NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 24-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
51.35 |
51.28 |
-0.07 |
-0.1% |
51.79 |
| High |
51.35 |
51.83 |
0.48 |
0.9% |
51.79 |
| Low |
51.28 |
51.28 |
0.00 |
0.0% |
51.17 |
| Close |
51.28 |
51.83 |
0.55 |
1.1% |
51.38 |
| Range |
0.07 |
0.55 |
0.48 |
685.7% |
0.62 |
| ATR |
0.39 |
0.40 |
0.01 |
2.9% |
0.00 |
| Volume |
748 |
816 |
68 |
9.1% |
4,319 |
|
| Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.30 |
53.11 |
52.13 |
|
| R3 |
52.75 |
52.56 |
51.98 |
|
| R2 |
52.20 |
52.20 |
51.93 |
|
| R1 |
52.01 |
52.01 |
51.88 |
52.11 |
| PP |
51.65 |
51.65 |
51.65 |
51.69 |
| S1 |
51.46 |
51.46 |
51.78 |
51.56 |
| S2 |
51.10 |
51.10 |
51.73 |
|
| S3 |
50.55 |
50.91 |
51.68 |
|
| S4 |
50.00 |
50.36 |
51.53 |
|
|
| 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 |
51.83 |
51.17 |
0.66 |
1.3% |
0.12 |
0.2% |
100% |
True |
False |
729 |
| 10 |
51.83 |
51.14 |
0.69 |
1.3% |
0.09 |
0.2% |
100% |
True |
False |
757 |
| 20 |
51.93 |
50.16 |
1.77 |
3.4% |
0.07 |
0.1% |
94% |
False |
False |
1,151 |
| 40 |
52.00 |
48.43 |
3.57 |
6.9% |
0.12 |
0.2% |
95% |
False |
False |
1,201 |
| 60 |
52.00 |
47.96 |
4.04 |
7.8% |
0.08 |
0.2% |
96% |
False |
False |
1,158 |
| 80 |
52.00 |
47.32 |
4.68 |
9.0% |
0.08 |
0.1% |
96% |
False |
False |
1,167 |
| 100 |
52.00 |
46.00 |
6.00 |
11.6% |
0.08 |
0.1% |
97% |
False |
False |
1,041 |
| 120 |
52.00 |
46.00 |
6.00 |
11.6% |
0.08 |
0.2% |
97% |
False |
False |
905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.17 |
|
2.618 |
53.27 |
|
1.618 |
52.72 |
|
1.000 |
52.38 |
|
0.618 |
52.17 |
|
HIGH |
51.83 |
|
0.618 |
51.62 |
|
0.500 |
51.56 |
|
0.382 |
51.49 |
|
LOW |
51.28 |
|
0.618 |
50.94 |
|
1.000 |
50.73 |
|
1.618 |
50.39 |
|
2.618 |
49.84 |
|
4.250 |
48.94 |
|
|
| Fisher Pivots for day following 24-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.74 |
51.74 |
| PP |
51.65 |
51.65 |
| S1 |
51.56 |
51.56 |
|