NYMEX Light Sweet Crude Oil Future September 2017
Trading Metrics calculated at close of trading on 03-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
48.80 |
49.59 |
0.79 |
1.6% |
45.62 |
High |
49.65 |
49.96 |
0.31 |
0.6% |
49.81 |
Low |
48.55 |
48.78 |
0.23 |
0.5% |
45.40 |
Close |
49.59 |
49.03 |
-0.56 |
-1.1% |
49.71 |
Range |
1.10 |
1.18 |
0.08 |
7.3% |
4.41 |
ATR |
1.33 |
1.32 |
-0.01 |
-0.8% |
0.00 |
Volume |
847,722 |
837,763 |
-9,959 |
-1.2% |
4,133,456 |
|
Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.80 |
52.09 |
49.68 |
|
R3 |
51.62 |
50.91 |
49.35 |
|
R2 |
50.44 |
50.44 |
49.25 |
|
R1 |
49.73 |
49.73 |
49.14 |
49.50 |
PP |
49.26 |
49.26 |
49.26 |
49.14 |
S1 |
48.55 |
48.55 |
48.92 |
48.32 |
S2 |
48.08 |
48.08 |
48.81 |
|
S3 |
46.90 |
47.37 |
48.71 |
|
S4 |
45.72 |
46.19 |
48.38 |
|
|
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 |
48.37 |
2.06 |
4.2% |
1.30 |
2.7% |
32% |
False |
False |
849,366 |
10 |
50.43 |
45.40 |
5.03 |
10.3% |
1.36 |
2.8% |
72% |
False |
False |
837,850 |
20 |
50.43 |
43.83 |
6.60 |
13.5% |
1.31 |
2.7% |
79% |
False |
False |
637,259 |
40 |
50.43 |
42.27 |
8.16 |
16.6% |
1.27 |
2.6% |
83% |
False |
False |
384,246 |
60 |
52.38 |
42.27 |
10.11 |
20.6% |
1.33 |
2.7% |
67% |
False |
False |
278,846 |
80 |
54.77 |
42.27 |
12.50 |
25.5% |
1.31 |
2.7% |
54% |
False |
False |
221,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.98 |
2.618 |
53.05 |
1.618 |
51.87 |
1.000 |
51.14 |
0.618 |
50.69 |
HIGH |
49.96 |
0.618 |
49.51 |
0.500 |
49.37 |
0.382 |
49.23 |
LOW |
48.78 |
0.618 |
48.05 |
1.000 |
47.60 |
1.618 |
46.87 |
2.618 |
45.69 |
4.250 |
43.77 |
|
|
Fisher Pivots for day following 03-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
49.37 |
49.40 |
PP |
49.26 |
49.28 |
S1 |
49.14 |
49.15 |
|