NYMEX Light Sweet Crude Oil Future December 2017
| Trading Metrics calculated at close of trading on 18-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
52.20 |
52.17 |
-0.03 |
-0.1% |
49.65 |
| High |
52.51 |
52.56 |
0.05 |
0.1% |
52.03 |
| Low |
51.48 |
51.92 |
0.44 |
0.9% |
49.48 |
| Close |
52.11 |
52.26 |
0.15 |
0.3% |
51.73 |
| Range |
1.03 |
0.64 |
-0.39 |
-37.9% |
2.55 |
| ATR |
1.08 |
1.05 |
-0.03 |
-2.9% |
0.00 |
| Volume |
503,671 |
555,505 |
51,834 |
10.3% |
1,272,456 |
|
| Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.17 |
53.85 |
52.61 |
|
| R3 |
53.53 |
53.21 |
52.44 |
|
| R2 |
52.89 |
52.89 |
52.38 |
|
| R1 |
52.57 |
52.57 |
52.32 |
52.73 |
| PP |
52.25 |
52.25 |
52.25 |
52.33 |
| S1 |
51.93 |
51.93 |
52.20 |
52.09 |
| S2 |
51.61 |
51.61 |
52.14 |
|
| S3 |
50.97 |
51.29 |
52.08 |
|
| S4 |
50.33 |
50.65 |
51.91 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.73 |
57.78 |
53.13 |
|
| R3 |
56.18 |
55.23 |
52.43 |
|
| R2 |
53.63 |
53.63 |
52.20 |
|
| R1 |
52.68 |
52.68 |
51.96 |
53.16 |
| PP |
51.08 |
51.08 |
51.08 |
51.32 |
| S1 |
50.13 |
50.13 |
51.50 |
50.61 |
| S2 |
48.53 |
48.53 |
51.26 |
|
| S3 |
45.98 |
47.58 |
51.03 |
|
| S4 |
43.43 |
45.03 |
50.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.65 |
50.48 |
2.17 |
4.2% |
0.93 |
1.8% |
82% |
False |
False |
385,009 |
| 10 |
52.65 |
49.44 |
3.21 |
6.1% |
1.07 |
2.0% |
88% |
False |
False |
316,631 |
| 20 |
53.11 |
49.44 |
3.67 |
7.0% |
1.02 |
1.9% |
77% |
False |
False |
253,455 |
| 40 |
53.11 |
46.59 |
6.52 |
12.5% |
1.05 |
2.0% |
87% |
False |
False |
217,733 |
| 60 |
53.11 |
46.59 |
6.52 |
12.5% |
1.09 |
2.1% |
87% |
False |
False |
183,256 |
| 80 |
53.11 |
44.35 |
8.76 |
16.8% |
1.15 |
2.2% |
90% |
False |
False |
158,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.28 |
|
2.618 |
54.24 |
|
1.618 |
53.60 |
|
1.000 |
53.20 |
|
0.618 |
52.96 |
|
HIGH |
52.56 |
|
0.618 |
52.32 |
|
0.500 |
52.24 |
|
0.382 |
52.16 |
|
LOW |
51.92 |
|
0.618 |
51.52 |
|
1.000 |
51.28 |
|
1.618 |
50.88 |
|
2.618 |
50.24 |
|
4.250 |
49.20 |
|
|
| Fisher Pivots for day following 18-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
52.25 |
52.20 |
| PP |
52.25 |
52.13 |
| S1 |
52.24 |
52.07 |
|