NYMEX Light Sweet Crude Oil Future December 2017
| Trading Metrics calculated at close of trading on 22-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
51.04 |
51.12 |
0.08 |
0.2% |
50.70 |
| High |
51.13 |
51.13 |
0.00 |
0.0% |
51.41 |
| Low |
50.45 |
50.68 |
0.23 |
0.5% |
50.04 |
| Close |
50.93 |
51.03 |
0.10 |
0.2% |
51.03 |
| Range |
0.68 |
0.45 |
-0.23 |
-33.8% |
1.37 |
| ATR |
1.09 |
1.04 |
-0.05 |
-4.2% |
0.00 |
| Volume |
157,736 |
130,071 |
-27,665 |
-17.5% |
804,059 |
|
| Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.30 |
52.11 |
51.28 |
|
| R3 |
51.85 |
51.66 |
51.15 |
|
| R2 |
51.40 |
51.40 |
51.11 |
|
| R1 |
51.21 |
51.21 |
51.07 |
51.08 |
| PP |
50.95 |
50.95 |
50.95 |
50.88 |
| S1 |
50.76 |
50.76 |
50.99 |
50.63 |
| S2 |
50.50 |
50.50 |
50.95 |
|
| S3 |
50.05 |
50.31 |
50.91 |
|
| S4 |
49.60 |
49.86 |
50.78 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.94 |
54.35 |
51.78 |
|
| R3 |
53.57 |
52.98 |
51.41 |
|
| R2 |
52.20 |
52.20 |
51.28 |
|
| R1 |
51.61 |
51.61 |
51.16 |
51.91 |
| PP |
50.83 |
50.83 |
50.83 |
50.97 |
| S1 |
50.24 |
50.24 |
50.90 |
50.54 |
| S2 |
49.46 |
49.46 |
50.78 |
|
| S3 |
48.09 |
48.87 |
50.65 |
|
| S4 |
46.72 |
47.50 |
50.28 |
|
|
| 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% |
0.85 |
1.7% |
72% |
False |
False |
160,811 |
| 10 |
51.41 |
48.09 |
3.32 |
6.5% |
0.92 |
1.8% |
89% |
False |
False |
159,801 |
| 20 |
51.41 |
46.59 |
4.82 |
9.4% |
1.03 |
2.0% |
92% |
False |
False |
185,960 |
| 40 |
51.41 |
46.59 |
4.82 |
9.4% |
1.10 |
2.2% |
92% |
False |
False |
148,825 |
| 60 |
51.41 |
44.52 |
6.89 |
13.5% |
1.17 |
2.3% |
94% |
False |
False |
128,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.04 |
|
2.618 |
52.31 |
|
1.618 |
51.86 |
|
1.000 |
51.58 |
|
0.618 |
51.41 |
|
HIGH |
51.13 |
|
0.618 |
50.96 |
|
0.500 |
50.91 |
|
0.382 |
50.85 |
|
LOW |
50.68 |
|
0.618 |
50.40 |
|
1.000 |
50.23 |
|
1.618 |
49.95 |
|
2.618 |
49.50 |
|
4.250 |
48.77 |
|
|
| Fisher Pivots for day following 22-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.99 |
51.00 |
| PP |
50.95 |
50.96 |
| S1 |
50.91 |
50.93 |
|