NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 28-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
51.86 |
51.44 |
-0.42 |
-0.8% |
51.08 |
| High |
51.93 |
51.44 |
-0.49 |
-0.9% |
51.35 |
| Low |
51.86 |
51.27 |
-0.59 |
-1.1% |
50.53 |
| Close |
51.93 |
51.44 |
-0.49 |
-0.9% |
51.35 |
| Range |
0.07 |
0.17 |
0.10 |
142.9% |
0.82 |
| ATR |
0.42 |
0.44 |
0.02 |
4.0% |
0.00 |
| Volume |
3,530 |
3,607 |
77 |
2.2% |
5,696 |
|
| Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.89 |
51.84 |
51.53 |
|
| R3 |
51.72 |
51.67 |
51.49 |
|
| R2 |
51.55 |
51.55 |
51.47 |
|
| R1 |
51.50 |
51.50 |
51.46 |
51.53 |
| PP |
51.38 |
51.38 |
51.38 |
51.40 |
| S1 |
51.33 |
51.33 |
51.42 |
51.36 |
| S2 |
51.21 |
51.21 |
51.41 |
|
| S3 |
51.04 |
51.16 |
51.39 |
|
| S4 |
50.87 |
50.99 |
51.35 |
|
|
| 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 |
51.27 |
0.73 |
1.4% |
0.12 |
0.2% |
23% |
False |
True |
2,539 |
| 10 |
52.00 |
50.53 |
1.47 |
2.9% |
0.14 |
0.3% |
62% |
False |
False |
1,877 |
| 20 |
52.00 |
48.90 |
3.10 |
6.0% |
0.18 |
0.3% |
82% |
False |
False |
1,553 |
| 40 |
52.00 |
47.96 |
4.04 |
7.9% |
0.09 |
0.2% |
86% |
False |
False |
1,301 |
| 60 |
52.00 |
47.32 |
4.68 |
9.1% |
0.08 |
0.2% |
88% |
False |
False |
1,283 |
| 80 |
52.00 |
46.00 |
6.00 |
11.7% |
0.08 |
0.1% |
91% |
False |
False |
1,094 |
| 100 |
52.00 |
46.00 |
6.00 |
11.7% |
0.07 |
0.1% |
91% |
False |
False |
924 |
| 120 |
54.08 |
46.00 |
8.08 |
15.7% |
0.08 |
0.2% |
67% |
False |
False |
848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.16 |
|
2.618 |
51.89 |
|
1.618 |
51.72 |
|
1.000 |
51.61 |
|
0.618 |
51.55 |
|
HIGH |
51.44 |
|
0.618 |
51.38 |
|
0.500 |
51.36 |
|
0.382 |
51.33 |
|
LOW |
51.27 |
|
0.618 |
51.16 |
|
1.000 |
51.10 |
|
1.618 |
50.99 |
|
2.618 |
50.82 |
|
4.250 |
50.55 |
|
|
| Fisher Pivots for day following 28-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.41 |
51.60 |
| PP |
51.38 |
51.55 |
| S1 |
51.36 |
51.49 |
|