NYMEX Light Sweet Crude Oil Future September 2017
Trading Metrics calculated at close of trading on 18-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
46.80 |
46.93 |
0.13 |
0.3% |
48.79 |
High |
47.19 |
48.74 |
1.55 |
3.3% |
49.16 |
Low |
46.46 |
46.78 |
0.32 |
0.7% |
46.46 |
Close |
47.09 |
48.51 |
1.42 |
3.0% |
48.51 |
Range |
0.73 |
1.96 |
1.23 |
168.5% |
2.70 |
ATR |
1.23 |
1.28 |
0.05 |
4.2% |
0.00 |
Volume |
608,314 |
253,069 |
-355,245 |
-58.4% |
3,210,526 |
|
Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.89 |
53.16 |
49.59 |
|
R3 |
51.93 |
51.20 |
49.05 |
|
R2 |
49.97 |
49.97 |
48.87 |
|
R1 |
49.24 |
49.24 |
48.69 |
49.61 |
PP |
48.01 |
48.01 |
48.01 |
48.19 |
S1 |
47.28 |
47.28 |
48.33 |
47.65 |
S2 |
46.05 |
46.05 |
48.15 |
|
S3 |
44.09 |
45.32 |
47.97 |
|
S4 |
42.13 |
43.36 |
47.43 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.14 |
55.03 |
50.00 |
|
R3 |
53.44 |
52.33 |
49.25 |
|
R2 |
50.74 |
50.74 |
49.01 |
|
R1 |
49.63 |
49.63 |
48.76 |
48.84 |
PP |
48.04 |
48.04 |
48.04 |
47.65 |
S1 |
46.93 |
46.93 |
48.26 |
46.14 |
S2 |
45.34 |
45.34 |
48.02 |
|
S3 |
42.64 |
44.23 |
47.77 |
|
S4 |
39.94 |
41.53 |
47.03 |
|
|
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 |
5.6% |
1.32 |
2.7% |
76% |
False |
False |
642,105 |
10 |
50.22 |
46.46 |
3.76 |
7.8% |
1.24 |
2.6% |
55% |
False |
False |
776,406 |
20 |
50.43 |
45.40 |
5.03 |
10.4% |
1.28 |
2.6% |
62% |
False |
False |
805,939 |
40 |
50.43 |
42.76 |
7.67 |
15.8% |
1.29 |
2.7% |
75% |
False |
False |
565,461 |
60 |
52.38 |
42.27 |
10.11 |
20.8% |
1.34 |
2.8% |
62% |
False |
False |
410,749 |
80 |
52.38 |
42.27 |
10.11 |
20.8% |
1.34 |
2.8% |
62% |
False |
False |
321,621 |
100 |
54.77 |
42.27 |
12.50 |
25.8% |
1.27 |
2.6% |
50% |
False |
False |
266,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.07 |
2.618 |
53.87 |
1.618 |
51.91 |
1.000 |
50.70 |
0.618 |
49.95 |
HIGH |
48.74 |
0.618 |
47.99 |
0.500 |
47.76 |
0.382 |
47.53 |
LOW |
46.78 |
0.618 |
45.57 |
1.000 |
44.82 |
1.618 |
43.61 |
2.618 |
41.65 |
4.250 |
38.45 |
|
|
Fisher Pivots for day following 18-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
48.26 |
48.21 |
PP |
48.01 |
47.90 |
S1 |
47.76 |
47.60 |
|