NYMEX Light Sweet Crude Oil Future September 2017
Trading Metrics calculated at close of trading on 07-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2017 |
07-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
48.95 |
49.59 |
0.64 |
1.3% |
49.85 |
High |
49.64 |
49.73 |
0.09 |
0.2% |
50.43 |
Low |
48.50 |
48.54 |
0.04 |
0.1% |
48.37 |
Close |
49.58 |
49.39 |
-0.19 |
-0.4% |
49.58 |
Range |
1.14 |
1.19 |
0.05 |
4.4% |
2.06 |
ATR |
1.31 |
1.30 |
-0.01 |
-0.6% |
0.00 |
Volume |
745,664 |
831,374 |
85,710 |
11.5% |
4,221,271 |
|
Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.79 |
52.28 |
50.04 |
|
R3 |
51.60 |
51.09 |
49.72 |
|
R2 |
50.41 |
50.41 |
49.61 |
|
R1 |
49.90 |
49.90 |
49.50 |
49.56 |
PP |
49.22 |
49.22 |
49.22 |
49.05 |
S1 |
48.71 |
48.71 |
49.28 |
48.37 |
S2 |
48.03 |
48.03 |
49.17 |
|
S3 |
46.84 |
47.52 |
49.06 |
|
S4 |
45.65 |
46.33 |
48.74 |
|
|
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% |
1.33 |
2.7% |
50% |
False |
False |
854,221 |
10 |
50.43 |
46.38 |
4.05 |
8.2% |
1.31 |
2.7% |
74% |
False |
False |
847,819 |
20 |
50.43 |
44.03 |
6.40 |
13.0% |
1.28 |
2.6% |
84% |
False |
False |
692,166 |
40 |
50.43 |
42.27 |
8.16 |
16.5% |
1.28 |
2.6% |
87% |
False |
False |
418,398 |
60 |
52.38 |
42.27 |
10.11 |
20.5% |
1.33 |
2.7% |
70% |
False |
False |
303,464 |
80 |
54.55 |
42.27 |
12.28 |
24.9% |
1.32 |
2.7% |
58% |
False |
False |
240,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.79 |
2.618 |
52.85 |
1.618 |
51.66 |
1.000 |
50.92 |
0.618 |
50.47 |
HIGH |
49.73 |
0.618 |
49.28 |
0.500 |
49.14 |
0.382 |
48.99 |
LOW |
48.54 |
0.618 |
47.80 |
1.000 |
47.35 |
1.618 |
46.61 |
2.618 |
45.42 |
4.250 |
43.48 |
|
|
Fisher Pivots for day following 07-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
49.31 |
49.34 |
PP |
49.22 |
49.28 |
S1 |
49.14 |
49.23 |
|