NYMEX Light Sweet Crude Oil Future November 2017
| Trading Metrics calculated at close of trading on 02-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
51.58 |
51.64 |
0.06 |
0.1% |
50.68 |
| High |
51.77 |
51.71 |
-0.06 |
-0.1% |
52.86 |
| Low |
51.25 |
50.07 |
-1.18 |
-2.3% |
50.39 |
| Close |
51.67 |
50.58 |
-1.09 |
-2.1% |
51.67 |
| Range |
0.52 |
1.64 |
1.12 |
215.4% |
2.47 |
| ATR |
1.10 |
1.13 |
0.04 |
3.6% |
0.00 |
| Volume |
551,982 |
600,933 |
48,951 |
8.9% |
3,401,592 |
|
| Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.71 |
54.78 |
51.48 |
|
| R3 |
54.07 |
53.14 |
51.03 |
|
| R2 |
52.43 |
52.43 |
50.88 |
|
| R1 |
51.50 |
51.50 |
50.73 |
51.15 |
| PP |
50.79 |
50.79 |
50.79 |
50.61 |
| S1 |
49.86 |
49.86 |
50.43 |
49.51 |
| S2 |
49.15 |
49.15 |
50.28 |
|
| S3 |
47.51 |
48.22 |
50.13 |
|
| S4 |
45.87 |
46.58 |
49.68 |
|
|
| 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 |
50.07 |
2.79 |
5.5% |
1.10 |
2.2% |
18% |
False |
True |
660,256 |
| 10 |
52.86 |
49.73 |
3.13 |
6.2% |
1.07 |
2.1% |
27% |
False |
False |
655,942 |
| 20 |
52.86 |
47.59 |
5.27 |
10.4% |
1.11 |
2.2% |
57% |
False |
False |
496,924 |
| 40 |
52.86 |
46.14 |
6.72 |
13.3% |
1.15 |
2.3% |
66% |
False |
False |
333,160 |
| 60 |
52.86 |
44.26 |
8.60 |
17.0% |
1.18 |
2.3% |
73% |
False |
False |
240,061 |
| 80 |
52.86 |
42.80 |
10.06 |
19.9% |
1.19 |
2.3% |
77% |
False |
False |
187,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.68 |
|
2.618 |
56.00 |
|
1.618 |
54.36 |
|
1.000 |
53.35 |
|
0.618 |
52.72 |
|
HIGH |
51.71 |
|
0.618 |
51.08 |
|
0.500 |
50.89 |
|
0.382 |
50.70 |
|
LOW |
50.07 |
|
0.618 |
49.06 |
|
1.000 |
48.43 |
|
1.618 |
47.42 |
|
2.618 |
45.78 |
|
4.250 |
43.10 |
|
|
| Fisher Pivots for day following 02-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.89 |
51.47 |
| PP |
50.79 |
51.17 |
| S1 |
50.68 |
50.88 |
|