NYMEX Light Sweet Crude Oil Future October 2017
Trading Metrics calculated at close of trading on 04-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
49.74 |
49.12 |
-0.62 |
-1.2% |
49.97 |
High |
50.09 |
49.78 |
-0.31 |
-0.6% |
50.51 |
Low |
48.95 |
48.66 |
-0.29 |
-0.6% |
48.49 |
Close |
49.19 |
49.73 |
0.54 |
1.1% |
49.73 |
Range |
1.14 |
1.12 |
-0.02 |
-1.8% |
2.02 |
ATR |
1.29 |
1.28 |
-0.01 |
-1.0% |
0.00 |
Volume |
156,678 |
116,133 |
-40,545 |
-25.9% |
818,664 |
|
Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.75 |
52.36 |
50.35 |
|
R3 |
51.63 |
51.24 |
50.04 |
|
R2 |
50.51 |
50.51 |
49.94 |
|
R1 |
50.12 |
50.12 |
49.83 |
50.32 |
PP |
49.39 |
49.39 |
49.39 |
49.49 |
S1 |
49.00 |
49.00 |
49.63 |
49.20 |
S2 |
48.27 |
48.27 |
49.52 |
|
S3 |
47.15 |
47.88 |
49.42 |
|
S4 |
46.03 |
46.76 |
49.11 |
|
|
Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.64 |
54.70 |
50.84 |
|
R3 |
53.62 |
52.68 |
50.29 |
|
R2 |
51.60 |
51.60 |
50.10 |
|
R1 |
50.66 |
50.66 |
49.92 |
50.12 |
PP |
49.58 |
49.58 |
49.58 |
49.31 |
S1 |
48.64 |
48.64 |
49.54 |
48.10 |
S2 |
47.56 |
47.56 |
49.36 |
|
S3 |
45.54 |
46.62 |
49.17 |
|
S4 |
43.52 |
44.60 |
48.62 |
|
|
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% |
1.31 |
2.6% |
61% |
False |
False |
163,732 |
10 |
50.51 |
45.58 |
4.93 |
9.9% |
1.28 |
2.6% |
84% |
False |
False |
162,923 |
20 |
50.51 |
44.01 |
6.50 |
13.1% |
1.26 |
2.5% |
88% |
False |
False |
121,391 |
40 |
50.51 |
42.51 |
8.00 |
16.1% |
1.25 |
2.5% |
90% |
False |
False |
83,689 |
60 |
52.50 |
42.51 |
9.99 |
20.1% |
1.29 |
2.6% |
72% |
False |
False |
68,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.54 |
2.618 |
52.71 |
1.618 |
51.59 |
1.000 |
50.90 |
0.618 |
50.47 |
HIGH |
49.78 |
0.618 |
49.35 |
0.500 |
49.22 |
0.382 |
49.09 |
LOW |
48.66 |
0.618 |
47.97 |
1.000 |
47.54 |
1.618 |
46.85 |
2.618 |
45.73 |
4.250 |
43.90 |
|
|
Fisher Pivots for day following 04-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
49.56 |
49.61 |
PP |
49.39 |
49.49 |
S1 |
49.22 |
49.38 |
|