NYMEX Light Sweet Crude Oil Future December 2017
| Trading Metrics calculated at close of trading on 05-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
50.50 |
50.20 |
-0.30 |
-0.6% |
51.06 |
| High |
50.96 |
51.53 |
0.57 |
1.1% |
53.11 |
| Low |
50.11 |
50.19 |
0.08 |
0.2% |
50.77 |
| Close |
50.32 |
51.15 |
0.83 |
1.6% |
51.95 |
| Range |
0.85 |
1.34 |
0.49 |
57.6% |
2.34 |
| ATR |
1.04 |
1.06 |
0.02 |
2.0% |
0.00 |
| Volume |
197,928 |
209,264 |
11,336 |
5.7% |
1,118,477 |
|
| Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.98 |
54.40 |
51.89 |
|
| R3 |
53.64 |
53.06 |
51.52 |
|
| R2 |
52.30 |
52.30 |
51.40 |
|
| R1 |
51.72 |
51.72 |
51.27 |
52.01 |
| PP |
50.96 |
50.96 |
50.96 |
51.10 |
| S1 |
50.38 |
50.38 |
51.03 |
50.67 |
| S2 |
49.62 |
49.62 |
50.90 |
|
| S3 |
48.28 |
49.04 |
50.78 |
|
| S4 |
46.94 |
47.70 |
50.41 |
|
|
| 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 |
52.08 |
50.11 |
1.97 |
3.9% |
0.97 |
1.9% |
53% |
False |
False |
175,870 |
| 10 |
53.11 |
50.11 |
3.00 |
5.9% |
1.04 |
2.0% |
35% |
False |
False |
195,431 |
| 20 |
53.11 |
48.09 |
5.02 |
9.8% |
1.04 |
2.0% |
61% |
False |
False |
181,277 |
| 40 |
53.11 |
46.59 |
6.52 |
12.7% |
1.11 |
2.2% |
70% |
False |
False |
168,648 |
| 60 |
53.11 |
45.73 |
7.38 |
14.4% |
1.12 |
2.2% |
73% |
False |
False |
146,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.23 |
|
2.618 |
55.04 |
|
1.618 |
53.70 |
|
1.000 |
52.87 |
|
0.618 |
52.36 |
|
HIGH |
51.53 |
|
0.618 |
51.02 |
|
0.500 |
50.86 |
|
0.382 |
50.70 |
|
LOW |
50.19 |
|
0.618 |
49.36 |
|
1.000 |
48.85 |
|
1.618 |
48.02 |
|
2.618 |
46.68 |
|
4.250 |
44.50 |
|
|
| Fisher Pivots for day following 05-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.05 |
51.04 |
| PP |
50.96 |
50.93 |
| S1 |
50.86 |
50.82 |
|