NYMEX Light Sweet Crude Oil Future November 2017
| Trading Metrics calculated at close of trading on 05-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
50.16 |
49.88 |
-0.28 |
-0.6% |
50.68 |
| High |
50.67 |
51.22 |
0.55 |
1.1% |
52.86 |
| Low |
49.76 |
49.85 |
0.09 |
0.2% |
50.39 |
| Close |
49.98 |
50.79 |
0.81 |
1.6% |
51.67 |
| Range |
0.91 |
1.37 |
0.46 |
50.5% |
2.47 |
| ATR |
1.08 |
1.10 |
0.02 |
1.9% |
0.00 |
| Volume |
598,836 |
654,385 |
55,549 |
9.3% |
3,401,592 |
|
| Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.73 |
54.13 |
51.54 |
|
| R3 |
53.36 |
52.76 |
51.17 |
|
| R2 |
51.99 |
51.99 |
51.04 |
|
| R1 |
51.39 |
51.39 |
50.92 |
51.69 |
| PP |
50.62 |
50.62 |
50.62 |
50.77 |
| S1 |
50.02 |
50.02 |
50.66 |
50.32 |
| S2 |
49.25 |
49.25 |
50.54 |
|
| S3 |
47.88 |
48.65 |
50.41 |
|
| S4 |
46.51 |
47.28 |
50.04 |
|
|
| 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 |
51.77 |
49.76 |
2.01 |
4.0% |
1.01 |
2.0% |
51% |
False |
False |
573,774 |
| 10 |
52.86 |
49.76 |
3.10 |
6.1% |
1.08 |
2.1% |
33% |
False |
False |
619,227 |
| 20 |
52.86 |
47.59 |
5.27 |
10.4% |
1.09 |
2.1% |
61% |
False |
False |
544,587 |
| 40 |
52.86 |
46.14 |
6.72 |
13.2% |
1.15 |
2.3% |
69% |
False |
False |
369,270 |
| 60 |
52.86 |
45.51 |
7.35 |
14.5% |
1.15 |
2.3% |
72% |
False |
False |
266,484 |
| 80 |
52.86 |
42.80 |
10.06 |
19.8% |
1.19 |
2.3% |
79% |
False |
False |
207,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.04 |
|
2.618 |
54.81 |
|
1.618 |
53.44 |
|
1.000 |
52.59 |
|
0.618 |
52.07 |
|
HIGH |
51.22 |
|
0.618 |
50.70 |
|
0.500 |
50.54 |
|
0.382 |
50.37 |
|
LOW |
49.85 |
|
0.618 |
49.00 |
|
1.000 |
48.48 |
|
1.618 |
47.63 |
|
2.618 |
46.26 |
|
4.250 |
44.03 |
|
|
| Fisher Pivots for day following 05-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.71 |
50.69 |
| PP |
50.62 |
50.59 |
| S1 |
50.54 |
50.49 |
|