NYMEX Light Sweet Crude Oil Future November 2017
Trading Metrics calculated at close of trading on 06-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
49.88 |
50.75 |
0.87 |
1.7% |
51.64 |
High |
51.22 |
50.82 |
-0.40 |
-0.8% |
51.71 |
Low |
49.85 |
49.10 |
-0.75 |
-1.5% |
49.10 |
Close |
50.79 |
49.29 |
-1.50 |
-3.0% |
49.29 |
Range |
1.37 |
1.72 |
0.35 |
25.5% |
2.61 |
ATR |
1.10 |
1.15 |
0.04 |
4.0% |
0.00 |
Volume |
654,385 |
743,114 |
88,729 |
13.6% |
3,060,003 |
|
Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.90 |
53.81 |
50.24 |
|
R3 |
53.18 |
52.09 |
49.76 |
|
R2 |
51.46 |
51.46 |
49.61 |
|
R1 |
50.37 |
50.37 |
49.45 |
50.06 |
PP |
49.74 |
49.74 |
49.74 |
49.58 |
S1 |
48.65 |
48.65 |
49.13 |
48.34 |
S2 |
48.02 |
48.02 |
48.97 |
|
S3 |
46.30 |
46.93 |
48.82 |
|
S4 |
44.58 |
45.21 |
48.34 |
|
|
Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.86 |
56.19 |
50.73 |
|
R3 |
55.25 |
53.58 |
50.01 |
|
R2 |
52.64 |
52.64 |
49.77 |
|
R1 |
50.97 |
50.97 |
49.53 |
50.50 |
PP |
50.03 |
50.03 |
50.03 |
49.80 |
S1 |
48.36 |
48.36 |
49.05 |
47.89 |
S2 |
47.42 |
47.42 |
48.81 |
|
S3 |
44.81 |
45.75 |
48.57 |
|
S4 |
42.20 |
43.14 |
47.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.71 |
49.10 |
2.61 |
5.3% |
1.25 |
2.5% |
7% |
False |
True |
612,000 |
10 |
52.86 |
49.10 |
3.76 |
7.6% |
1.20 |
2.4% |
5% |
False |
True |
646,159 |
20 |
52.86 |
47.59 |
5.27 |
10.7% |
1.08 |
2.2% |
32% |
False |
False |
564,861 |
40 |
52.86 |
46.14 |
6.72 |
13.6% |
1.15 |
2.3% |
47% |
False |
False |
384,352 |
60 |
52.86 |
45.83 |
7.03 |
14.3% |
1.16 |
2.3% |
49% |
False |
False |
278,300 |
80 |
52.86 |
42.80 |
10.06 |
20.4% |
1.19 |
2.4% |
65% |
False |
False |
216,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.13 |
2.618 |
55.32 |
1.618 |
53.60 |
1.000 |
52.54 |
0.618 |
51.88 |
HIGH |
50.82 |
0.618 |
50.16 |
0.500 |
49.96 |
0.382 |
49.76 |
LOW |
49.10 |
0.618 |
48.04 |
1.000 |
47.38 |
1.618 |
46.32 |
2.618 |
44.60 |
4.250 |
41.79 |
|
|
Fisher Pivots for day following 06-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
49.96 |
50.16 |
PP |
49.74 |
49.87 |
S1 |
49.51 |
49.58 |
|