NYMEX Light Sweet Crude Oil Future October 2017
Trading Metrics calculated at close of trading on 31-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
49.27 |
49.97 |
0.70 |
1.4% |
45.78 |
High |
49.90 |
50.49 |
0.59 |
1.2% |
49.90 |
Low |
49.00 |
49.30 |
0.30 |
0.6% |
45.58 |
Close |
49.81 |
50.26 |
0.45 |
0.9% |
49.81 |
Range |
0.90 |
1.19 |
0.29 |
32.2% |
4.32 |
ATR |
1.27 |
1.27 |
-0.01 |
-0.5% |
0.00 |
Volume |
154,600 |
170,169 |
15,569 |
10.1% |
810,566 |
|
Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.59 |
53.11 |
50.91 |
|
R3 |
52.40 |
51.92 |
50.59 |
|
R2 |
51.21 |
51.21 |
50.48 |
|
R1 |
50.73 |
50.73 |
50.37 |
50.97 |
PP |
50.02 |
50.02 |
50.02 |
50.14 |
S1 |
49.54 |
49.54 |
50.15 |
49.78 |
S2 |
48.83 |
48.83 |
50.04 |
|
S3 |
47.64 |
48.35 |
49.93 |
|
S4 |
46.45 |
47.16 |
49.61 |
|
|
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 |
50.49 |
46.53 |
3.96 |
7.9% |
1.27 |
2.5% |
94% |
True |
False |
177,593 |
10 |
50.49 |
45.58 |
4.91 |
9.8% |
1.22 |
2.4% |
95% |
True |
False |
129,763 |
20 |
50.49 |
44.01 |
6.48 |
12.9% |
1.34 |
2.7% |
96% |
True |
False |
98,809 |
40 |
50.49 |
42.51 |
7.98 |
15.9% |
1.27 |
2.5% |
97% |
True |
False |
72,686 |
60 |
52.50 |
42.51 |
9.99 |
19.9% |
1.32 |
2.6% |
78% |
False |
False |
59,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.55 |
2.618 |
53.61 |
1.618 |
52.42 |
1.000 |
51.68 |
0.618 |
51.23 |
HIGH |
50.49 |
0.618 |
50.04 |
0.500 |
49.90 |
0.382 |
49.75 |
LOW |
49.30 |
0.618 |
48.56 |
1.000 |
48.11 |
1.618 |
47.37 |
2.618 |
46.18 |
4.250 |
44.24 |
|
|
Fisher Pivots for day following 31-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
50.14 |
49.98 |
PP |
50.02 |
49.70 |
S1 |
49.90 |
49.42 |
|