NYMEX Light Sweet Crude Oil Future November 2017
Trading Metrics calculated at close of trading on 13-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
51.00 |
50.73 |
-0.27 |
-0.5% |
49.25 |
High |
51.13 |
51.72 |
0.59 |
1.2% |
51.72 |
Low |
50.15 |
50.70 |
0.55 |
1.1% |
49.13 |
Close |
50.60 |
51.45 |
0.85 |
1.7% |
51.45 |
Range |
0.98 |
1.02 |
0.04 |
4.1% |
2.59 |
ATR |
1.12 |
1.12 |
0.00 |
0.0% |
0.00 |
Volume |
729,273 |
667,497 |
-61,776 |
-8.5% |
3,218,636 |
|
Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.35 |
53.92 |
52.01 |
|
R3 |
53.33 |
52.90 |
51.73 |
|
R2 |
52.31 |
52.31 |
51.64 |
|
R1 |
51.88 |
51.88 |
51.54 |
52.10 |
PP |
51.29 |
51.29 |
51.29 |
51.40 |
S1 |
50.86 |
50.86 |
51.36 |
51.08 |
S2 |
50.27 |
50.27 |
51.26 |
|
S3 |
49.25 |
49.84 |
51.17 |
|
S4 |
48.23 |
48.82 |
50.89 |
|
|
Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.54 |
57.58 |
52.87 |
|
R3 |
55.95 |
54.99 |
52.16 |
|
R2 |
53.36 |
53.36 |
51.92 |
|
R1 |
52.40 |
52.40 |
51.69 |
52.88 |
PP |
50.77 |
50.77 |
50.77 |
51.01 |
S1 |
49.81 |
49.81 |
51.21 |
50.29 |
S2 |
48.18 |
48.18 |
50.98 |
|
S3 |
45.59 |
47.22 |
50.74 |
|
S4 |
43.00 |
44.63 |
50.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.72 |
49.13 |
2.59 |
5.0% |
1.00 |
1.9% |
90% |
True |
False |
643,727 |
10 |
51.72 |
49.10 |
2.62 |
5.1% |
1.12 |
2.2% |
90% |
True |
False |
627,863 |
20 |
52.86 |
49.10 |
3.76 |
7.3% |
1.07 |
2.1% |
63% |
False |
False |
639,415 |
40 |
52.86 |
46.14 |
6.72 |
13.1% |
1.13 |
2.2% |
79% |
False |
False |
454,301 |
60 |
52.86 |
45.83 |
7.03 |
13.7% |
1.16 |
2.3% |
80% |
False |
False |
328,918 |
80 |
52.86 |
42.97 |
9.89 |
19.2% |
1.18 |
2.3% |
86% |
False |
False |
254,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.06 |
2.618 |
54.39 |
1.618 |
53.37 |
1.000 |
52.74 |
0.618 |
52.35 |
HIGH |
51.72 |
0.618 |
51.33 |
0.500 |
51.21 |
0.382 |
51.09 |
LOW |
50.70 |
0.618 |
50.07 |
1.000 |
49.68 |
1.618 |
49.05 |
2.618 |
48.03 |
4.250 |
46.37 |
|
|
Fisher Pivots for day following 13-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
51.37 |
51.28 |
PP |
51.29 |
51.11 |
S1 |
51.21 |
50.94 |
|