NYMEX Light Sweet Crude Oil Future December 2017
Trading Metrics calculated at close of trading on 24-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
52.07 |
51.89 |
-0.18 |
-0.3% |
51.70 |
High |
52.30 |
52.62 |
0.32 |
0.6% |
52.65 |
Low |
51.68 |
51.55 |
-0.13 |
-0.3% |
50.87 |
Close |
51.90 |
52.47 |
0.57 |
1.1% |
51.84 |
Range |
0.62 |
1.07 |
0.45 |
72.6% |
1.78 |
ATR |
1.03 |
1.04 |
0.00 |
0.3% |
0.00 |
Volume |
583,563 |
709,553 |
125,990 |
21.6% |
2,754,982 |
|
Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.42 |
55.02 |
53.06 |
|
R3 |
54.35 |
53.95 |
52.76 |
|
R2 |
53.28 |
53.28 |
52.67 |
|
R1 |
52.88 |
52.88 |
52.57 |
53.08 |
PP |
52.21 |
52.21 |
52.21 |
52.32 |
S1 |
51.81 |
51.81 |
52.37 |
52.01 |
S2 |
51.14 |
51.14 |
52.27 |
|
S3 |
50.07 |
50.74 |
52.18 |
|
S4 |
49.00 |
49.67 |
51.88 |
|
|
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 |
52.62 |
50.87 |
1.75 |
3.3% |
0.93 |
1.8% |
91% |
True |
False |
642,649 |
10 |
52.65 |
50.48 |
2.17 |
4.1% |
0.94 |
1.8% |
92% |
False |
False |
485,110 |
20 |
53.11 |
49.44 |
3.67 |
7.0% |
1.02 |
2.0% |
83% |
False |
False |
347,569 |
40 |
53.11 |
46.59 |
6.52 |
12.4% |
1.04 |
2.0% |
90% |
False |
False |
270,327 |
60 |
53.11 |
46.59 |
6.52 |
12.4% |
1.09 |
2.1% |
90% |
False |
False |
218,766 |
80 |
53.11 |
44.52 |
8.59 |
16.4% |
1.14 |
2.2% |
93% |
False |
False |
187,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.17 |
2.618 |
55.42 |
1.618 |
54.35 |
1.000 |
53.69 |
0.618 |
53.28 |
HIGH |
52.62 |
0.618 |
52.21 |
0.500 |
52.09 |
0.382 |
51.96 |
LOW |
51.55 |
0.618 |
50.89 |
1.000 |
50.48 |
1.618 |
49.82 |
2.618 |
48.75 |
4.250 |
47.00 |
|
|
Fisher Pivots for day following 24-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
52.34 |
52.23 |
PP |
52.21 |
51.99 |
S1 |
52.09 |
51.75 |
|