NYMEX Light Sweet Crude Oil Future November 2017
Trading Metrics calculated at close of trading on 05-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
47.87 |
48.00 |
0.13 |
0.3% |
48.23 |
High |
48.03 |
49.42 |
1.39 |
2.9% |
48.47 |
Low |
47.39 |
47.72 |
0.33 |
0.7% |
46.14 |
Close |
47.99 |
49.14 |
1.15 |
2.4% |
47.99 |
Range |
0.64 |
1.70 |
1.06 |
165.6% |
2.33 |
ATR |
1.20 |
1.24 |
0.04 |
3.0% |
0.00 |
Volume |
313,275 |
241,849 |
-71,426 |
-22.8% |
1,663,681 |
|
Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.86 |
53.20 |
50.08 |
|
R3 |
52.16 |
51.50 |
49.61 |
|
R2 |
50.46 |
50.46 |
49.45 |
|
R1 |
49.80 |
49.80 |
49.30 |
50.13 |
PP |
48.76 |
48.76 |
48.76 |
48.93 |
S1 |
48.10 |
48.10 |
48.98 |
48.43 |
S2 |
47.06 |
47.06 |
48.83 |
|
S3 |
45.36 |
46.40 |
48.67 |
|
S4 |
43.66 |
44.70 |
48.21 |
|
|
Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.52 |
53.59 |
49.27 |
|
R3 |
52.19 |
51.26 |
48.63 |
|
R2 |
49.86 |
49.86 |
48.42 |
|
R1 |
48.93 |
48.93 |
48.20 |
48.23 |
PP |
47.53 |
47.53 |
47.53 |
47.19 |
S1 |
46.60 |
46.60 |
47.78 |
45.90 |
S2 |
45.20 |
45.20 |
47.56 |
|
S3 |
42.87 |
44.27 |
47.35 |
|
S4 |
40.54 |
41.94 |
46.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.42 |
46.14 |
3.28 |
6.7% |
1.24 |
2.5% |
91% |
True |
False |
316,226 |
10 |
49.42 |
46.14 |
3.28 |
6.7% |
1.17 |
2.4% |
91% |
True |
False |
253,474 |
20 |
50.47 |
46.14 |
4.33 |
8.8% |
1.22 |
2.5% |
69% |
False |
False |
176,929 |
40 |
50.62 |
44.48 |
6.14 |
12.5% |
1.22 |
2.5% |
76% |
False |
False |
116,780 |
60 |
50.62 |
42.80 |
7.82 |
15.9% |
1.23 |
2.5% |
81% |
False |
False |
87,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.65 |
2.618 |
53.87 |
1.618 |
52.17 |
1.000 |
51.12 |
0.618 |
50.47 |
HIGH |
49.42 |
0.618 |
48.77 |
0.500 |
48.57 |
0.382 |
48.37 |
LOW |
47.72 |
0.618 |
46.67 |
1.000 |
46.02 |
1.618 |
44.97 |
2.618 |
43.27 |
4.250 |
40.50 |
|
|
Fisher Pivots for day following 05-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
48.95 |
48.69 |
PP |
48.76 |
48.23 |
S1 |
48.57 |
47.78 |
|