NYMEX Light Sweet Crude Oil Future December 2017
| Trading Metrics calculated at close of trading on 27-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
52.36 |
52.40 |
0.04 |
0.1% |
50.70 |
| High |
52.70 |
52.62 |
-0.08 |
-0.2% |
51.41 |
| Low |
51.72 |
51.93 |
0.21 |
0.4% |
50.04 |
| Close |
52.19 |
52.43 |
0.24 |
0.5% |
51.03 |
| Range |
0.98 |
0.69 |
-0.29 |
-29.6% |
1.37 |
| ATR |
1.09 |
1.06 |
-0.03 |
-2.6% |
0.00 |
| Volume |
225,748 |
197,834 |
-27,914 |
-12.4% |
804,059 |
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.40 |
54.10 |
52.81 |
|
| R3 |
53.71 |
53.41 |
52.62 |
|
| R2 |
53.02 |
53.02 |
52.56 |
|
| R1 |
52.72 |
52.72 |
52.49 |
52.87 |
| PP |
52.33 |
52.33 |
52.33 |
52.40 |
| S1 |
52.03 |
52.03 |
52.37 |
52.18 |
| S2 |
51.64 |
51.64 |
52.30 |
|
| S3 |
50.95 |
51.34 |
52.24 |
|
| S4 |
50.26 |
50.65 |
52.05 |
|
|
| 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% |
0.92 |
1.8% |
88% |
False |
False |
194,658 |
| 10 |
52.70 |
49.90 |
2.80 |
5.3% |
0.97 |
1.8% |
90% |
False |
False |
185,900 |
| 20 |
52.70 |
46.59 |
6.11 |
11.7% |
1.05 |
2.0% |
96% |
False |
False |
188,562 |
| 40 |
52.70 |
46.59 |
6.11 |
11.7% |
1.09 |
2.1% |
96% |
False |
False |
155,887 |
| 60 |
52.70 |
44.52 |
8.18 |
15.6% |
1.17 |
2.2% |
97% |
False |
False |
137,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.55 |
|
2.618 |
54.43 |
|
1.618 |
53.74 |
|
1.000 |
53.31 |
|
0.618 |
53.05 |
|
HIGH |
52.62 |
|
0.618 |
52.36 |
|
0.500 |
52.28 |
|
0.382 |
52.19 |
|
LOW |
51.93 |
|
0.618 |
51.50 |
|
1.000 |
51.24 |
|
1.618 |
50.81 |
|
2.618 |
50.12 |
|
4.250 |
49.00 |
|
|
| Fisher Pivots for day following 27-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
52.38 |
52.20 |
| PP |
52.33 |
51.97 |
| S1 |
52.28 |
51.74 |
|