NYMEX Light Sweet Crude Oil Future December 2017
Trading Metrics calculated at close of trading on 20-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
50.57 |
50.54 |
-0.03 |
-0.1% |
48.65 |
High |
51.10 |
51.41 |
0.31 |
0.6% |
51.15 |
Low |
50.08 |
50.46 |
0.38 |
0.8% |
48.09 |
Close |
50.24 |
51.04 |
0.80 |
1.6% |
50.81 |
Range |
1.02 |
0.95 |
-0.07 |
-6.9% |
3.06 |
ATR |
1.11 |
1.12 |
0.00 |
0.4% |
0.00 |
Volume |
173,136 |
209,453 |
36,317 |
21.0% |
793,953 |
|
Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.82 |
53.38 |
51.56 |
|
R3 |
52.87 |
52.43 |
51.30 |
|
R2 |
51.92 |
51.92 |
51.21 |
|
R1 |
51.48 |
51.48 |
51.13 |
51.70 |
PP |
50.97 |
50.97 |
50.97 |
51.08 |
S1 |
50.53 |
50.53 |
50.95 |
50.75 |
S2 |
50.02 |
50.02 |
50.87 |
|
S3 |
49.07 |
49.58 |
50.78 |
|
S4 |
48.12 |
48.63 |
50.52 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.20 |
58.06 |
52.49 |
|
R3 |
56.14 |
55.00 |
51.65 |
|
R2 |
53.08 |
53.08 |
51.37 |
|
R1 |
51.94 |
51.94 |
51.09 |
52.51 |
PP |
50.02 |
50.02 |
50.02 |
50.30 |
S1 |
48.88 |
48.88 |
50.53 |
49.45 |
S2 |
46.96 |
46.96 |
50.25 |
|
S3 |
43.90 |
45.82 |
49.97 |
|
S4 |
40.84 |
42.76 |
49.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.41 |
49.90 |
1.51 |
3.0% |
1.02 |
2.0% |
75% |
True |
False |
177,141 |
10 |
51.41 |
48.09 |
3.32 |
6.5% |
1.04 |
2.0% |
89% |
True |
False |
166,973 |
20 |
51.41 |
46.59 |
4.82 |
9.4% |
1.09 |
2.1% |
92% |
True |
False |
182,012 |
40 |
51.41 |
46.59 |
4.82 |
9.4% |
1.13 |
2.2% |
92% |
True |
False |
148,156 |
60 |
51.41 |
44.35 |
7.06 |
13.8% |
1.19 |
2.3% |
95% |
True |
False |
126,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.45 |
2.618 |
53.90 |
1.618 |
52.95 |
1.000 |
52.36 |
0.618 |
52.00 |
HIGH |
51.41 |
0.618 |
51.05 |
0.500 |
50.94 |
0.382 |
50.82 |
LOW |
50.46 |
0.618 |
49.87 |
1.000 |
49.51 |
1.618 |
48.92 |
2.618 |
47.97 |
4.250 |
46.42 |
|
|
Fisher Pivots for day following 20-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
51.01 |
50.94 |
PP |
50.97 |
50.83 |
S1 |
50.94 |
50.73 |
|