NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
51.26 |
50.53 |
-0.73 |
-1.4% |
49.86 |
| High |
51.26 |
51.29 |
0.03 |
0.1% |
51.43 |
| Low |
51.26 |
50.53 |
-0.73 |
-1.4% |
49.85 |
| Close |
51.26 |
51.29 |
0.03 |
0.1% |
51.43 |
| Range |
0.00 |
0.76 |
0.76 |
|
1.58 |
| ATR |
0.45 |
0.47 |
0.02 |
4.9% |
0.00 |
| Volume |
1,955 |
539 |
-1,416 |
-72.4% |
5,155 |
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.32 |
53.06 |
51.71 |
|
| R3 |
52.56 |
52.30 |
51.50 |
|
| R2 |
51.80 |
51.80 |
51.43 |
|
| R1 |
51.54 |
51.54 |
51.36 |
51.67 |
| PP |
51.04 |
51.04 |
51.04 |
51.10 |
| S1 |
50.78 |
50.78 |
51.22 |
50.91 |
| S2 |
50.28 |
50.28 |
51.15 |
|
| S3 |
49.52 |
50.02 |
51.08 |
|
| S4 |
48.76 |
49.26 |
50.87 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.64 |
55.12 |
52.30 |
|
| R3 |
54.06 |
53.54 |
51.86 |
|
| R2 |
52.48 |
52.48 |
51.72 |
|
| R1 |
51.96 |
51.96 |
51.57 |
52.22 |
| PP |
50.90 |
50.90 |
50.90 |
51.04 |
| S1 |
50.38 |
50.38 |
51.29 |
50.64 |
| S2 |
49.32 |
49.32 |
51.14 |
|
| S3 |
47.74 |
48.80 |
51.00 |
|
| S4 |
46.16 |
47.22 |
50.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.43 |
50.53 |
0.90 |
1.8% |
0.15 |
0.3% |
84% |
False |
True |
1,216 |
| 10 |
51.43 |
49.85 |
1.58 |
3.1% |
0.13 |
0.2% |
91% |
False |
False |
1,210 |
| 20 |
51.43 |
48.43 |
3.00 |
5.8% |
0.15 |
0.3% |
95% |
False |
False |
1,128 |
| 40 |
51.43 |
47.96 |
3.47 |
6.8% |
0.09 |
0.2% |
96% |
False |
False |
1,140 |
| 60 |
51.43 |
47.32 |
4.11 |
8.0% |
0.09 |
0.2% |
97% |
False |
False |
1,097 |
| 80 |
51.43 |
46.00 |
5.43 |
10.6% |
0.07 |
0.1% |
97% |
False |
False |
950 |
| 100 |
51.43 |
46.00 |
5.43 |
10.6% |
0.09 |
0.2% |
97% |
False |
False |
803 |
| 120 |
54.08 |
46.00 |
8.08 |
15.8% |
0.07 |
0.1% |
65% |
False |
False |
760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.52 |
|
2.618 |
53.28 |
|
1.618 |
52.52 |
|
1.000 |
52.05 |
|
0.618 |
51.76 |
|
HIGH |
51.29 |
|
0.618 |
51.00 |
|
0.500 |
50.91 |
|
0.382 |
50.82 |
|
LOW |
50.53 |
|
0.618 |
50.06 |
|
1.000 |
49.77 |
|
1.618 |
49.30 |
|
2.618 |
48.54 |
|
4.250 |
47.30 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.16 |
51.16 |
| PP |
51.04 |
51.04 |
| S1 |
50.91 |
50.91 |
|