NYMEX Light Sweet Crude Oil Future September 2017
Trading Metrics calculated at close of trading on 02-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
50.21 |
48.80 |
-1.41 |
-2.8% |
45.62 |
High |
50.43 |
49.65 |
-0.78 |
-1.5% |
49.81 |
Low |
48.37 |
48.55 |
0.18 |
0.4% |
45.40 |
Close |
49.16 |
49.59 |
0.43 |
0.9% |
49.71 |
Range |
2.06 |
1.10 |
-0.96 |
-46.6% |
4.41 |
ATR |
1.35 |
1.33 |
-0.02 |
-1.3% |
0.00 |
Volume |
1,008,583 |
847,722 |
-160,861 |
-15.9% |
4,133,456 |
|
Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.56 |
52.18 |
50.20 |
|
R3 |
51.46 |
51.08 |
49.89 |
|
R2 |
50.36 |
50.36 |
49.79 |
|
R1 |
49.98 |
49.98 |
49.69 |
50.17 |
PP |
49.26 |
49.26 |
49.26 |
49.36 |
S1 |
48.88 |
48.88 |
49.49 |
49.07 |
S2 |
48.16 |
48.16 |
49.39 |
|
S3 |
47.06 |
47.78 |
49.29 |
|
S4 |
45.96 |
46.68 |
48.99 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.54 |
60.03 |
52.14 |
|
R3 |
57.13 |
55.62 |
50.92 |
|
R2 |
52.72 |
52.72 |
50.52 |
|
R1 |
51.21 |
51.21 |
50.11 |
51.97 |
PP |
48.31 |
48.31 |
48.31 |
48.68 |
S1 |
46.80 |
46.80 |
49.31 |
47.56 |
S2 |
43.90 |
43.90 |
48.90 |
|
S3 |
39.49 |
42.39 |
48.50 |
|
S4 |
35.08 |
37.98 |
47.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.43 |
48.25 |
2.18 |
4.4% |
1.27 |
2.6% |
61% |
False |
False |
857,965 |
10 |
50.43 |
45.40 |
5.03 |
10.1% |
1.34 |
2.7% |
83% |
False |
False |
826,135 |
20 |
50.43 |
43.83 |
6.60 |
13.3% |
1.32 |
2.7% |
87% |
False |
False |
605,276 |
40 |
50.43 |
42.27 |
8.16 |
16.5% |
1.30 |
2.6% |
90% |
False |
False |
367,936 |
60 |
52.38 |
42.27 |
10.11 |
20.4% |
1.33 |
2.7% |
72% |
False |
False |
265,731 |
80 |
54.77 |
42.27 |
12.50 |
25.2% |
1.30 |
2.6% |
59% |
False |
False |
211,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.33 |
2.618 |
52.53 |
1.618 |
51.43 |
1.000 |
50.75 |
0.618 |
50.33 |
HIGH |
49.65 |
0.618 |
49.23 |
0.500 |
49.10 |
0.382 |
48.97 |
LOW |
48.55 |
0.618 |
47.87 |
1.000 |
47.45 |
1.618 |
46.77 |
2.618 |
45.67 |
4.250 |
43.88 |
|
|
Fisher Pivots for day following 02-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
49.43 |
49.53 |
PP |
49.26 |
49.46 |
S1 |
49.10 |
49.40 |
|