NYMEX Light Sweet Crude Oil Future September 2017
Trading Metrics calculated at close of trading on 11-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
49.68 |
48.52 |
-1.16 |
-2.3% |
49.59 |
High |
50.22 |
48.98 |
-1.24 |
-2.5% |
50.22 |
Low |
48.35 |
47.98 |
-0.37 |
-0.8% |
47.98 |
Close |
48.59 |
48.82 |
0.23 |
0.5% |
48.82 |
Range |
1.87 |
1.00 |
-0.87 |
-46.5% |
2.24 |
ATR |
1.28 |
1.26 |
-0.02 |
-1.6% |
0.00 |
Volume |
1,135,440 |
804,237 |
-331,203 |
-29.2% |
4,553,541 |
|
Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.59 |
51.21 |
49.37 |
|
R3 |
50.59 |
50.21 |
49.10 |
|
R2 |
49.59 |
49.59 |
49.00 |
|
R1 |
49.21 |
49.21 |
48.91 |
49.40 |
PP |
48.59 |
48.59 |
48.59 |
48.69 |
S1 |
48.21 |
48.21 |
48.73 |
48.40 |
S2 |
47.59 |
47.59 |
48.64 |
|
S3 |
46.59 |
47.21 |
48.55 |
|
S4 |
45.59 |
46.21 |
48.27 |
|
|
Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.73 |
54.51 |
50.05 |
|
R3 |
53.49 |
52.27 |
49.44 |
|
R2 |
51.25 |
51.25 |
49.23 |
|
R1 |
50.03 |
50.03 |
49.03 |
49.52 |
PP |
49.01 |
49.01 |
49.01 |
48.75 |
S1 |
47.79 |
47.79 |
48.61 |
47.28 |
S2 |
46.77 |
46.77 |
48.41 |
|
S3 |
44.53 |
45.55 |
48.20 |
|
S4 |
42.29 |
43.31 |
47.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.22 |
47.98 |
2.24 |
4.6% |
1.16 |
2.4% |
38% |
False |
True |
910,708 |
10 |
50.43 |
47.98 |
2.45 |
5.0% |
1.25 |
2.6% |
34% |
False |
True |
877,481 |
20 |
50.43 |
45.40 |
5.03 |
10.3% |
1.24 |
2.5% |
68% |
False |
False |
814,098 |
40 |
50.43 |
42.27 |
8.16 |
16.7% |
1.29 |
2.6% |
80% |
False |
False |
500,327 |
60 |
52.38 |
42.27 |
10.11 |
20.7% |
1.32 |
2.7% |
65% |
False |
False |
362,037 |
80 |
52.38 |
42.27 |
10.11 |
20.7% |
1.32 |
2.7% |
65% |
False |
False |
284,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.23 |
2.618 |
51.60 |
1.618 |
50.60 |
1.000 |
49.98 |
0.618 |
49.60 |
HIGH |
48.98 |
0.618 |
48.60 |
0.500 |
48.48 |
0.382 |
48.36 |
LOW |
47.98 |
0.618 |
47.36 |
1.000 |
46.98 |
1.618 |
46.36 |
2.618 |
45.36 |
4.250 |
43.73 |
|
|
Fisher Pivots for day following 11-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
48.71 |
49.10 |
PP |
48.59 |
49.01 |
S1 |
48.48 |
48.91 |
|