NYMEX Light Sweet Crude Oil Future October 2017
Trading Metrics calculated at close of trading on 01-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
49.97 |
50.30 |
0.33 |
0.7% |
45.78 |
High |
50.49 |
50.51 |
0.02 |
0.0% |
49.90 |
Low |
49.30 |
48.49 |
-0.81 |
-1.6% |
45.58 |
Close |
50.26 |
49.29 |
-0.97 |
-1.9% |
49.81 |
Range |
1.19 |
2.02 |
0.83 |
69.7% |
4.32 |
ATR |
1.27 |
1.32 |
0.05 |
4.2% |
0.00 |
Volume |
170,169 |
210,221 |
40,052 |
23.5% |
810,566 |
|
Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.49 |
54.41 |
50.40 |
|
R3 |
53.47 |
52.39 |
49.85 |
|
R2 |
51.45 |
51.45 |
49.66 |
|
R1 |
50.37 |
50.37 |
49.48 |
49.90 |
PP |
49.43 |
49.43 |
49.43 |
49.20 |
S1 |
48.35 |
48.35 |
49.10 |
47.88 |
S2 |
47.41 |
47.41 |
48.92 |
|
S3 |
45.39 |
46.33 |
48.73 |
|
S4 |
43.37 |
44.31 |
48.18 |
|
|
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 |
50.51 |
47.98 |
2.53 |
5.1% |
1.22 |
2.5% |
52% |
True |
False |
175,061 |
10 |
50.51 |
45.58 |
4.93 |
10.0% |
1.32 |
2.7% |
75% |
True |
False |
142,021 |
20 |
50.51 |
44.01 |
6.50 |
13.2% |
1.38 |
2.8% |
81% |
True |
False |
107,798 |
40 |
50.51 |
42.51 |
8.00 |
16.2% |
1.28 |
2.6% |
85% |
True |
False |
77,032 |
60 |
52.50 |
42.51 |
9.99 |
20.3% |
1.30 |
2.6% |
68% |
False |
False |
62,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.10 |
2.618 |
55.80 |
1.618 |
53.78 |
1.000 |
52.53 |
0.618 |
51.76 |
HIGH |
50.51 |
0.618 |
49.74 |
0.500 |
49.50 |
0.382 |
49.26 |
LOW |
48.49 |
0.618 |
47.24 |
1.000 |
46.47 |
1.618 |
45.22 |
2.618 |
43.20 |
4.250 |
39.91 |
|
|
Fisher Pivots for day following 01-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
49.50 |
49.50 |
PP |
49.43 |
49.43 |
S1 |
49.36 |
49.36 |
|