NYMEX Light Sweet Crude Oil Future September 2017
| Trading Metrics calculated at close of trading on 14-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
48.52 |
48.79 |
0.27 |
0.6% |
49.59 |
| High |
48.98 |
49.16 |
0.18 |
0.4% |
50.22 |
| Low |
47.98 |
47.43 |
-0.55 |
-1.1% |
47.98 |
| Close |
48.82 |
47.59 |
-1.23 |
-2.5% |
48.82 |
| Range |
1.00 |
1.73 |
0.73 |
73.0% |
2.24 |
| ATR |
1.26 |
1.30 |
0.03 |
2.6% |
0.00 |
| Volume |
804,237 |
763,241 |
-40,996 |
-5.1% |
4,553,541 |
|
| Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.25 |
52.15 |
48.54 |
|
| R3 |
51.52 |
50.42 |
48.07 |
|
| R2 |
49.79 |
49.79 |
47.91 |
|
| R1 |
48.69 |
48.69 |
47.75 |
48.38 |
| PP |
48.06 |
48.06 |
48.06 |
47.90 |
| S1 |
46.96 |
46.96 |
47.43 |
46.65 |
| S2 |
46.33 |
46.33 |
47.27 |
|
| S3 |
44.60 |
45.23 |
47.11 |
|
| S4 |
42.87 |
43.50 |
46.64 |
|
|
| 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 |
47.43 |
2.79 |
5.9% |
1.27 |
2.7% |
6% |
False |
True |
897,081 |
| 10 |
50.43 |
47.43 |
3.00 |
6.3% |
1.30 |
2.7% |
5% |
False |
True |
875,651 |
| 20 |
50.43 |
45.40 |
5.03 |
10.6% |
1.27 |
2.7% |
44% |
False |
False |
832,391 |
| 40 |
50.43 |
42.27 |
8.16 |
17.1% |
1.31 |
2.8% |
65% |
False |
False |
517,812 |
| 60 |
52.38 |
42.27 |
10.11 |
21.2% |
1.33 |
2.8% |
53% |
False |
False |
374,013 |
| 80 |
52.38 |
42.27 |
10.11 |
21.2% |
1.33 |
2.8% |
53% |
False |
False |
293,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.51 |
|
2.618 |
53.69 |
|
1.618 |
51.96 |
|
1.000 |
50.89 |
|
0.618 |
50.23 |
|
HIGH |
49.16 |
|
0.618 |
48.50 |
|
0.500 |
48.30 |
|
0.382 |
48.09 |
|
LOW |
47.43 |
|
0.618 |
46.36 |
|
1.000 |
45.70 |
|
1.618 |
44.63 |
|
2.618 |
42.90 |
|
4.250 |
40.08 |
|
|
| Fisher Pivots for day following 14-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
48.30 |
48.83 |
| PP |
48.06 |
48.41 |
| S1 |
47.83 |
48.00 |
|