NYMEX Light Sweet Crude Oil Future November 2017
Trading Metrics calculated at close of trading on 08-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
49.59 |
49.53 |
-0.06 |
-0.1% |
48.00 |
High |
49.77 |
49.69 |
-0.08 |
-0.2% |
49.84 |
Low |
49.10 |
47.83 |
-1.27 |
-2.6% |
47.72 |
Close |
49.53 |
48.06 |
-1.47 |
-3.0% |
48.06 |
Range |
0.67 |
1.86 |
1.19 |
177.6% |
2.12 |
ATR |
1.17 |
1.22 |
0.05 |
4.2% |
0.00 |
Volume |
255,410 |
337,629 |
82,219 |
32.2% |
1,100,325 |
|
Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.11 |
52.94 |
49.08 |
|
R3 |
52.25 |
51.08 |
48.57 |
|
R2 |
50.39 |
50.39 |
48.40 |
|
R1 |
49.22 |
49.22 |
48.23 |
48.88 |
PP |
48.53 |
48.53 |
48.53 |
48.35 |
S1 |
47.36 |
47.36 |
47.89 |
47.02 |
S2 |
46.67 |
46.67 |
47.72 |
|
S3 |
44.81 |
45.50 |
47.55 |
|
S4 |
42.95 |
43.64 |
47.04 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.90 |
53.60 |
49.23 |
|
R3 |
52.78 |
51.48 |
48.64 |
|
R2 |
50.66 |
50.66 |
48.45 |
|
R1 |
49.36 |
49.36 |
48.25 |
50.01 |
PP |
48.54 |
48.54 |
48.54 |
48.87 |
S1 |
47.24 |
47.24 |
47.87 |
47.89 |
S2 |
46.42 |
46.42 |
47.67 |
|
S3 |
44.30 |
45.12 |
47.48 |
|
S4 |
42.18 |
43.00 |
46.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.84 |
47.39 |
2.45 |
5.1% |
1.15 |
2.4% |
27% |
False |
False |
282,720 |
10 |
49.84 |
46.14 |
3.70 |
7.7% |
1.20 |
2.5% |
52% |
False |
False |
289,993 |
20 |
49.84 |
46.14 |
3.70 |
7.7% |
1.21 |
2.5% |
52% |
False |
False |
203,843 |
40 |
50.62 |
45.83 |
4.79 |
10.0% |
1.20 |
2.5% |
47% |
False |
False |
135,020 |
60 |
50.62 |
42.80 |
7.82 |
16.3% |
1.22 |
2.5% |
67% |
False |
False |
100,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.60 |
2.618 |
54.56 |
1.618 |
52.70 |
1.000 |
51.55 |
0.618 |
50.84 |
HIGH |
49.69 |
0.618 |
48.98 |
0.500 |
48.76 |
0.382 |
48.54 |
LOW |
47.83 |
0.618 |
46.68 |
1.000 |
45.97 |
1.618 |
44.82 |
2.618 |
42.96 |
4.250 |
39.93 |
|
|
Fisher Pivots for day following 08-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
48.76 |
48.84 |
PP |
48.53 |
48.58 |
S1 |
48.29 |
48.32 |
|