NYMEX Light Sweet Crude Oil Future December 2017
Trading Metrics calculated at close of trading on 28-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
52.40 |
52.35 |
-0.05 |
-0.1% |
50.70 |
High |
52.62 |
53.11 |
0.49 |
0.9% |
51.41 |
Low |
51.93 |
51.51 |
-0.42 |
-0.8% |
50.04 |
Close |
52.43 |
51.87 |
-0.56 |
-1.1% |
51.03 |
Range |
0.69 |
1.60 |
0.91 |
131.9% |
1.37 |
ATR |
1.06 |
1.10 |
0.04 |
3.7% |
0.00 |
Volume |
197,834 |
259,408 |
61,574 |
31.1% |
804,059 |
|
Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.96 |
56.02 |
52.75 |
|
R3 |
55.36 |
54.42 |
52.31 |
|
R2 |
53.76 |
53.76 |
52.16 |
|
R1 |
52.82 |
52.82 |
52.02 |
52.49 |
PP |
52.16 |
52.16 |
52.16 |
52.00 |
S1 |
51.22 |
51.22 |
51.72 |
50.89 |
S2 |
50.56 |
50.56 |
51.58 |
|
S3 |
48.96 |
49.62 |
51.43 |
|
S4 |
47.36 |
48.02 |
50.99 |
|
|
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 |
53.11 |
50.68 |
2.43 |
4.7% |
1.10 |
2.1% |
49% |
True |
False |
214,992 |
10 |
53.11 |
50.04 |
3.07 |
5.9% |
1.00 |
1.9% |
60% |
True |
False |
190,872 |
20 |
53.11 |
46.59 |
6.52 |
12.6% |
1.09 |
2.1% |
81% |
True |
False |
187,119 |
40 |
53.11 |
46.59 |
6.52 |
12.6% |
1.11 |
2.1% |
81% |
True |
False |
159,512 |
60 |
53.11 |
44.52 |
8.59 |
16.6% |
1.16 |
2.2% |
86% |
True |
False |
139,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.91 |
2.618 |
57.30 |
1.618 |
55.70 |
1.000 |
54.71 |
0.618 |
54.10 |
HIGH |
53.11 |
0.618 |
52.50 |
0.500 |
52.31 |
0.382 |
52.12 |
LOW |
51.51 |
0.618 |
50.52 |
1.000 |
49.91 |
1.618 |
48.92 |
2.618 |
47.32 |
4.250 |
44.71 |
|
|
Fisher Pivots for day following 28-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
52.31 |
52.31 |
PP |
52.16 |
52.16 |
S1 |
52.02 |
52.02 |
|