NYMEX Light Sweet Crude Oil Future November 2017
| Trading Metrics calculated at close of trading on 12-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
50.94 |
51.00 |
0.06 |
0.1% |
51.64 |
| High |
51.42 |
51.13 |
-0.29 |
-0.6% |
51.71 |
| Low |
50.61 |
50.15 |
-0.46 |
-0.9% |
49.10 |
| Close |
51.30 |
50.60 |
-0.70 |
-1.4% |
49.29 |
| Range |
0.81 |
0.98 |
0.17 |
21.0% |
2.61 |
| ATR |
1.12 |
1.12 |
0.00 |
0.2% |
0.00 |
| Volume |
651,948 |
729,273 |
77,325 |
11.9% |
3,060,003 |
|
| Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.57 |
53.06 |
51.14 |
|
| R3 |
52.59 |
52.08 |
50.87 |
|
| R2 |
51.61 |
51.61 |
50.78 |
|
| R1 |
51.10 |
51.10 |
50.69 |
50.87 |
| PP |
50.63 |
50.63 |
50.63 |
50.51 |
| S1 |
50.12 |
50.12 |
50.51 |
49.89 |
| S2 |
49.65 |
49.65 |
50.42 |
|
| S3 |
48.67 |
49.14 |
50.33 |
|
| S4 |
47.69 |
48.16 |
50.06 |
|
|
| 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 |
4.6% |
1.14 |
2.2% |
65% |
False |
False |
658,850 |
| 10 |
51.77 |
49.10 |
2.67 |
5.3% |
1.07 |
2.1% |
56% |
False |
False |
616,312 |
| 20 |
52.86 |
49.10 |
3.76 |
7.4% |
1.06 |
2.1% |
40% |
False |
False |
625,875 |
| 40 |
52.86 |
46.14 |
6.72 |
13.3% |
1.13 |
2.2% |
66% |
False |
False |
440,202 |
| 60 |
52.86 |
45.83 |
7.03 |
13.9% |
1.16 |
2.3% |
68% |
False |
False |
318,416 |
| 80 |
52.86 |
42.80 |
10.06 |
19.9% |
1.19 |
2.4% |
78% |
False |
False |
246,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.30 |
|
2.618 |
53.70 |
|
1.618 |
52.72 |
|
1.000 |
52.11 |
|
0.618 |
51.74 |
|
HIGH |
51.13 |
|
0.618 |
50.76 |
|
0.500 |
50.64 |
|
0.382 |
50.52 |
|
LOW |
50.15 |
|
0.618 |
49.54 |
|
1.000 |
49.17 |
|
1.618 |
48.56 |
|
2.618 |
47.58 |
|
4.250 |
45.99 |
|
|
| Fisher Pivots for day following 12-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.64 |
50.56 |
| PP |
50.63 |
50.52 |
| S1 |
50.61 |
50.48 |
|