NYMEX Light Sweet Crude Oil Future November 2017
| Trading Metrics calculated at close of trading on 04-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
50.59 |
50.16 |
-0.43 |
-0.8% |
50.68 |
| High |
50.73 |
50.67 |
-0.06 |
-0.1% |
52.86 |
| Low |
50.14 |
49.76 |
-0.38 |
-0.8% |
50.39 |
| Close |
50.42 |
49.98 |
-0.44 |
-0.9% |
51.67 |
| Range |
0.59 |
0.91 |
0.32 |
54.2% |
2.47 |
| ATR |
1.10 |
1.08 |
-0.01 |
-1.2% |
0.00 |
| Volume |
462,735 |
598,836 |
136,101 |
29.4% |
3,401,592 |
|
| Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.87 |
52.33 |
50.48 |
|
| R3 |
51.96 |
51.42 |
50.23 |
|
| R2 |
51.05 |
51.05 |
50.15 |
|
| R1 |
50.51 |
50.51 |
50.06 |
50.33 |
| PP |
50.14 |
50.14 |
50.14 |
50.04 |
| S1 |
49.60 |
49.60 |
49.90 |
49.42 |
| S2 |
49.23 |
49.23 |
49.81 |
|
| S3 |
48.32 |
48.69 |
49.73 |
|
| S4 |
47.41 |
47.78 |
49.48 |
|
|
| 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 |
49.76 |
3.10 |
6.2% |
1.06 |
2.1% |
7% |
False |
True |
603,260 |
| 10 |
52.86 |
49.76 |
3.10 |
6.2% |
1.01 |
2.0% |
7% |
False |
True |
611,846 |
| 20 |
52.86 |
47.59 |
5.27 |
10.5% |
1.05 |
2.1% |
45% |
False |
False |
524,638 |
| 40 |
52.86 |
46.14 |
6.72 |
13.4% |
1.14 |
2.3% |
57% |
False |
False |
355,278 |
| 60 |
52.86 |
45.51 |
7.35 |
14.7% |
1.15 |
2.3% |
61% |
False |
False |
256,602 |
| 80 |
52.86 |
42.80 |
10.06 |
20.1% |
1.18 |
2.4% |
71% |
False |
False |
199,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.54 |
|
2.618 |
53.05 |
|
1.618 |
52.14 |
|
1.000 |
51.58 |
|
0.618 |
51.23 |
|
HIGH |
50.67 |
|
0.618 |
50.32 |
|
0.500 |
50.22 |
|
0.382 |
50.11 |
|
LOW |
49.76 |
|
0.618 |
49.20 |
|
1.000 |
48.85 |
|
1.618 |
48.29 |
|
2.618 |
47.38 |
|
4.250 |
45.89 |
|
|
| Fisher Pivots for day following 04-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.22 |
50.74 |
| PP |
50.14 |
50.48 |
| S1 |
50.06 |
50.23 |
|