NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 02-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
51.42 |
50.66 |
-0.76 |
-1.5% |
51.85 |
| High |
51.42 |
50.66 |
-0.76 |
-1.5% |
52.00 |
| Low |
51.42 |
50.45 |
-0.97 |
-1.9% |
51.27 |
| Close |
51.42 |
50.66 |
-0.76 |
-1.5% |
51.42 |
| Range |
0.00 |
0.21 |
0.21 |
|
0.73 |
| ATR |
0.41 |
0.45 |
0.04 |
9.7% |
0.00 |
| Volume |
449 |
631 |
182 |
40.5% |
12,873 |
|
| Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.22 |
51.15 |
50.78 |
|
| R3 |
51.01 |
50.94 |
50.72 |
|
| R2 |
50.80 |
50.80 |
50.70 |
|
| R1 |
50.73 |
50.73 |
50.68 |
50.77 |
| PP |
50.59 |
50.59 |
50.59 |
50.61 |
| S1 |
50.52 |
50.52 |
50.64 |
50.56 |
| S2 |
50.38 |
50.38 |
50.62 |
|
| S3 |
50.17 |
50.31 |
50.60 |
|
| S4 |
49.96 |
50.10 |
50.54 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.75 |
53.32 |
51.82 |
|
| R3 |
53.02 |
52.59 |
51.62 |
|
| R2 |
52.29 |
52.29 |
51.55 |
|
| R1 |
51.86 |
51.86 |
51.49 |
51.71 |
| PP |
51.56 |
51.56 |
51.56 |
51.49 |
| S1 |
51.13 |
51.13 |
51.35 |
50.98 |
| S2 |
50.83 |
50.83 |
51.29 |
|
| S3 |
50.10 |
50.40 |
51.22 |
|
| S4 |
49.37 |
49.67 |
51.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.93 |
50.45 |
1.48 |
2.9% |
0.13 |
0.3% |
14% |
False |
True |
2,389 |
| 10 |
52.00 |
50.45 |
1.55 |
3.1% |
0.16 |
0.3% |
14% |
False |
True |
1,839 |
| 20 |
52.00 |
49.85 |
2.15 |
4.2% |
0.12 |
0.2% |
38% |
False |
False |
1,527 |
| 40 |
52.00 |
47.96 |
4.04 |
8.0% |
0.09 |
0.2% |
67% |
False |
False |
1,259 |
| 60 |
52.00 |
47.73 |
4.27 |
8.4% |
0.08 |
0.2% |
69% |
False |
False |
1,223 |
| 80 |
52.00 |
46.00 |
6.00 |
11.8% |
0.08 |
0.2% |
78% |
False |
False |
1,090 |
| 100 |
52.00 |
46.00 |
6.00 |
11.8% |
0.07 |
0.1% |
78% |
False |
False |
933 |
| 120 |
54.08 |
46.00 |
8.08 |
15.9% |
0.08 |
0.2% |
58% |
False |
False |
853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.55 |
|
2.618 |
51.21 |
|
1.618 |
51.00 |
|
1.000 |
50.87 |
|
0.618 |
50.79 |
|
HIGH |
50.66 |
|
0.618 |
50.58 |
|
0.500 |
50.56 |
|
0.382 |
50.53 |
|
LOW |
50.45 |
|
0.618 |
50.32 |
|
1.000 |
50.24 |
|
1.618 |
50.11 |
|
2.618 |
49.90 |
|
4.250 |
49.56 |
|
|
| Fisher Pivots for day following 02-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.63 |
50.95 |
| PP |
50.59 |
50.85 |
| S1 |
50.56 |
50.76 |
|