NYMEX Light Sweet Crude Oil Future September 2017
| Trading Metrics calculated at close of trading on 10-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
49.00 |
49.68 |
0.68 |
1.4% |
49.85 |
| High |
49.72 |
50.22 |
0.50 |
1.0% |
50.43 |
| Low |
48.90 |
48.35 |
-0.55 |
-1.1% |
48.37 |
| Close |
49.56 |
48.59 |
-0.97 |
-2.0% |
49.58 |
| Range |
0.82 |
1.87 |
1.05 |
128.0% |
2.06 |
| ATR |
1.24 |
1.28 |
0.05 |
3.6% |
0.00 |
| Volume |
858,250 |
1,135,440 |
277,190 |
32.3% |
4,221,271 |
|
| Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.66 |
53.50 |
49.62 |
|
| R3 |
52.79 |
51.63 |
49.10 |
|
| R2 |
50.92 |
50.92 |
48.93 |
|
| R1 |
49.76 |
49.76 |
48.76 |
49.41 |
| PP |
49.05 |
49.05 |
49.05 |
48.88 |
| S1 |
47.89 |
47.89 |
48.42 |
47.54 |
| S2 |
47.18 |
47.18 |
48.25 |
|
| S3 |
45.31 |
46.02 |
48.08 |
|
| S4 |
43.44 |
44.15 |
47.56 |
|
|
| 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 |
50.22 |
48.35 |
1.87 |
3.8% |
1.19 |
2.4% |
13% |
True |
True |
898,993 |
| 10 |
50.43 |
48.35 |
2.08 |
4.3% |
1.25 |
2.6% |
12% |
False |
True |
874,180 |
| 20 |
50.43 |
45.40 |
5.03 |
10.4% |
1.23 |
2.5% |
63% |
False |
False |
792,253 |
| 40 |
50.43 |
42.27 |
8.16 |
16.8% |
1.28 |
2.6% |
77% |
False |
False |
482,943 |
| 60 |
52.38 |
42.27 |
10.11 |
20.8% |
1.33 |
2.7% |
63% |
False |
False |
349,310 |
| 80 |
53.82 |
42.27 |
11.55 |
23.8% |
1.34 |
2.8% |
55% |
False |
False |
275,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.17 |
|
2.618 |
55.12 |
|
1.618 |
53.25 |
|
1.000 |
52.09 |
|
0.618 |
51.38 |
|
HIGH |
50.22 |
|
0.618 |
49.51 |
|
0.500 |
49.29 |
|
0.382 |
49.06 |
|
LOW |
48.35 |
|
0.618 |
47.19 |
|
1.000 |
46.48 |
|
1.618 |
45.32 |
|
2.618 |
43.45 |
|
4.250 |
40.40 |
|
|
| Fisher Pivots for day following 10-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.29 |
49.29 |
| PP |
49.05 |
49.05 |
| S1 |
48.82 |
48.82 |
|