NYMEX Light Sweet Crude Oil Future November 2017
| Trading Metrics calculated at close of trading on 03-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
51.64 |
50.59 |
-1.05 |
-2.0% |
50.68 |
| High |
51.71 |
50.73 |
-0.98 |
-1.9% |
52.86 |
| Low |
50.07 |
50.14 |
0.07 |
0.1% |
50.39 |
| Close |
50.58 |
50.42 |
-0.16 |
-0.3% |
51.67 |
| Range |
1.64 |
0.59 |
-1.05 |
-64.0% |
2.47 |
| ATR |
1.13 |
1.10 |
-0.04 |
-3.4% |
0.00 |
| Volume |
600,933 |
462,735 |
-138,198 |
-23.0% |
3,401,592 |
|
| Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.20 |
51.90 |
50.74 |
|
| R3 |
51.61 |
51.31 |
50.58 |
|
| R2 |
51.02 |
51.02 |
50.53 |
|
| R1 |
50.72 |
50.72 |
50.47 |
50.58 |
| PP |
50.43 |
50.43 |
50.43 |
50.36 |
| S1 |
50.13 |
50.13 |
50.37 |
49.99 |
| S2 |
49.84 |
49.84 |
50.31 |
|
| S3 |
49.25 |
49.54 |
50.26 |
|
| S4 |
48.66 |
48.95 |
50.10 |
|
|
| 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% |
1.02 |
2.0% |
13% |
False |
False |
610,900 |
| 10 |
52.86 |
50.07 |
2.79 |
5.5% |
1.02 |
2.0% |
13% |
False |
False |
627,403 |
| 20 |
52.86 |
47.59 |
5.27 |
10.5% |
1.05 |
2.1% |
54% |
False |
False |
507,968 |
| 40 |
52.86 |
46.14 |
6.72 |
13.3% |
1.13 |
2.2% |
64% |
False |
False |
342,448 |
| 60 |
52.86 |
44.48 |
8.38 |
16.6% |
1.17 |
2.3% |
71% |
False |
False |
247,176 |
| 80 |
52.86 |
42.80 |
10.06 |
20.0% |
1.18 |
2.3% |
76% |
False |
False |
192,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.24 |
|
2.618 |
52.27 |
|
1.618 |
51.68 |
|
1.000 |
51.32 |
|
0.618 |
51.09 |
|
HIGH |
50.73 |
|
0.618 |
50.50 |
|
0.500 |
50.44 |
|
0.382 |
50.37 |
|
LOW |
50.14 |
|
0.618 |
49.78 |
|
1.000 |
49.55 |
|
1.618 |
49.19 |
|
2.618 |
48.60 |
|
4.250 |
47.63 |
|
|
| Fisher Pivots for day following 03-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.44 |
50.92 |
| PP |
50.43 |
50.75 |
| S1 |
50.43 |
50.59 |
|