NYMEX Light Sweet Crude Oil Future November 2017
Trading Metrics calculated at close of trading on 12-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
48.15 |
48.71 |
0.56 |
1.2% |
48.00 |
High |
48.78 |
48.96 |
0.18 |
0.4% |
49.84 |
Low |
47.59 |
48.28 |
0.69 |
1.4% |
47.72 |
Close |
48.62 |
48.75 |
0.13 |
0.3% |
48.06 |
Range |
1.19 |
0.68 |
-0.51 |
-42.9% |
2.12 |
ATR |
1.22 |
1.18 |
-0.04 |
-3.2% |
0.00 |
Volume |
270,565 |
250,577 |
-19,988 |
-7.4% |
1,100,325 |
|
Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.70 |
50.41 |
49.12 |
|
R3 |
50.02 |
49.73 |
48.94 |
|
R2 |
49.34 |
49.34 |
48.87 |
|
R1 |
49.05 |
49.05 |
48.81 |
49.20 |
PP |
48.66 |
48.66 |
48.66 |
48.74 |
S1 |
48.37 |
48.37 |
48.69 |
48.52 |
S2 |
47.98 |
47.98 |
48.63 |
|
S3 |
47.30 |
47.69 |
48.56 |
|
S4 |
46.62 |
47.01 |
48.38 |
|
|
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% |
1.06 |
2.2% |
52% |
False |
False |
275,923 |
10 |
49.84 |
46.14 |
3.70 |
7.6% |
1.15 |
2.4% |
71% |
False |
False |
296,075 |
20 |
49.84 |
46.14 |
3.70 |
7.6% |
1.17 |
2.4% |
71% |
False |
False |
222,427 |
40 |
50.62 |
45.83 |
4.79 |
9.8% |
1.20 |
2.5% |
61% |
False |
False |
145,936 |
60 |
50.62 |
42.80 |
7.82 |
16.0% |
1.23 |
2.5% |
76% |
False |
False |
108,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.85 |
2.618 |
50.74 |
1.618 |
50.06 |
1.000 |
49.64 |
0.618 |
49.38 |
HIGH |
48.96 |
0.618 |
48.70 |
0.500 |
48.62 |
0.382 |
48.54 |
LOW |
48.28 |
0.618 |
47.86 |
1.000 |
47.60 |
1.618 |
47.18 |
2.618 |
46.50 |
4.250 |
45.39 |
|
|
Fisher Pivots for day following 12-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
48.71 |
48.71 |
PP |
48.66 |
48.68 |
S1 |
48.62 |
48.64 |
|