NYMEX Light Sweet Crude Oil Future September 2017
| Trading Metrics calculated at close of trading on 15-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
48.79 |
47.49 |
-1.30 |
-2.7% |
49.59 |
| High |
49.16 |
47.90 |
-1.26 |
-2.6% |
50.22 |
| Low |
47.43 |
47.02 |
-0.41 |
-0.9% |
47.98 |
| Close |
47.59 |
47.55 |
-0.04 |
-0.1% |
48.82 |
| Range |
1.73 |
0.88 |
-0.85 |
-49.1% |
2.24 |
| ATR |
1.30 |
1.27 |
-0.03 |
-2.3% |
0.00 |
| Volume |
763,241 |
770,358 |
7,117 |
0.9% |
4,553,541 |
|
| Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.13 |
49.72 |
48.03 |
|
| R3 |
49.25 |
48.84 |
47.79 |
|
| R2 |
48.37 |
48.37 |
47.71 |
|
| R1 |
47.96 |
47.96 |
47.63 |
48.17 |
| PP |
47.49 |
47.49 |
47.49 |
47.59 |
| S1 |
47.08 |
47.08 |
47.47 |
47.29 |
| S2 |
46.61 |
46.61 |
47.39 |
|
| S3 |
45.73 |
46.20 |
47.31 |
|
| S4 |
44.85 |
45.32 |
47.07 |
|
|
| 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 |
47.02 |
3.20 |
6.7% |
1.26 |
2.6% |
17% |
False |
True |
866,305 |
| 10 |
50.22 |
47.02 |
3.20 |
6.7% |
1.18 |
2.5% |
17% |
False |
True |
851,828 |
| 20 |
50.43 |
45.40 |
5.03 |
10.6% |
1.26 |
2.7% |
43% |
False |
False |
838,927 |
| 40 |
50.43 |
42.27 |
8.16 |
17.2% |
1.31 |
2.8% |
65% |
False |
False |
535,409 |
| 60 |
52.38 |
42.27 |
10.11 |
21.3% |
1.32 |
2.8% |
52% |
False |
False |
386,027 |
| 80 |
52.38 |
42.27 |
10.11 |
21.3% |
1.32 |
2.8% |
52% |
False |
False |
302,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.64 |
|
2.618 |
50.20 |
|
1.618 |
49.32 |
|
1.000 |
48.78 |
|
0.618 |
48.44 |
|
HIGH |
47.90 |
|
0.618 |
47.56 |
|
0.500 |
47.46 |
|
0.382 |
47.36 |
|
LOW |
47.02 |
|
0.618 |
46.48 |
|
1.000 |
46.14 |
|
1.618 |
45.60 |
|
2.618 |
44.72 |
|
4.250 |
43.28 |
|
|
| Fisher Pivots for day following 15-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
47.52 |
48.09 |
| PP |
47.49 |
47.91 |
| S1 |
47.46 |
47.73 |
|