NYMEX Light Sweet Crude Oil Future October 2017
Trading Metrics calculated at close of trading on 27-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
48.64 |
48.79 |
0.15 |
0.3% |
47.01 |
High |
48.98 |
49.36 |
0.38 |
0.8% |
47.91 |
Low |
47.98 |
48.35 |
0.37 |
0.8% |
45.73 |
Close |
48.85 |
49.17 |
0.32 |
0.7% |
45.95 |
Range |
1.00 |
1.01 |
0.01 |
1.0% |
2.18 |
ATR |
1.33 |
1.30 |
-0.02 |
-1.7% |
0.00 |
Volume |
174,905 |
165,414 |
-9,491 |
-5.4% |
386,220 |
|
Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.99 |
51.59 |
49.73 |
|
R3 |
50.98 |
50.58 |
49.45 |
|
R2 |
49.97 |
49.97 |
49.36 |
|
R1 |
49.57 |
49.57 |
49.26 |
49.77 |
PP |
48.96 |
48.96 |
48.96 |
49.06 |
S1 |
48.56 |
48.56 |
49.08 |
48.76 |
S2 |
47.95 |
47.95 |
48.98 |
|
S3 |
46.94 |
47.55 |
48.89 |
|
S4 |
45.93 |
46.54 |
48.61 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.07 |
51.69 |
47.15 |
|
R3 |
50.89 |
49.51 |
46.55 |
|
R2 |
48.71 |
48.71 |
46.35 |
|
R1 |
47.33 |
47.33 |
46.15 |
46.93 |
PP |
46.53 |
46.53 |
46.53 |
46.33 |
S1 |
45.15 |
45.15 |
45.75 |
44.75 |
S2 |
44.35 |
44.35 |
45.55 |
|
S3 |
42.17 |
42.97 |
45.35 |
|
S4 |
39.99 |
40.79 |
44.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.36 |
45.58 |
3.78 |
7.7% |
1.40 |
2.9% |
95% |
True |
False |
144,849 |
10 |
49.36 |
45.58 |
3.78 |
7.7% |
1.20 |
2.4% |
95% |
True |
False |
113,598 |
20 |
49.36 |
44.01 |
5.35 |
10.9% |
1.34 |
2.7% |
96% |
True |
False |
87,547 |
40 |
49.70 |
42.51 |
7.19 |
14.6% |
1.28 |
2.6% |
93% |
False |
False |
66,575 |
60 |
52.50 |
42.51 |
9.99 |
20.3% |
1.33 |
2.7% |
67% |
False |
False |
54,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.65 |
2.618 |
52.00 |
1.618 |
50.99 |
1.000 |
50.37 |
0.618 |
49.98 |
HIGH |
49.36 |
0.618 |
48.97 |
0.500 |
48.86 |
0.382 |
48.74 |
LOW |
48.35 |
0.618 |
47.73 |
1.000 |
47.34 |
1.618 |
46.72 |
2.618 |
45.71 |
4.250 |
44.06 |
|
|
Fisher Pivots for day following 27-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
49.07 |
48.76 |
PP |
48.96 |
48.35 |
S1 |
48.86 |
47.95 |
|