NYMEX Light Sweet Crude Oil Future December 2017
Trading Metrics calculated at close of trading on 11-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
49.87 |
51.24 |
1.37 |
2.7% |
51.84 |
High |
51.38 |
51.69 |
0.31 |
0.6% |
51.98 |
Low |
49.87 |
50.91 |
1.04 |
2.1% |
49.44 |
Close |
51.23 |
51.60 |
0.37 |
0.7% |
49.65 |
Range |
1.51 |
0.78 |
-0.73 |
-48.3% |
2.54 |
ATR |
1.11 |
1.08 |
-0.02 |
-2.1% |
0.00 |
Volume |
276,765 |
268,313 |
-8,452 |
-3.1% |
1,000,010 |
|
Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.74 |
53.45 |
52.03 |
|
R3 |
52.96 |
52.67 |
51.81 |
|
R2 |
52.18 |
52.18 |
51.74 |
|
R1 |
51.89 |
51.89 |
51.67 |
52.04 |
PP |
51.40 |
51.40 |
51.40 |
51.47 |
S1 |
51.11 |
51.11 |
51.53 |
51.26 |
S2 |
50.62 |
50.62 |
51.46 |
|
S3 |
49.84 |
50.33 |
51.39 |
|
S4 |
49.06 |
49.55 |
51.17 |
|
|
Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.98 |
56.35 |
51.05 |
|
R3 |
55.44 |
53.81 |
50.35 |
|
R2 |
52.90 |
52.90 |
50.12 |
|
R1 |
51.27 |
51.27 |
49.88 |
50.82 |
PP |
50.36 |
50.36 |
50.36 |
50.13 |
S1 |
48.73 |
48.73 |
49.42 |
48.28 |
S2 |
47.82 |
47.82 |
49.18 |
|
S3 |
45.28 |
46.19 |
48.95 |
|
S4 |
42.74 |
43.65 |
48.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.69 |
49.44 |
2.25 |
4.4% |
1.20 |
2.3% |
96% |
True |
False |
248,254 |
10 |
53.11 |
49.44 |
3.67 |
7.1% |
1.11 |
2.2% |
59% |
False |
False |
217,076 |
20 |
53.11 |
49.44 |
3.67 |
7.1% |
1.04 |
2.0% |
59% |
False |
False |
201,488 |
40 |
53.11 |
46.59 |
6.52 |
12.6% |
1.09 |
2.1% |
77% |
False |
False |
183,226 |
60 |
53.11 |
46.10 |
7.01 |
13.6% |
1.12 |
2.2% |
78% |
False |
False |
157,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.01 |
2.618 |
53.73 |
1.618 |
52.95 |
1.000 |
52.47 |
0.618 |
52.17 |
HIGH |
51.69 |
0.618 |
51.39 |
0.500 |
51.30 |
0.382 |
51.21 |
LOW |
50.91 |
0.618 |
50.43 |
1.000 |
50.13 |
1.618 |
49.65 |
2.618 |
48.87 |
4.250 |
47.60 |
|
|
Fisher Pivots for day following 11-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
51.50 |
51.26 |
PP |
51.40 |
50.92 |
S1 |
51.30 |
50.59 |
|