NYMEX Light Sweet Crude Oil Future January 2018
Trading Metrics calculated at close of trading on 26-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
52.75 |
52.43 |
-0.32 |
-0.6% |
51.92 |
High |
52.77 |
53.06 |
0.29 |
0.5% |
52.85 |
Low |
52.13 |
52.16 |
0.03 |
0.1% |
51.09 |
Close |
52.43 |
52.86 |
0.43 |
0.8% |
52.04 |
Range |
0.64 |
0.90 |
0.26 |
40.6% |
1.76 |
ATR |
0.98 |
0.98 |
-0.01 |
-0.6% |
0.00 |
Volume |
207,827 |
168,001 |
-39,826 |
-19.2% |
450,851 |
|
Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.39 |
55.03 |
53.36 |
|
R3 |
54.49 |
54.13 |
53.11 |
|
R2 |
53.59 |
53.59 |
53.03 |
|
R1 |
53.23 |
53.23 |
52.94 |
53.41 |
PP |
52.69 |
52.69 |
52.69 |
52.79 |
S1 |
52.33 |
52.33 |
52.78 |
52.51 |
S2 |
51.79 |
51.79 |
52.70 |
|
S3 |
50.89 |
51.43 |
52.61 |
|
S4 |
49.99 |
50.53 |
52.37 |
|
|
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 |
53.06 |
51.09 |
1.97 |
3.7% |
0.88 |
1.7% |
90% |
True |
False |
153,542 |
10 |
53.06 |
51.09 |
1.97 |
3.7% |
0.91 |
1.7% |
90% |
True |
False |
120,827 |
20 |
53.06 |
49.73 |
3.33 |
6.3% |
0.97 |
1.8% |
94% |
True |
False |
97,256 |
40 |
53.27 |
46.95 |
6.32 |
12.0% |
1.00 |
1.9% |
94% |
False |
False |
85,310 |
60 |
53.27 |
46.95 |
6.32 |
12.0% |
1.03 |
1.9% |
94% |
False |
False |
75,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.89 |
2.618 |
55.42 |
1.618 |
54.52 |
1.000 |
53.96 |
0.618 |
53.62 |
HIGH |
53.06 |
0.618 |
52.72 |
0.500 |
52.61 |
0.382 |
52.50 |
LOW |
52.16 |
0.618 |
51.60 |
1.000 |
51.26 |
1.618 |
50.70 |
2.618 |
49.80 |
4.250 |
48.34 |
|
|
Fisher Pivots for day following 26-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
52.78 |
52.71 |
PP |
52.69 |
52.55 |
S1 |
52.61 |
52.40 |
|