NYMEX Light Sweet Crude Oil Future December 2017
Trading Metrics calculated at close of trading on 03-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
51.84 |
50.92 |
-0.92 |
-1.8% |
51.06 |
High |
51.98 |
51.04 |
-0.94 |
-1.8% |
53.11 |
Low |
50.39 |
50.45 |
0.06 |
0.1% |
50.77 |
Close |
50.90 |
50.74 |
-0.16 |
-0.3% |
51.95 |
Range |
1.59 |
0.59 |
-1.00 |
-62.9% |
2.34 |
ATR |
1.09 |
1.06 |
-0.04 |
-3.3% |
0.00 |
Volume |
168,627 |
129,950 |
-38,677 |
-22.9% |
1,118,477 |
|
Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.51 |
52.22 |
51.06 |
|
R3 |
51.92 |
51.63 |
50.90 |
|
R2 |
51.33 |
51.33 |
50.85 |
|
R1 |
51.04 |
51.04 |
50.79 |
50.89 |
PP |
50.74 |
50.74 |
50.74 |
50.67 |
S1 |
50.45 |
50.45 |
50.69 |
50.30 |
S2 |
50.15 |
50.15 |
50.63 |
|
S3 |
49.56 |
49.86 |
50.58 |
|
S4 |
48.97 |
49.27 |
50.42 |
|
|
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 |
50.39 |
2.72 |
5.4% |
0.99 |
2.0% |
13% |
False |
False |
185,880 |
10 |
53.11 |
50.39 |
2.72 |
5.4% |
0.98 |
1.9% |
13% |
False |
False |
191,431 |
20 |
53.11 |
48.09 |
5.02 |
9.9% |
1.01 |
2.0% |
53% |
False |
False |
177,491 |
40 |
53.11 |
46.59 |
6.52 |
12.8% |
1.10 |
2.2% |
64% |
False |
False |
163,618 |
60 |
53.11 |
44.76 |
8.35 |
16.5% |
1.13 |
2.2% |
72% |
False |
False |
143,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.55 |
2.618 |
52.58 |
1.618 |
51.99 |
1.000 |
51.63 |
0.618 |
51.40 |
HIGH |
51.04 |
0.618 |
50.81 |
0.500 |
50.75 |
0.382 |
50.68 |
LOW |
50.45 |
0.618 |
50.09 |
1.000 |
49.86 |
1.618 |
49.50 |
2.618 |
48.91 |
4.250 |
47.94 |
|
|
Fisher Pivots for day following 03-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
50.75 |
51.24 |
PP |
50.74 |
51.07 |
S1 |
50.74 |
50.91 |
|