NYMEX Light Sweet Crude Oil Future December 2017
| Trading Metrics calculated at close of trading on 26-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
51.06 |
52.36 |
1.30 |
2.5% |
50.70 |
| High |
52.56 |
52.70 |
0.14 |
0.3% |
51.41 |
| Low |
50.77 |
51.72 |
0.95 |
1.9% |
50.04 |
| Close |
52.52 |
52.19 |
-0.33 |
-0.6% |
51.03 |
| Range |
1.79 |
0.98 |
-0.81 |
-45.3% |
1.37 |
| ATR |
1.09 |
1.09 |
-0.01 |
-0.7% |
0.00 |
| Volume |
261,903 |
225,748 |
-36,155 |
-13.8% |
804,059 |
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.14 |
54.65 |
52.73 |
|
| R3 |
54.16 |
53.67 |
52.46 |
|
| R2 |
53.18 |
53.18 |
52.37 |
|
| R1 |
52.69 |
52.69 |
52.28 |
52.45 |
| PP |
52.20 |
52.20 |
52.20 |
52.08 |
| S1 |
51.71 |
51.71 |
52.10 |
51.47 |
| S2 |
51.22 |
51.22 |
52.01 |
|
| S3 |
50.24 |
50.73 |
51.92 |
|
| S4 |
49.26 |
49.75 |
51.65 |
|
|
| 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 |
52.70 |
50.45 |
2.25 |
4.3% |
0.97 |
1.9% |
77% |
True |
False |
196,982 |
| 10 |
52.70 |
49.02 |
3.68 |
7.1% |
1.02 |
1.9% |
86% |
True |
False |
183,756 |
| 20 |
52.70 |
46.59 |
6.11 |
11.7% |
1.06 |
2.0% |
92% |
True |
False |
193,084 |
| 40 |
52.70 |
46.59 |
6.11 |
11.7% |
1.13 |
2.2% |
92% |
True |
False |
154,364 |
| 60 |
52.70 |
44.52 |
8.18 |
15.7% |
1.18 |
2.3% |
94% |
True |
False |
134,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.87 |
|
2.618 |
55.27 |
|
1.618 |
54.29 |
|
1.000 |
53.68 |
|
0.618 |
53.31 |
|
HIGH |
52.70 |
|
0.618 |
52.33 |
|
0.500 |
52.21 |
|
0.382 |
52.09 |
|
LOW |
51.72 |
|
0.618 |
51.11 |
|
1.000 |
50.74 |
|
1.618 |
50.13 |
|
2.618 |
49.15 |
|
4.250 |
47.56 |
|
|
| Fisher Pivots for day following 26-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
52.21 |
52.02 |
| PP |
52.20 |
51.86 |
| S1 |
52.20 |
51.69 |
|