NYMEX Light Sweet Crude Oil Future November 2017
Trading Metrics calculated at close of trading on 11-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
49.53 |
48.15 |
-1.38 |
-2.8% |
48.00 |
High |
49.69 |
48.78 |
-0.91 |
-1.8% |
49.84 |
Low |
47.83 |
47.59 |
-0.24 |
-0.5% |
47.72 |
Close |
48.06 |
48.62 |
0.56 |
1.2% |
48.06 |
Range |
1.86 |
1.19 |
-0.67 |
-36.0% |
2.12 |
ATR |
1.22 |
1.22 |
0.00 |
-0.2% |
0.00 |
Volume |
337,629 |
270,565 |
-67,064 |
-19.9% |
1,100,325 |
|
Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.90 |
51.45 |
49.27 |
|
R3 |
50.71 |
50.26 |
48.95 |
|
R2 |
49.52 |
49.52 |
48.84 |
|
R1 |
49.07 |
49.07 |
48.73 |
49.30 |
PP |
48.33 |
48.33 |
48.33 |
48.44 |
S1 |
47.88 |
47.88 |
48.51 |
48.11 |
S2 |
47.14 |
47.14 |
48.40 |
|
S3 |
45.95 |
46.69 |
48.29 |
|
S4 |
44.76 |
45.50 |
47.97 |
|
|
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 |
47.59 |
2.25 |
4.6% |
1.26 |
2.6% |
46% |
False |
True |
274,178 |
10 |
49.84 |
46.14 |
3.70 |
7.6% |
1.27 |
2.6% |
67% |
False |
False |
303,457 |
20 |
49.84 |
46.14 |
3.70 |
7.6% |
1.22 |
2.5% |
67% |
False |
False |
213,001 |
40 |
50.62 |
45.83 |
4.79 |
9.9% |
1.20 |
2.5% |
58% |
False |
False |
140,623 |
60 |
50.62 |
42.80 |
7.82 |
16.1% |
1.23 |
2.5% |
74% |
False |
False |
104,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.84 |
2.618 |
51.90 |
1.618 |
50.71 |
1.000 |
49.97 |
0.618 |
49.52 |
HIGH |
48.78 |
0.618 |
48.33 |
0.500 |
48.19 |
0.382 |
48.04 |
LOW |
47.59 |
0.618 |
46.85 |
1.000 |
46.40 |
1.618 |
45.66 |
2.618 |
44.47 |
4.250 |
42.53 |
|
|
Fisher Pivots for day following 11-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
48.48 |
48.68 |
PP |
48.33 |
48.66 |
S1 |
48.19 |
48.64 |
|