
1.28 |
2.6% |
70% |
False |
False |
227,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.05 |
2.618 |
53.27 |
1.618 |
52.18 |
1.000 |
51.51 |
0.618 |
51.09 |
HIGH |
50.42 |
0.618 |
50.00 |
0.500 |
49.88 |
0.382 |
49.75 |
LOW |
49.33 |
0.618 |
48.66 |
1.000 |
48.24 |
1.618 |
47.57 |
2.618 |
46.48 |
4.250 |
44.70 |
|
|
Fisher Pivots for day following 19-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
49.88 |
49.81 |
PP |
49.74 |
49.70 |
S1 |
49.61 |
49.59 |
|