NYMEX Light Sweet Crude Oil Future November 2017
| Trading Metrics calculated at close of trading on 29-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
52.05 |
51.58 |
-0.47 |
-0.9% |
50.68 |
| High |
52.86 |
51.77 |
-1.09 |
-2.1% |
52.86 |
| Low |
51.22 |
51.25 |
0.03 |
0.1% |
50.39 |
| Close |
51.56 |
51.67 |
0.11 |
0.2% |
51.67 |
| Range |
1.64 |
0.52 |
-1.12 |
-68.3% |
2.47 |
| ATR |
1.14 |
1.10 |
-0.04 |
-3.9% |
0.00 |
| Volume |
801,816 |
551,982 |
-249,834 |
-31.2% |
3,401,592 |
|
| Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.12 |
52.92 |
51.96 |
|
| R3 |
52.60 |
52.40 |
51.81 |
|
| R2 |
52.08 |
52.08 |
51.77 |
|
| R1 |
51.88 |
51.88 |
51.72 |
51.98 |
| PP |
51.56 |
51.56 |
51.56 |
51.62 |
| S1 |
51.36 |
51.36 |
51.62 |
51.46 |
| S2 |
51.04 |
51.04 |
51.57 |
|
| S3 |
50.52 |
50.84 |
51.53 |
|
| S4 |
50.00 |
50.32 |
51.38 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.05 |
57.83 |
53.03 |
|
| R3 |
56.58 |
55.36 |
52.35 |
|
| R2 |
54.11 |
54.11 |
52.12 |
|
| R1 |
52.89 |
52.89 |
51.90 |
53.50 |
| PP |
51.64 |
51.64 |
51.64 |
51.95 |
| S1 |
50.42 |
50.42 |
51.44 |
51.03 |
| S2 |
49.17 |
49.17 |
51.22 |
|
| S3 |
46.70 |
47.95 |
50.99 |
|
| S4 |
44.23 |
45.48 |
50.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.86 |
50.39 |
2.47 |
4.8% |
1.15 |
2.2% |
52% |
False |
False |
680,318 |
| 10 |
52.86 |
49.68 |
3.18 |
6.2% |
1.02 |
2.0% |
63% |
False |
False |
650,966 |
| 20 |
52.86 |
47.39 |
5.47 |
10.6% |
1.06 |
2.0% |
78% |
False |
False |
482,541 |
| 40 |
52.86 |
46.14 |
6.72 |
13.0% |
1.13 |
2.2% |
82% |
False |
False |
319,340 |
| 60 |
52.86 |
44.26 |
8.60 |
16.6% |
1.18 |
2.3% |
86% |
False |
False |
230,541 |
| 80 |
52.86 |
42.80 |
10.06 |
19.5% |
1.18 |
2.3% |
88% |
False |
False |
180,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.98 |
|
2.618 |
53.13 |
|
1.618 |
52.61 |
|
1.000 |
52.29 |
|
0.618 |
52.09 |
|
HIGH |
51.77 |
|
0.618 |
51.57 |
|
0.500 |
51.51 |
|
0.382 |
51.45 |
|
LOW |
51.25 |
|
0.618 |
50.93 |
|
1.000 |
50.73 |
|
1.618 |
50.41 |
|
2.618 |
49.89 |
|
4.250 |
49.04 |
|
|
| Fisher Pivots for day following 29-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.62 |
52.04 |
| PP |
51.56 |
51.92 |
| S1 |
51.51 |
51.79 |
|