NYMEX Light Sweet Crude Oil Future November 2017
Trading Metrics calculated at close of trading on 13-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
48.71 |
48.85 |
0.14 |
0.3% |
48.00 |
High |
48.96 |
49.84 |
0.88 |
1.8% |
49.84 |
Low |
48.28 |
48.61 |
0.33 |
0.7% |
47.72 |
Close |
48.75 |
49.75 |
1.00 |
2.1% |
48.06 |
Range |
0.68 |
1.23 |
0.55 |
80.9% |
2.12 |
ATR |
1.18 |
1.18 |
0.00 |
0.3% |
0.00 |
Volume |
250,577 |
346,440 |
95,863 |
38.3% |
1,100,325 |
|
Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.09 |
52.65 |
50.43 |
|
R3 |
51.86 |
51.42 |
50.09 |
|
R2 |
50.63 |
50.63 |
49.98 |
|
R1 |
50.19 |
50.19 |
49.86 |
50.41 |
PP |
49.40 |
49.40 |
49.40 |
49.51 |
S1 |
48.96 |
48.96 |
49.64 |
49.18 |
S2 |
48.17 |
48.17 |
49.52 |
|
S3 |
46.94 |
47.73 |
49.41 |
|
S4 |
45.71 |
46.50 |
49.07 |
|
|
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 |
4.5% |
1.13 |
2.3% |
96% |
True |
False |
292,124 |
10 |
49.84 |
46.14 |
3.70 |
7.4% |
1.17 |
2.4% |
98% |
True |
False |
295,272 |
20 |
49.84 |
46.14 |
3.70 |
7.4% |
1.19 |
2.4% |
98% |
True |
False |
235,508 |
40 |
50.62 |
45.83 |
4.79 |
9.6% |
1.20 |
2.4% |
82% |
False |
False |
153,884 |
60 |
50.62 |
42.80 |
7.82 |
15.7% |
1.24 |
2.5% |
89% |
False |
False |
113,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.07 |
2.618 |
53.06 |
1.618 |
51.83 |
1.000 |
51.07 |
0.618 |
50.60 |
HIGH |
49.84 |
0.618 |
49.37 |
0.500 |
49.23 |
0.382 |
49.08 |
LOW |
48.61 |
0.618 |
47.85 |
1.000 |
47.38 |
1.618 |
46.62 |
2.618 |
45.39 |
4.250 |
43.38 |
|
|
Fisher Pivots for day following 13-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
49.58 |
49.41 |
PP |
49.40 |
49.06 |
S1 |
49.23 |
48.72 |
|