NYMEX Light Sweet Crude Oil Future September 2017
Trading Metrics calculated at close of trading on 17-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
47.72 |
46.80 |
-0.92 |
-1.9% |
49.59 |
High |
47.99 |
47.19 |
-0.80 |
-1.7% |
50.22 |
Low |
46.67 |
46.46 |
-0.21 |
-0.4% |
47.98 |
Close |
46.78 |
47.09 |
0.31 |
0.7% |
48.82 |
Range |
1.32 |
0.73 |
-0.59 |
-44.7% |
2.24 |
ATR |
1.27 |
1.23 |
-0.04 |
-3.0% |
0.00 |
Volume |
815,544 |
608,314 |
-207,230 |
-25.4% |
4,553,541 |
|
Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.10 |
48.83 |
47.49 |
|
R3 |
48.37 |
48.10 |
47.29 |
|
R2 |
47.64 |
47.64 |
47.22 |
|
R1 |
47.37 |
47.37 |
47.16 |
47.51 |
PP |
46.91 |
46.91 |
46.91 |
46.98 |
S1 |
46.64 |
46.64 |
47.02 |
46.78 |
S2 |
46.18 |
46.18 |
46.96 |
|
S3 |
45.45 |
45.91 |
46.89 |
|
S4 |
44.72 |
45.18 |
46.69 |
|
|
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 |
49.16 |
46.46 |
2.70 |
5.7% |
1.13 |
2.4% |
23% |
False |
True |
752,338 |
10 |
50.22 |
46.46 |
3.76 |
8.0% |
1.16 |
2.5% |
17% |
False |
True |
825,666 |
20 |
50.43 |
45.40 |
5.03 |
10.7% |
1.26 |
2.7% |
34% |
False |
False |
831,758 |
40 |
50.43 |
42.49 |
7.94 |
16.9% |
1.26 |
2.7% |
58% |
False |
False |
561,242 |
60 |
52.38 |
42.27 |
10.11 |
21.5% |
1.33 |
2.8% |
48% |
False |
False |
407,901 |
80 |
52.38 |
42.27 |
10.11 |
21.5% |
1.33 |
2.8% |
48% |
False |
False |
318,981 |
100 |
54.77 |
42.27 |
12.50 |
26.5% |
1.26 |
2.7% |
39% |
False |
False |
263,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.29 |
2.618 |
49.10 |
1.618 |
48.37 |
1.000 |
47.92 |
0.618 |
47.64 |
HIGH |
47.19 |
0.618 |
46.91 |
0.500 |
46.83 |
0.382 |
46.74 |
LOW |
46.46 |
0.618 |
46.01 |
1.000 |
45.73 |
1.618 |
45.28 |
2.618 |
44.55 |
4.250 |
43.36 |
|
|
Fisher Pivots for day following 17-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
47.00 |
47.23 |
PP |
46.91 |
47.18 |
S1 |
46.83 |
47.14 |
|