NYMEX Light Sweet Crude Oil Future November 2017
| Trading Metrics calculated at close of trading on 19-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
51.94 |
52.05 |
0.11 |
0.2% |
49.25 |
| High |
52.33 |
52.17 |
-0.16 |
-0.3% |
51.72 |
| Low |
51.69 |
51.07 |
-0.62 |
-1.2% |
49.13 |
| Close |
52.04 |
51.29 |
-0.75 |
-1.4% |
51.45 |
| Range |
0.64 |
1.10 |
0.46 |
71.9% |
2.59 |
| ATR |
1.07 |
1.08 |
0.00 |
0.2% |
0.00 |
| Volume |
152,620 |
127,413 |
-25,207 |
-16.5% |
3,218,636 |
|
| Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.81 |
54.15 |
51.90 |
|
| R3 |
53.71 |
53.05 |
51.59 |
|
| R2 |
52.61 |
52.61 |
51.49 |
|
| R1 |
51.95 |
51.95 |
51.39 |
51.73 |
| PP |
51.51 |
51.51 |
51.51 |
51.40 |
| S1 |
50.85 |
50.85 |
51.19 |
50.63 |
| S2 |
50.41 |
50.41 |
51.09 |
|
| S3 |
49.31 |
49.75 |
50.99 |
|
| S4 |
48.21 |
48.65 |
50.69 |
|
|
| 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 |
52.37 |
50.70 |
1.67 |
3.3% |
0.96 |
1.9% |
35% |
False |
False |
387,973 |
| 10 |
52.37 |
49.10 |
3.27 |
6.4% |
1.05 |
2.0% |
67% |
False |
False |
523,412 |
| 20 |
52.86 |
49.10 |
3.76 |
7.3% |
1.06 |
2.1% |
58% |
False |
False |
571,319 |
| 40 |
52.86 |
46.14 |
6.72 |
13.1% |
1.09 |
2.1% |
77% |
False |
False |
472,106 |
| 60 |
52.86 |
46.14 |
6.72 |
13.1% |
1.12 |
2.2% |
77% |
False |
False |
346,076 |
| 80 |
52.86 |
44.26 |
8.60 |
16.8% |
1.18 |
2.3% |
82% |
False |
False |
269,252 |
| 100 |
52.86 |
42.80 |
10.06 |
19.6% |
1.19 |
2.3% |
84% |
False |
False |
221,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.85 |
|
2.618 |
55.05 |
|
1.618 |
53.95 |
|
1.000 |
53.27 |
|
0.618 |
52.85 |
|
HIGH |
52.17 |
|
0.618 |
51.75 |
|
0.500 |
51.62 |
|
0.382 |
51.49 |
|
LOW |
51.07 |
|
0.618 |
50.39 |
|
1.000 |
49.97 |
|
1.618 |
49.29 |
|
2.618 |
48.19 |
|
4.250 |
46.40 |
|
|
| Fisher Pivots for day following 19-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.62 |
51.70 |
| PP |
51.51 |
51.56 |
| S1 |
51.40 |
51.43 |
|