NYMEX Light Sweet Crude Oil Future December 2017
Trading Metrics calculated at close of trading on 29-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
52.35 |
51.94 |
-0.41 |
-0.8% |
51.06 |
High |
53.11 |
52.08 |
-1.03 |
-1.9% |
53.11 |
Low |
51.51 |
51.59 |
0.08 |
0.2% |
50.77 |
Close |
51.87 |
51.95 |
0.08 |
0.2% |
51.95 |
Range |
1.60 |
0.49 |
-1.11 |
-69.4% |
2.34 |
ATR |
1.10 |
1.05 |
-0.04 |
-4.0% |
0.00 |
Volume |
259,408 |
173,584 |
-85,824 |
-33.1% |
1,118,477 |
|
Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.34 |
53.14 |
52.22 |
|
R3 |
52.85 |
52.65 |
52.08 |
|
R2 |
52.36 |
52.36 |
52.04 |
|
R1 |
52.16 |
52.16 |
51.99 |
52.26 |
PP |
51.87 |
51.87 |
51.87 |
51.93 |
S1 |
51.67 |
51.67 |
51.91 |
51.77 |
S2 |
51.38 |
51.38 |
51.86 |
|
S3 |
50.89 |
51.18 |
51.82 |
|
S4 |
50.40 |
50.69 |
51.68 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.96 |
57.80 |
53.24 |
|
R3 |
56.62 |
55.46 |
52.59 |
|
R2 |
54.28 |
54.28 |
52.38 |
|
R1 |
53.12 |
53.12 |
52.16 |
53.70 |
PP |
51.94 |
51.94 |
51.94 |
52.24 |
S1 |
50.78 |
50.78 |
51.74 |
51.36 |
S2 |
49.60 |
49.60 |
51.52 |
|
S3 |
47.26 |
48.44 |
51.31 |
|
S4 |
44.92 |
46.10 |
50.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.11 |
50.77 |
2.34 |
4.5% |
1.11 |
2.1% |
50% |
False |
False |
223,695 |
10 |
53.11 |
50.04 |
3.07 |
5.9% |
0.98 |
1.9% |
62% |
False |
False |
192,253 |
20 |
53.11 |
48.05 |
5.06 |
9.7% |
1.01 |
1.9% |
77% |
False |
False |
184,109 |
40 |
53.11 |
46.59 |
6.52 |
12.6% |
1.09 |
2.1% |
82% |
False |
False |
160,935 |
60 |
53.11 |
44.52 |
8.59 |
16.5% |
1.14 |
2.2% |
86% |
False |
False |
140,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.16 |
2.618 |
53.36 |
1.618 |
52.87 |
1.000 |
52.57 |
0.618 |
52.38 |
HIGH |
52.08 |
0.618 |
51.89 |
0.500 |
51.84 |
0.382 |
51.78 |
LOW |
51.59 |
0.618 |
51.29 |
1.000 |
51.10 |
1.618 |
50.80 |
2.618 |
50.31 |
4.250 |
49.51 |
|
|
Fisher Pivots for day following 29-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
51.91 |
52.31 |
PP |
51.87 |
52.19 |
S1 |
51.84 |
52.07 |
|