NYMEX Light Sweet Crude Oil Future November 2017
| Trading Metrics calculated at close of trading on 25-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
50.73 |
50.68 |
-0.05 |
-0.1% |
50.39 |
| High |
50.78 |
52.28 |
1.50 |
3.0% |
51.11 |
| Low |
50.29 |
50.39 |
0.10 |
0.2% |
49.68 |
| Close |
50.66 |
52.22 |
1.56 |
3.1% |
50.66 |
| Range |
0.49 |
1.89 |
1.40 |
285.7% |
1.43 |
| ATR |
1.08 |
1.14 |
0.06 |
5.3% |
0.00 |
| Volume |
473,795 |
701,244 |
227,449 |
48.0% |
3,108,069 |
|
| Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.30 |
56.65 |
53.26 |
|
| R3 |
55.41 |
54.76 |
52.74 |
|
| R2 |
53.52 |
53.52 |
52.57 |
|
| R1 |
52.87 |
52.87 |
52.39 |
53.20 |
| PP |
51.63 |
51.63 |
51.63 |
51.79 |
| S1 |
50.98 |
50.98 |
52.05 |
51.31 |
| S2 |
49.74 |
49.74 |
51.87 |
|
| S3 |
47.85 |
49.09 |
51.70 |
|
| S4 |
45.96 |
47.20 |
51.18 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.77 |
54.15 |
51.45 |
|
| R3 |
53.34 |
52.72 |
51.05 |
|
| R2 |
51.91 |
51.91 |
50.92 |
|
| R1 |
51.29 |
51.29 |
50.79 |
51.60 |
| PP |
50.48 |
50.48 |
50.48 |
50.64 |
| S1 |
49.86 |
49.86 |
50.53 |
50.17 |
| S2 |
49.05 |
49.05 |
50.40 |
|
| S3 |
47.62 |
48.43 |
50.27 |
|
| S4 |
46.19 |
47.00 |
49.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.28 |
49.73 |
2.55 |
4.9% |
1.04 |
2.0% |
98% |
True |
False |
651,628 |
| 10 |
52.28 |
48.28 |
4.00 |
7.7% |
1.03 |
2.0% |
99% |
True |
False |
526,630 |
| 20 |
52.28 |
46.14 |
6.14 |
11.8% |
1.15 |
2.2% |
99% |
True |
False |
415,044 |
| 40 |
52.28 |
46.14 |
6.14 |
11.8% |
1.17 |
2.2% |
99% |
True |
False |
259,505 |
| 60 |
52.28 |
44.26 |
8.02 |
15.4% |
1.22 |
2.3% |
99% |
True |
False |
187,334 |
| 80 |
52.28 |
42.80 |
9.48 |
18.2% |
1.21 |
2.3% |
99% |
True |
False |
148,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.31 |
|
2.618 |
57.23 |
|
1.618 |
55.34 |
|
1.000 |
54.17 |
|
0.618 |
53.45 |
|
HIGH |
52.28 |
|
0.618 |
51.56 |
|
0.500 |
51.34 |
|
0.382 |
51.11 |
|
LOW |
50.39 |
|
0.618 |
49.22 |
|
1.000 |
48.50 |
|
1.618 |
47.33 |
|
2.618 |
45.44 |
|
4.250 |
42.36 |
|
|
| Fisher Pivots for day following 25-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.93 |
51.87 |
| PP |
51.63 |
51.52 |
| S1 |
51.34 |
51.18 |
|