NYMEX Light Sweet Crude Oil Future November 2017
| Trading Metrics calculated at close of trading on 10-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2017 |
10-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
49.25 |
49.55 |
0.30 |
0.6% |
51.64 |
| High |
49.79 |
51.06 |
1.27 |
2.6% |
51.71 |
| Low |
49.13 |
49.54 |
0.41 |
0.8% |
49.10 |
| Close |
49.58 |
50.92 |
1.34 |
2.7% |
49.29 |
| Range |
0.66 |
1.52 |
0.86 |
130.3% |
2.61 |
| ATR |
1.11 |
1.14 |
0.03 |
2.6% |
0.00 |
| Volume |
505,079 |
664,839 |
159,760 |
31.6% |
3,060,003 |
|
| Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.07 |
54.51 |
51.76 |
|
| R3 |
53.55 |
52.99 |
51.34 |
|
| R2 |
52.03 |
52.03 |
51.20 |
|
| R1 |
51.47 |
51.47 |
51.06 |
51.75 |
| PP |
50.51 |
50.51 |
50.51 |
50.65 |
| S1 |
49.95 |
49.95 |
50.78 |
50.23 |
| S2 |
48.99 |
48.99 |
50.64 |
|
| S3 |
47.47 |
48.43 |
50.50 |
|
| S4 |
45.95 |
46.91 |
50.08 |
|
|
| 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 |
4.2% |
1.24 |
2.4% |
86% |
False |
False |
633,250 |
| 10 |
52.86 |
49.10 |
3.76 |
7.4% |
1.13 |
2.2% |
48% |
False |
False |
622,075 |
| 20 |
52.86 |
48.61 |
4.25 |
8.3% |
1.10 |
2.2% |
54% |
False |
False |
597,300 |
| 40 |
52.86 |
46.14 |
6.72 |
13.2% |
1.13 |
2.2% |
71% |
False |
False |
409,863 |
| 60 |
52.86 |
45.83 |
7.03 |
13.8% |
1.16 |
2.3% |
72% |
False |
False |
296,390 |
| 80 |
52.86 |
42.80 |
10.06 |
19.8% |
1.20 |
2.4% |
81% |
False |
False |
230,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.52 |
|
2.618 |
55.04 |
|
1.618 |
53.52 |
|
1.000 |
52.58 |
|
0.618 |
52.00 |
|
HIGH |
51.06 |
|
0.618 |
50.48 |
|
0.500 |
50.30 |
|
0.382 |
50.12 |
|
LOW |
49.54 |
|
0.618 |
48.60 |
|
1.000 |
48.02 |
|
1.618 |
47.08 |
|
2.618 |
45.56 |
|
4.250 |
43.08 |
|
|
| Fisher Pivots for day following 10-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.71 |
50.64 |
| PP |
50.51 |
50.36 |
| S1 |
50.30 |
50.08 |
|