NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 20-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
49.91 |
49.84 |
-0.07 |
-0.1% |
47.58 |
| High |
50.42 |
50.65 |
0.23 |
0.5% |
50.50 |
| Low |
49.33 |
49.75 |
0.42 |
0.9% |
47.00 |
| Close |
49.48 |
50.41 |
0.93 |
1.9% |
49.89 |
| Range |
1.09 |
0.90 |
-0.19 |
-17.4% |
3.50 |
| ATR |
1.19 |
1.19 |
0.00 |
-0.1% |
0.00 |
| Volume |
143,379 |
25,215 |
-118,164 |
-82.4% |
3,300,065 |
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.97 |
52.59 |
50.91 |
|
| R3 |
52.07 |
51.69 |
50.66 |
|
| R2 |
51.17 |
51.17 |
50.58 |
|
| R1 |
50.79 |
50.79 |
50.49 |
50.98 |
| PP |
50.27 |
50.27 |
50.27 |
50.37 |
| S1 |
49.89 |
49.89 |
50.33 |
50.08 |
| S2 |
49.37 |
49.37 |
50.25 |
|
| S3 |
48.47 |
48.99 |
50.16 |
|
| S4 |
47.57 |
48.09 |
49.92 |
|
|
| 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 |
50.65 |
49.15 |
1.50 |
3.0% |
1.04 |
2.1% |
84% |
True |
False |
300,166 |
| 10 |
50.65 |
47.00 |
3.65 |
7.2% |
1.12 |
2.2% |
93% |
True |
False |
520,453 |
| 20 |
50.65 |
45.58 |
5.07 |
10.1% |
1.18 |
2.3% |
95% |
True |
False |
671,357 |
| 40 |
50.65 |
45.58 |
5.07 |
10.1% |
1.20 |
2.4% |
95% |
True |
False |
494,048 |
| 60 |
50.65 |
43.80 |
6.85 |
13.6% |
1.25 |
2.5% |
96% |
True |
False |
354,416 |
| 80 |
50.82 |
42.51 |
8.31 |
16.5% |
1.25 |
2.5% |
95% |
False |
False |
276,922 |
| 100 |
52.50 |
42.51 |
9.99 |
19.8% |
1.28 |
2.5% |
79% |
False |
False |
227,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.48 |
|
2.618 |
53.01 |
|
1.618 |
52.11 |
|
1.000 |
51.55 |
|
0.618 |
51.21 |
|
HIGH |
50.65 |
|
0.618 |
50.31 |
|
0.500 |
50.20 |
|
0.382 |
50.09 |
|
LOW |
49.75 |
|
0.618 |
49.19 |
|
1.000 |
48.85 |
|
1.618 |
48.29 |
|
2.618 |
47.39 |
|
4.250 |
45.93 |
|
|
| Fisher Pivots for day following 20-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.34 |
50.25 |
| PP |
50.27 |
50.08 |
| S1 |
50.20 |
49.92 |
|