NYMEX Light Sweet Crude Oil Future November 2017
| Trading Metrics calculated at close of trading on 09-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2017 |
09-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
50.75 |
49.25 |
-1.50 |
-3.0% |
51.64 |
| High |
50.82 |
49.79 |
-1.03 |
-2.0% |
51.71 |
| Low |
49.10 |
49.13 |
0.03 |
0.1% |
49.10 |
| Close |
49.29 |
49.58 |
0.29 |
0.6% |
49.29 |
| Range |
1.72 |
0.66 |
-1.06 |
-61.6% |
2.61 |
| ATR |
1.15 |
1.11 |
-0.03 |
-3.0% |
0.00 |
| Volume |
743,114 |
505,079 |
-238,035 |
-32.0% |
3,060,003 |
|
| Daily Pivots for day following 09-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.48 |
51.19 |
49.94 |
|
| R3 |
50.82 |
50.53 |
49.76 |
|
| R2 |
50.16 |
50.16 |
49.70 |
|
| R1 |
49.87 |
49.87 |
49.64 |
50.02 |
| PP |
49.50 |
49.50 |
49.50 |
49.57 |
| S1 |
49.21 |
49.21 |
49.52 |
49.36 |
| S2 |
48.84 |
48.84 |
49.46 |
|
| S3 |
48.18 |
48.55 |
49.40 |
|
| S4 |
47.52 |
47.89 |
49.22 |
|
|
| 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 |
51.22 |
49.10 |
2.12 |
4.3% |
1.05 |
2.1% |
23% |
False |
False |
592,829 |
| 10 |
52.86 |
49.10 |
3.76 |
7.6% |
1.08 |
2.2% |
13% |
False |
False |
626,543 |
| 20 |
52.86 |
48.28 |
4.58 |
9.2% |
1.05 |
2.1% |
28% |
False |
False |
576,586 |
| 40 |
52.86 |
46.14 |
6.72 |
13.6% |
1.14 |
2.3% |
51% |
False |
False |
394,794 |
| 60 |
52.86 |
45.83 |
7.03 |
14.2% |
1.15 |
2.3% |
53% |
False |
False |
285,944 |
| 80 |
52.86 |
42.80 |
10.06 |
20.3% |
1.19 |
2.4% |
67% |
False |
False |
222,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.60 |
|
2.618 |
51.52 |
|
1.618 |
50.86 |
|
1.000 |
50.45 |
|
0.618 |
50.20 |
|
HIGH |
49.79 |
|
0.618 |
49.54 |
|
0.500 |
49.46 |
|
0.382 |
49.38 |
|
LOW |
49.13 |
|
0.618 |
48.72 |
|
1.000 |
48.47 |
|
1.618 |
48.06 |
|
2.618 |
47.40 |
|
4.250 |
46.33 |
|
|
| Fisher Pivots for day following 09-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.54 |
50.16 |
| PP |
49.50 |
49.97 |
| S1 |
49.46 |
49.77 |
|