NYMEX Light Sweet Crude Oil Future November 2017
Trading Metrics calculated at close of trading on 18-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
50.19 |
50.39 |
0.20 |
0.4% |
48.15 |
High |
50.61 |
50.85 |
0.24 |
0.5% |
50.88 |
Low |
49.88 |
49.68 |
-0.20 |
-0.4% |
47.59 |
Close |
50.44 |
50.35 |
-0.09 |
-0.2% |
50.44 |
Range |
0.73 |
1.17 |
0.44 |
60.3% |
3.29 |
ATR |
1.16 |
1.16 |
0.00 |
0.1% |
0.00 |
Volume |
396,714 |
551,173 |
154,459 |
38.9% |
1,727,561 |
|
Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.80 |
53.25 |
50.99 |
|
R3 |
52.63 |
52.08 |
50.67 |
|
R2 |
51.46 |
51.46 |
50.56 |
|
R1 |
50.91 |
50.91 |
50.46 |
50.60 |
PP |
50.29 |
50.29 |
50.29 |
50.14 |
S1 |
49.74 |
49.74 |
50.24 |
49.43 |
S2 |
49.12 |
49.12 |
50.14 |
|
S3 |
47.95 |
48.57 |
50.03 |
|
S4 |
46.78 |
47.40 |
49.71 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.51 |
58.26 |
52.25 |
|
R3 |
56.22 |
54.97 |
51.34 |
|
R2 |
52.93 |
52.93 |
51.04 |
|
R1 |
51.68 |
51.68 |
50.74 |
52.31 |
PP |
49.64 |
49.64 |
49.64 |
49.95 |
S1 |
48.39 |
48.39 |
50.14 |
49.02 |
S2 |
46.35 |
46.35 |
49.84 |
|
S3 |
43.06 |
45.10 |
49.54 |
|
S4 |
39.77 |
41.81 |
48.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.88 |
48.28 |
2.60 |
5.2% |
1.02 |
2.0% |
80% |
False |
False |
401,633 |
10 |
50.88 |
47.59 |
3.29 |
6.5% |
1.14 |
2.3% |
84% |
False |
False |
337,905 |
20 |
50.88 |
46.14 |
4.74 |
9.4% |
1.15 |
2.3% |
89% |
False |
False |
291,325 |
40 |
50.88 |
45.83 |
5.05 |
10.0% |
1.19 |
2.4% |
90% |
False |
False |
186,787 |
60 |
50.88 |
43.26 |
7.62 |
15.1% |
1.21 |
2.4% |
93% |
False |
False |
135,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.82 |
2.618 |
53.91 |
1.618 |
52.74 |
1.000 |
52.02 |
0.618 |
51.57 |
HIGH |
50.85 |
0.618 |
50.40 |
0.500 |
50.27 |
0.382 |
50.13 |
LOW |
49.68 |
0.618 |
48.96 |
1.000 |
48.51 |
1.618 |
47.79 |
2.618 |
46.62 |
4.250 |
44.71 |
|
|
Fisher Pivots for day following 18-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
50.32 |
50.31 |
PP |
50.29 |
50.27 |
S1 |
50.27 |
50.23 |
|