NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 26-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
51.85 |
51.85 |
0.00 |
0.0% |
51.08 |
| High |
52.00 |
51.85 |
-0.15 |
-0.3% |
51.35 |
| Low |
51.84 |
51.65 |
-0.19 |
-0.4% |
50.53 |
| Close |
52.00 |
51.85 |
-0.15 |
-0.3% |
51.35 |
| Range |
0.16 |
0.20 |
0.04 |
25.0% |
0.82 |
| ATR |
0.46 |
0.45 |
-0.01 |
-1.7% |
0.00 |
| Volume |
1,556 |
3,731 |
2,175 |
139.8% |
5,696 |
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.38 |
52.32 |
51.96 |
|
| R3 |
52.18 |
52.12 |
51.91 |
|
| R2 |
51.98 |
51.98 |
51.89 |
|
| R1 |
51.92 |
51.92 |
51.87 |
51.95 |
| PP |
51.78 |
51.78 |
51.78 |
51.80 |
| S1 |
51.72 |
51.72 |
51.83 |
51.75 |
| S2 |
51.58 |
51.58 |
51.81 |
|
| S3 |
51.38 |
51.52 |
51.80 |
|
| S4 |
51.18 |
51.32 |
51.74 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.54 |
53.26 |
51.80 |
|
| R3 |
52.72 |
52.44 |
51.58 |
|
| R2 |
51.90 |
51.90 |
51.50 |
|
| R1 |
51.62 |
51.62 |
51.43 |
51.76 |
| PP |
51.08 |
51.08 |
51.08 |
51.15 |
| S1 |
50.80 |
50.80 |
51.27 |
50.94 |
| S2 |
50.26 |
50.26 |
51.20 |
|
| S3 |
49.44 |
49.98 |
51.12 |
|
| S4 |
48.62 |
49.16 |
50.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.00 |
50.53 |
1.47 |
2.8% |
0.22 |
0.4% |
90% |
False |
False |
1,611 |
| 10 |
52.00 |
50.53 |
1.47 |
2.8% |
0.11 |
0.2% |
90% |
False |
False |
1,463 |
| 20 |
52.00 |
48.43 |
3.57 |
6.9% |
0.17 |
0.3% |
96% |
False |
False |
1,250 |
| 40 |
52.00 |
47.96 |
4.04 |
7.8% |
0.09 |
0.2% |
96% |
False |
False |
1,161 |
| 60 |
52.00 |
47.32 |
4.68 |
9.0% |
0.08 |
0.1% |
97% |
False |
False |
1,172 |
| 80 |
52.00 |
46.00 |
6.00 |
11.6% |
0.08 |
0.1% |
98% |
False |
False |
1,013 |
| 100 |
52.00 |
46.00 |
6.00 |
11.6% |
0.08 |
0.2% |
98% |
False |
False |
856 |
| 120 |
54.08 |
46.00 |
8.08 |
15.6% |
0.08 |
0.1% |
72% |
False |
False |
801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.70 |
|
2.618 |
52.37 |
|
1.618 |
52.17 |
|
1.000 |
52.05 |
|
0.618 |
51.97 |
|
HIGH |
51.85 |
|
0.618 |
51.77 |
|
0.500 |
51.75 |
|
0.382 |
51.73 |
|
LOW |
51.65 |
|
0.618 |
51.53 |
|
1.000 |
51.45 |
|
1.618 |
51.33 |
|
2.618 |
51.13 |
|
4.250 |
50.80 |
|
|
| Fisher Pivots for day following 26-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.82 |
51.79 |
| PP |
51.78 |
51.73 |
| S1 |
51.75 |
51.68 |
|