NYMEX Light Sweet Crude Oil Future September 2017
| Trading Metrics calculated at close of trading on 04-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
49.59 |
48.95 |
-0.64 |
-1.3% |
49.85 |
| High |
49.96 |
49.64 |
-0.32 |
-0.6% |
50.43 |
| Low |
48.78 |
48.50 |
-0.28 |
-0.6% |
48.37 |
| Close |
49.03 |
49.58 |
0.55 |
1.1% |
49.58 |
| Range |
1.18 |
1.14 |
-0.04 |
-3.4% |
2.06 |
| ATR |
1.32 |
1.31 |
-0.01 |
-1.0% |
0.00 |
| Volume |
837,763 |
745,664 |
-92,099 |
-11.0% |
4,221,271 |
|
| Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.66 |
52.26 |
50.21 |
|
| R3 |
51.52 |
51.12 |
49.89 |
|
| R2 |
50.38 |
50.38 |
49.79 |
|
| R1 |
49.98 |
49.98 |
49.68 |
50.18 |
| PP |
49.24 |
49.24 |
49.24 |
49.34 |
| S1 |
48.84 |
48.84 |
49.48 |
49.04 |
| S2 |
48.10 |
48.10 |
49.37 |
|
| S3 |
46.96 |
47.70 |
49.27 |
|
| S4 |
45.82 |
46.56 |
48.95 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.64 |
54.67 |
50.71 |
|
| R3 |
53.58 |
52.61 |
50.15 |
|
| R2 |
51.52 |
51.52 |
49.96 |
|
| R1 |
50.55 |
50.55 |
49.77 |
50.01 |
| PP |
49.46 |
49.46 |
49.46 |
49.19 |
| S1 |
48.49 |
48.49 |
49.39 |
47.95 |
| S2 |
47.40 |
47.40 |
49.20 |
|
| S3 |
45.34 |
46.43 |
49.01 |
|
| S4 |
43.28 |
44.37 |
48.45 |
|
|
| 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% |
1.34 |
2.7% |
59% |
False |
False |
844,254 |
| 10 |
50.43 |
45.40 |
5.03 |
10.1% |
1.31 |
2.6% |
83% |
False |
False |
835,472 |
| 20 |
50.43 |
43.83 |
6.60 |
13.3% |
1.28 |
2.6% |
87% |
False |
False |
664,064 |
| 40 |
50.43 |
42.27 |
8.16 |
16.5% |
1.27 |
2.6% |
90% |
False |
False |
399,642 |
| 60 |
52.38 |
42.27 |
10.11 |
20.4% |
1.33 |
2.7% |
72% |
False |
False |
290,433 |
| 80 |
54.77 |
42.27 |
12.50 |
25.2% |
1.31 |
2.6% |
58% |
False |
False |
230,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.49 |
|
2.618 |
52.62 |
|
1.618 |
51.48 |
|
1.000 |
50.78 |
|
0.618 |
50.34 |
|
HIGH |
49.64 |
|
0.618 |
49.20 |
|
0.500 |
49.07 |
|
0.382 |
48.94 |
|
LOW |
48.50 |
|
0.618 |
47.80 |
|
1.000 |
47.36 |
|
1.618 |
46.66 |
|
2.618 |
45.52 |
|
4.250 |
43.66 |
|
|
| Fisher Pivots for day following 04-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.41 |
49.46 |
| PP |
49.24 |
49.35 |
| S1 |
49.07 |
49.23 |
|