NYMEX Light Sweet Crude Oil Future November 2017
| Trading Metrics calculated at close of trading on 26-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
50.68 |
52.12 |
1.44 |
2.8% |
50.39 |
| High |
52.28 |
52.43 |
0.15 |
0.3% |
51.11 |
| Low |
50.39 |
51.43 |
1.04 |
2.1% |
49.68 |
| Close |
52.22 |
51.88 |
-0.34 |
-0.7% |
50.66 |
| Range |
1.89 |
1.00 |
-0.89 |
-47.1% |
1.43 |
| ATR |
1.14 |
1.13 |
-0.01 |
-0.9% |
0.00 |
| Volume |
701,244 |
709,515 |
8,271 |
1.2% |
3,108,069 |
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.91 |
54.40 |
52.43 |
|
| R3 |
53.91 |
53.40 |
52.16 |
|
| R2 |
52.91 |
52.91 |
52.06 |
|
| R1 |
52.40 |
52.40 |
51.97 |
52.16 |
| PP |
51.91 |
51.91 |
51.91 |
51.79 |
| S1 |
51.40 |
51.40 |
51.79 |
51.16 |
| S2 |
50.91 |
50.91 |
51.70 |
|
| S3 |
49.91 |
50.40 |
51.61 |
|
| S4 |
48.91 |
49.40 |
51.33 |
|
|
| 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 |
52.43 |
50.07 |
2.36 |
4.5% |
1.02 |
2.0% |
77% |
True |
False |
643,907 |
| 10 |
52.43 |
48.61 |
3.82 |
7.4% |
1.06 |
2.0% |
86% |
True |
False |
572,524 |
| 20 |
52.43 |
46.14 |
6.29 |
12.1% |
1.11 |
2.1% |
91% |
True |
False |
434,299 |
| 40 |
52.43 |
46.14 |
6.29 |
12.1% |
1.16 |
2.2% |
91% |
True |
False |
275,034 |
| 60 |
52.43 |
44.26 |
8.17 |
15.7% |
1.21 |
2.3% |
93% |
True |
False |
198,666 |
| 80 |
52.43 |
42.80 |
9.63 |
18.6% |
1.20 |
2.3% |
94% |
True |
False |
156,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.68 |
|
2.618 |
55.05 |
|
1.618 |
54.05 |
|
1.000 |
53.43 |
|
0.618 |
53.05 |
|
HIGH |
52.43 |
|
0.618 |
52.05 |
|
0.500 |
51.93 |
|
0.382 |
51.81 |
|
LOW |
51.43 |
|
0.618 |
50.81 |
|
1.000 |
50.43 |
|
1.618 |
49.81 |
|
2.618 |
48.81 |
|
4.250 |
47.18 |
|
|
| Fisher Pivots for day following 26-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.93 |
51.71 |
| PP |
51.91 |
51.53 |
| S1 |
51.90 |
51.36 |
|