NYMEX Light Sweet Crude Oil Future November 2017
Trading Metrics calculated at close of trading on 14-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
48.85 |
49.76 |
0.91 |
1.9% |
48.00 |
High |
49.84 |
50.88 |
1.04 |
2.1% |
49.84 |
Low |
48.61 |
49.57 |
0.96 |
2.0% |
47.72 |
Close |
49.75 |
50.35 |
0.60 |
1.2% |
48.06 |
Range |
1.23 |
1.31 |
0.08 |
6.5% |
2.12 |
ATR |
1.18 |
1.19 |
0.01 |
0.8% |
0.00 |
Volume |
346,440 |
463,265 |
116,825 |
33.7% |
1,100,325 |
|
Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.20 |
53.58 |
51.07 |
|
R3 |
52.89 |
52.27 |
50.71 |
|
R2 |
51.58 |
51.58 |
50.59 |
|
R1 |
50.96 |
50.96 |
50.47 |
51.27 |
PP |
50.27 |
50.27 |
50.27 |
50.42 |
S1 |
49.65 |
49.65 |
50.23 |
49.96 |
S2 |
48.96 |
48.96 |
50.11 |
|
S3 |
47.65 |
48.34 |
49.99 |
|
S4 |
46.34 |
47.03 |
49.63 |
|
|
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 |
50.88 |
47.59 |
3.29 |
6.5% |
1.25 |
2.5% |
84% |
True |
False |
333,695 |
10 |
50.88 |
46.14 |
4.74 |
9.4% |
1.21 |
2.4% |
89% |
True |
False |
306,151 |
20 |
50.88 |
46.14 |
4.74 |
9.4% |
1.19 |
2.4% |
89% |
True |
False |
254,529 |
40 |
50.88 |
45.83 |
5.05 |
10.0% |
1.21 |
2.4% |
90% |
True |
False |
164,687 |
60 |
50.88 |
42.80 |
8.08 |
16.0% |
1.23 |
2.4% |
93% |
True |
False |
120,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.45 |
2.618 |
54.31 |
1.618 |
53.00 |
1.000 |
52.19 |
0.618 |
51.69 |
HIGH |
50.88 |
0.618 |
50.38 |
0.500 |
50.23 |
0.382 |
50.07 |
LOW |
49.57 |
0.618 |
48.76 |
1.000 |
48.26 |
1.618 |
47.45 |
2.618 |
46.14 |
4.250 |
44.00 |
|
|
Fisher Pivots for day following 14-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
50.31 |
50.09 |
PP |
50.27 |
49.84 |
S1 |
50.23 |
49.58 |
|