NYMEX Light Sweet Crude Oil Future December 2017
Trading Metrics calculated at close of trading on 23-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
51.59 |
52.07 |
0.48 |
0.9% |
51.70 |
High |
52.09 |
52.30 |
0.21 |
0.4% |
52.65 |
Low |
50.87 |
51.68 |
0.81 |
1.6% |
50.87 |
Close |
51.84 |
51.90 |
0.06 |
0.1% |
51.84 |
Range |
1.22 |
0.62 |
-0.60 |
-49.2% |
1.78 |
ATR |
1.06 |
1.03 |
-0.03 |
-3.0% |
0.00 |
Volume |
674,142 |
583,563 |
-90,579 |
-13.4% |
2,754,982 |
|
Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.82 |
53.48 |
52.24 |
|
R3 |
53.20 |
52.86 |
52.07 |
|
R2 |
52.58 |
52.58 |
52.01 |
|
R1 |
52.24 |
52.24 |
51.96 |
52.10 |
PP |
51.96 |
51.96 |
51.96 |
51.89 |
S1 |
51.62 |
51.62 |
51.84 |
51.48 |
S2 |
51.34 |
51.34 |
51.79 |
|
S3 |
50.72 |
51.00 |
51.73 |
|
S4 |
50.10 |
50.38 |
51.56 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.13 |
56.26 |
52.82 |
|
R3 |
55.35 |
54.48 |
52.33 |
|
R2 |
53.57 |
53.57 |
52.17 |
|
R1 |
52.70 |
52.70 |
52.00 |
53.14 |
PP |
51.79 |
51.79 |
51.79 |
52.00 |
S1 |
50.92 |
50.92 |
51.68 |
51.36 |
S2 |
50.01 |
50.01 |
51.51 |
|
S3 |
48.23 |
49.14 |
51.35 |
|
S4 |
46.45 |
47.36 |
50.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.56 |
50.87 |
1.69 |
3.3% |
0.92 |
1.8% |
61% |
False |
False |
601,473 |
10 |
52.65 |
49.87 |
2.78 |
5.4% |
0.99 |
1.9% |
73% |
False |
False |
441,831 |
20 |
53.11 |
49.44 |
3.67 |
7.1% |
1.02 |
2.0% |
67% |
False |
False |
323,379 |
40 |
53.11 |
46.59 |
6.52 |
12.6% |
1.06 |
2.0% |
81% |
False |
False |
258,712 |
60 |
53.11 |
46.59 |
6.52 |
12.6% |
1.09 |
2.1% |
81% |
False |
False |
209,096 |
80 |
53.11 |
44.52 |
8.59 |
16.6% |
1.15 |
2.2% |
86% |
False |
False |
179,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.94 |
2.618 |
53.92 |
1.618 |
53.30 |
1.000 |
52.92 |
0.618 |
52.68 |
HIGH |
52.30 |
0.618 |
52.06 |
0.500 |
51.99 |
0.382 |
51.92 |
LOW |
51.68 |
0.618 |
51.30 |
1.000 |
51.06 |
1.618 |
50.68 |
2.618 |
50.06 |
4.250 |
49.05 |
|
|
Fisher Pivots for day following 23-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
51.99 |
51.81 |
PP |
51.96 |
51.72 |
S1 |
51.93 |
51.63 |
|