NYMEX Light Sweet Crude Oil Future December 2017
Trading Metrics calculated at close of trading on 21-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
50.54 |
51.04 |
0.50 |
1.0% |
48.65 |
High |
51.41 |
51.13 |
-0.28 |
-0.5% |
51.15 |
Low |
50.46 |
50.45 |
-0.01 |
0.0% |
48.09 |
Close |
51.04 |
50.93 |
-0.11 |
-0.2% |
50.81 |
Range |
0.95 |
0.68 |
-0.27 |
-28.4% |
3.06 |
ATR |
1.12 |
1.09 |
-0.03 |
-2.8% |
0.00 |
Volume |
209,453 |
157,736 |
-51,717 |
-24.7% |
793,953 |
|
Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.88 |
52.58 |
51.30 |
|
R3 |
52.20 |
51.90 |
51.12 |
|
R2 |
51.52 |
51.52 |
51.05 |
|
R1 |
51.22 |
51.22 |
50.99 |
51.03 |
PP |
50.84 |
50.84 |
50.84 |
50.74 |
S1 |
50.54 |
50.54 |
50.87 |
50.35 |
S2 |
50.16 |
50.16 |
50.81 |
|
S3 |
49.48 |
49.86 |
50.74 |
|
S4 |
48.80 |
49.18 |
50.56 |
|
|
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 |
50.04 |
1.37 |
2.7% |
0.91 |
1.8% |
65% |
False |
False |
166,751 |
10 |
51.41 |
48.09 |
3.32 |
6.5% |
1.05 |
2.1% |
86% |
False |
False |
167,122 |
20 |
51.41 |
46.59 |
4.82 |
9.5% |
1.07 |
2.1% |
90% |
False |
False |
185,393 |
40 |
51.41 |
46.59 |
4.82 |
9.5% |
1.12 |
2.2% |
90% |
False |
False |
148,537 |
60 |
51.41 |
44.52 |
6.89 |
13.5% |
1.18 |
2.3% |
93% |
False |
False |
127,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.02 |
2.618 |
52.91 |
1.618 |
52.23 |
1.000 |
51.81 |
0.618 |
51.55 |
HIGH |
51.13 |
0.618 |
50.87 |
0.500 |
50.79 |
0.382 |
50.71 |
LOW |
50.45 |
0.618 |
50.03 |
1.000 |
49.77 |
1.618 |
49.35 |
2.618 |
48.67 |
4.250 |
47.56 |
|
|
Fisher Pivots for day following 21-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
50.88 |
50.87 |
PP |
50.84 |
50.81 |
S1 |
50.79 |
50.75 |
|