NYMEX Light Sweet Crude Oil Future November 2017
Trading Metrics calculated at close of trading on 06-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
48.00 |
49.04 |
1.04 |
2.2% |
48.23 |
High |
49.42 |
49.84 |
0.42 |
0.8% |
48.47 |
Low |
47.72 |
48.96 |
1.24 |
2.6% |
46.14 |
Close |
49.14 |
49.62 |
0.48 |
1.0% |
47.99 |
Range |
1.70 |
0.88 |
-0.82 |
-48.2% |
2.33 |
ATR |
1.24 |
1.21 |
-0.03 |
-2.1% |
0.00 |
Volume |
241,849 |
265,437 |
23,588 |
9.8% |
1,663,681 |
|
Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.11 |
51.75 |
50.10 |
|
R3 |
51.23 |
50.87 |
49.86 |
|
R2 |
50.35 |
50.35 |
49.78 |
|
R1 |
49.99 |
49.99 |
49.70 |
50.17 |
PP |
49.47 |
49.47 |
49.47 |
49.57 |
S1 |
49.11 |
49.11 |
49.54 |
49.29 |
S2 |
48.59 |
48.59 |
49.46 |
|
S3 |
47.71 |
48.23 |
49.38 |
|
S4 |
46.83 |
47.35 |
49.14 |
|
|
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 |
49.84 |
46.14 |
3.70 |
7.5% |
1.22 |
2.5% |
94% |
True |
False |
298,420 |
10 |
49.84 |
46.14 |
3.70 |
7.5% |
1.17 |
2.4% |
94% |
True |
False |
263,747 |
20 |
50.47 |
46.14 |
4.33 |
8.7% |
1.22 |
2.5% |
80% |
False |
False |
185,918 |
40 |
50.62 |
45.51 |
5.11 |
10.3% |
1.20 |
2.4% |
80% |
False |
False |
122,584 |
60 |
50.62 |
42.80 |
7.82 |
15.8% |
1.23 |
2.5% |
87% |
False |
False |
91,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.58 |
2.618 |
52.14 |
1.618 |
51.26 |
1.000 |
50.72 |
0.618 |
50.38 |
HIGH |
49.84 |
0.618 |
49.50 |
0.500 |
49.40 |
0.382 |
49.30 |
LOW |
48.96 |
0.618 |
48.42 |
1.000 |
48.08 |
1.618 |
47.54 |
2.618 |
46.66 |
4.250 |
45.22 |
|
|
Fisher Pivots for day following 06-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
49.55 |
49.29 |
PP |
49.47 |
48.95 |
S1 |
49.40 |
48.62 |
|