NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 23-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
51.38 |
51.35 |
-0.03 |
-0.1% |
51.79 |
High |
51.38 |
51.35 |
-0.03 |
-0.1% |
51.79 |
Low |
51.38 |
51.28 |
-0.10 |
-0.2% |
51.17 |
Close |
51.38 |
51.28 |
-0.10 |
-0.2% |
51.38 |
Range |
0.00 |
0.07 |
0.07 |
|
0.62 |
ATR |
0.41 |
0.39 |
-0.02 |
-5.4% |
0.00 |
Volume |
790 |
748 |
-42 |
-5.3% |
4,319 |
|
Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.51 |
51.47 |
51.32 |
|
R3 |
51.44 |
51.40 |
51.30 |
|
R2 |
51.37 |
51.37 |
51.29 |
|
R1 |
51.33 |
51.33 |
51.29 |
51.32 |
PP |
51.30 |
51.30 |
51.30 |
51.30 |
S1 |
51.26 |
51.26 |
51.27 |
51.25 |
S2 |
51.23 |
51.23 |
51.27 |
|
S3 |
51.16 |
51.19 |
51.26 |
|
S4 |
51.09 |
51.12 |
51.24 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.31 |
52.96 |
51.72 |
|
R3 |
52.69 |
52.34 |
51.55 |
|
R2 |
52.07 |
52.07 |
51.49 |
|
R1 |
51.72 |
51.72 |
51.44 |
51.59 |
PP |
51.45 |
51.45 |
51.45 |
51.38 |
S1 |
51.10 |
51.10 |
51.32 |
50.97 |
S2 |
50.83 |
50.83 |
51.27 |
|
S3 |
50.21 |
50.48 |
51.21 |
|
S4 |
49.59 |
49.86 |
51.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.79 |
51.17 |
0.62 |
1.2% |
0.07 |
0.1% |
18% |
False |
False |
772 |
10 |
51.79 |
51.14 |
0.65 |
1.3% |
0.04 |
0.1% |
22% |
False |
False |
839 |
20 |
51.93 |
50.16 |
1.77 |
3.5% |
0.06 |
0.1% |
63% |
False |
False |
1,297 |
40 |
52.00 |
48.43 |
3.57 |
7.0% |
0.11 |
0.2% |
80% |
False |
False |
1,234 |
60 |
52.00 |
47.96 |
4.04 |
7.9% |
0.08 |
0.2% |
82% |
False |
False |
1,172 |
80 |
52.00 |
47.32 |
4.68 |
9.1% |
0.08 |
0.1% |
85% |
False |
False |
1,160 |
100 |
52.00 |
46.00 |
6.00 |
11.7% |
0.07 |
0.1% |
88% |
False |
False |
1,036 |
120 |
52.00 |
46.00 |
6.00 |
11.7% |
0.08 |
0.1% |
88% |
False |
False |
899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.65 |
2.618 |
51.53 |
1.618 |
51.46 |
1.000 |
51.42 |
0.618 |
51.39 |
HIGH |
51.35 |
0.618 |
51.32 |
0.500 |
51.32 |
0.382 |
51.31 |
LOW |
51.28 |
0.618 |
51.24 |
1.000 |
51.21 |
1.618 |
51.17 |
2.618 |
51.10 |
4.250 |
50.98 |
|
|
Fisher Pivots for day following 23-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
51.32 |
51.28 |
PP |
51.30 |
51.28 |
S1 |
51.29 |
51.28 |
|