NYMEX Light Sweet Crude Oil Future January 2018
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 |
52.29 |
52.08 |
-0.21 |
-0.4% |
51.92 |
High |
52.48 |
52.82 |
0.34 |
0.6% |
52.85 |
Low |
51.86 |
51.73 |
-0.13 |
-0.3% |
51.09 |
Close |
52.08 |
52.67 |
0.59 |
1.1% |
52.04 |
Range |
0.62 |
1.09 |
0.47 |
75.8% |
1.76 |
ATR |
1.00 |
1.01 |
0.01 |
0.6% |
0.00 |
Volume |
129,818 |
172,521 |
42,703 |
32.9% |
450,851 |
|
Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.68 |
55.26 |
53.27 |
|
R3 |
54.59 |
54.17 |
52.97 |
|
R2 |
53.50 |
53.50 |
52.87 |
|
R1 |
53.08 |
53.08 |
52.77 |
53.29 |
PP |
52.41 |
52.41 |
52.41 |
52.51 |
S1 |
51.99 |
51.99 |
52.57 |
52.20 |
S2 |
51.32 |
51.32 |
52.47 |
|
S3 |
50.23 |
50.90 |
52.37 |
|
S4 |
49.14 |
49.81 |
52.07 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.27 |
56.42 |
53.01 |
|
R3 |
55.51 |
54.66 |
52.52 |
|
R2 |
53.75 |
53.75 |
52.36 |
|
R1 |
52.90 |
52.90 |
52.20 |
53.33 |
PP |
51.99 |
51.99 |
51.99 |
52.21 |
S1 |
51.14 |
51.14 |
51.88 |
51.57 |
S2 |
50.23 |
50.23 |
51.72 |
|
S3 |
48.47 |
49.38 |
51.56 |
|
S4 |
46.71 |
47.62 |
51.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.82 |
51.09 |
1.73 |
3.3% |
0.92 |
1.7% |
91% |
True |
False |
116,715 |
10 |
52.85 |
50.71 |
2.14 |
4.1% |
0.93 |
1.8% |
92% |
False |
False |
100,323 |
20 |
53.27 |
49.73 |
3.54 |
6.7% |
1.00 |
1.9% |
83% |
False |
False |
85,188 |
40 |
53.27 |
46.95 |
6.32 |
12.0% |
1.01 |
1.9% |
91% |
False |
False |
83,514 |
60 |
53.27 |
46.95 |
6.32 |
12.0% |
1.05 |
2.0% |
91% |
False |
False |
70,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.45 |
2.618 |
55.67 |
1.618 |
54.58 |
1.000 |
53.91 |
0.618 |
53.49 |
HIGH |
52.82 |
0.618 |
52.40 |
0.500 |
52.28 |
0.382 |
52.15 |
LOW |
51.73 |
0.618 |
51.06 |
1.000 |
50.64 |
1.618 |
49.97 |
2.618 |
48.88 |
4.250 |
47.10 |
|
|
Fisher Pivots for day following 24-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
52.54 |
52.43 |
PP |
52.41 |
52.19 |
S1 |
52.28 |
51.96 |
|