NYMEX Light Sweet Crude Oil Future October 2017
Trading Metrics calculated at close of trading on 03-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
49.00 |
49.74 |
0.74 |
1.5% |
45.78 |
High |
49.78 |
50.09 |
0.31 |
0.6% |
49.90 |
Low |
48.70 |
48.95 |
0.25 |
0.5% |
45.58 |
Close |
49.73 |
49.19 |
-0.54 |
-1.1% |
49.81 |
Range |
1.08 |
1.14 |
0.06 |
5.6% |
4.32 |
ATR |
1.30 |
1.29 |
-0.01 |
-0.9% |
0.00 |
Volume |
165,463 |
156,678 |
-8,785 |
-5.3% |
810,566 |
|
Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.83 |
52.15 |
49.82 |
|
R3 |
51.69 |
51.01 |
49.50 |
|
R2 |
50.55 |
50.55 |
49.40 |
|
R1 |
49.87 |
49.87 |
49.29 |
49.64 |
PP |
49.41 |
49.41 |
49.41 |
49.30 |
S1 |
48.73 |
48.73 |
49.09 |
48.50 |
S2 |
48.27 |
48.27 |
48.98 |
|
S3 |
47.13 |
47.59 |
48.88 |
|
S4 |
45.99 |
46.45 |
48.56 |
|
|
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 |
48.49 |
2.02 |
4.1% |
1.27 |
2.6% |
35% |
False |
False |
171,426 |
10 |
50.51 |
45.58 |
4.93 |
10.0% |
1.33 |
2.7% |
73% |
False |
False |
158,137 |
20 |
50.51 |
44.01 |
6.50 |
13.2% |
1.29 |
2.6% |
80% |
False |
False |
118,270 |
40 |
50.51 |
42.51 |
8.00 |
16.3% |
1.24 |
2.5% |
84% |
False |
False |
82,007 |
60 |
52.50 |
42.51 |
9.99 |
20.3% |
1.30 |
2.6% |
67% |
False |
False |
66,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.94 |
2.618 |
53.07 |
1.618 |
51.93 |
1.000 |
51.23 |
0.618 |
50.79 |
HIGH |
50.09 |
0.618 |
49.65 |
0.500 |
49.52 |
0.382 |
49.39 |
LOW |
48.95 |
0.618 |
48.25 |
1.000 |
47.81 |
1.618 |
47.11 |
2.618 |
45.97 |
4.250 |
44.11 |
|
|
Fisher Pivots for day following 03-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
49.52 |
49.50 |
PP |
49.41 |
49.40 |
S1 |
49.30 |
49.29 |
|