NYMEX Light Sweet Crude Oil Future October 2017
Trading Metrics calculated at close of trading on 28-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
48.79 |
49.27 |
0.48 |
1.0% |
45.78 |
High |
49.36 |
49.90 |
0.54 |
1.1% |
49.90 |
Low |
48.35 |
49.00 |
0.65 |
1.3% |
45.58 |
Close |
49.17 |
49.81 |
0.64 |
1.3% |
49.81 |
Range |
1.01 |
0.90 |
-0.11 |
-10.9% |
4.32 |
ATR |
1.30 |
1.27 |
-0.03 |
-2.2% |
0.00 |
Volume |
165,414 |
154,600 |
-10,814 |
-6.5% |
810,566 |
|
Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.27 |
51.94 |
50.31 |
|
R3 |
51.37 |
51.04 |
50.06 |
|
R2 |
50.47 |
50.47 |
49.98 |
|
R1 |
50.14 |
50.14 |
49.89 |
50.31 |
PP |
49.57 |
49.57 |
49.57 |
49.65 |
S1 |
49.24 |
49.24 |
49.73 |
49.41 |
S2 |
48.67 |
48.67 |
49.65 |
|
S3 |
47.77 |
48.34 |
49.56 |
|
S4 |
46.87 |
47.44 |
49.32 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.39 |
59.92 |
52.19 |
|
R3 |
57.07 |
55.60 |
51.00 |
|
R2 |
52.75 |
52.75 |
50.60 |
|
R1 |
51.28 |
51.28 |
50.21 |
52.02 |
PP |
48.43 |
48.43 |
48.43 |
48.80 |
S1 |
46.96 |
46.96 |
49.41 |
47.70 |
S2 |
44.11 |
44.11 |
49.02 |
|
S3 |
39.79 |
42.64 |
48.62 |
|
S4 |
35.47 |
38.32 |
47.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.90 |
45.58 |
4.32 |
8.7% |
1.25 |
2.5% |
98% |
True |
False |
162,113 |
10 |
49.90 |
45.58 |
4.32 |
8.7% |
1.20 |
2.4% |
98% |
True |
False |
119,678 |
20 |
49.90 |
44.01 |
5.89 |
11.8% |
1.35 |
2.7% |
98% |
True |
False |
92,648 |
40 |
49.90 |
42.51 |
7.39 |
14.8% |
1.27 |
2.6% |
99% |
True |
False |
69,500 |
60 |
52.50 |
42.51 |
9.99 |
20.1% |
1.34 |
2.7% |
73% |
False |
False |
56,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.73 |
2.618 |
52.26 |
1.618 |
51.36 |
1.000 |
50.80 |
0.618 |
50.46 |
HIGH |
49.90 |
0.618 |
49.56 |
0.500 |
49.45 |
0.382 |
49.34 |
LOW |
49.00 |
0.618 |
48.44 |
1.000 |
48.10 |
1.618 |
47.54 |
2.618 |
46.64 |
4.250 |
45.18 |
|
|
Fisher Pivots for day following 28-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
49.69 |
49.52 |
PP |
49.57 |
49.23 |
S1 |
49.45 |
48.94 |
|