NYMEX Light Sweet Crude Oil Future November 2017
| Trading Metrics calculated at close of trading on 11-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
49.55 |
50.94 |
1.39 |
2.8% |
51.64 |
| High |
51.06 |
51.42 |
0.36 |
0.7% |
51.71 |
| Low |
49.54 |
50.61 |
1.07 |
2.2% |
49.10 |
| Close |
50.92 |
51.30 |
0.38 |
0.7% |
49.29 |
| Range |
1.52 |
0.81 |
-0.71 |
-46.7% |
2.61 |
| ATR |
1.14 |
1.12 |
-0.02 |
-2.1% |
0.00 |
| Volume |
664,839 |
651,948 |
-12,891 |
-1.9% |
3,060,003 |
|
| Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.54 |
53.23 |
51.75 |
|
| R3 |
52.73 |
52.42 |
51.52 |
|
| R2 |
51.92 |
51.92 |
51.45 |
|
| R1 |
51.61 |
51.61 |
51.37 |
51.77 |
| PP |
51.11 |
51.11 |
51.11 |
51.19 |
| S1 |
50.80 |
50.80 |
51.23 |
50.96 |
| S2 |
50.30 |
50.30 |
51.15 |
|
| S3 |
49.49 |
49.99 |
51.08 |
|
| S4 |
48.68 |
49.18 |
50.85 |
|
|
| 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 |
51.42 |
49.10 |
2.32 |
4.5% |
1.22 |
2.4% |
95% |
True |
False |
643,873 |
| 10 |
52.86 |
49.10 |
3.76 |
7.3% |
1.14 |
2.2% |
59% |
False |
False |
623,566 |
| 20 |
52.86 |
49.10 |
3.76 |
7.3% |
1.07 |
2.1% |
59% |
False |
False |
612,575 |
| 40 |
52.86 |
46.14 |
6.72 |
13.1% |
1.13 |
2.2% |
77% |
False |
False |
424,041 |
| 60 |
52.86 |
45.83 |
7.03 |
13.7% |
1.16 |
2.3% |
78% |
False |
False |
306,781 |
| 80 |
52.86 |
42.80 |
10.06 |
19.6% |
1.20 |
2.3% |
84% |
False |
False |
238,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.86 |
|
2.618 |
53.54 |
|
1.618 |
52.73 |
|
1.000 |
52.23 |
|
0.618 |
51.92 |
|
HIGH |
51.42 |
|
0.618 |
51.11 |
|
0.500 |
51.02 |
|
0.382 |
50.92 |
|
LOW |
50.61 |
|
0.618 |
50.11 |
|
1.000 |
49.80 |
|
1.618 |
49.30 |
|
2.618 |
48.49 |
|
4.250 |
47.17 |
|
|
| Fisher Pivots for day following 11-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.21 |
50.96 |
| PP |
51.11 |
50.62 |
| S1 |
51.02 |
50.28 |
|