NYMEX Light Sweet Crude Oil Future October 2017
Trading Metrics calculated at close of trading on 10-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
49.12 |
49.79 |
0.67 |
1.4% |
49.97 |
High |
49.87 |
50.35 |
0.48 |
1.0% |
50.51 |
Low |
49.06 |
48.51 |
-0.55 |
-1.1% |
48.49 |
Close |
49.72 |
48.75 |
-0.97 |
-2.0% |
49.73 |
Range |
0.81 |
1.84 |
1.03 |
127.2% |
2.02 |
ATR |
1.21 |
1.26 |
0.04 |
3.7% |
0.00 |
Volume |
217,639 |
332,639 |
115,000 |
52.8% |
818,664 |
|
Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.72 |
53.58 |
49.76 |
|
R3 |
52.88 |
51.74 |
49.26 |
|
R2 |
51.04 |
51.04 |
49.09 |
|
R1 |
49.90 |
49.90 |
48.92 |
49.55 |
PP |
49.20 |
49.20 |
49.20 |
49.03 |
S1 |
48.06 |
48.06 |
48.58 |
47.71 |
S2 |
47.36 |
47.36 |
48.41 |
|
S3 |
45.52 |
46.22 |
48.24 |
|
S4 |
43.68 |
44.38 |
47.74 |
|
|
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 |
50.35 |
48.51 |
1.84 |
3.8% |
1.17 |
2.4% |
13% |
True |
True |
227,177 |
10 |
50.51 |
48.49 |
2.02 |
4.1% |
1.22 |
2.5% |
13% |
False |
False |
199,301 |
20 |
50.51 |
45.58 |
4.93 |
10.1% |
1.21 |
2.5% |
64% |
False |
False |
156,450 |
40 |
50.51 |
42.51 |
8.00 |
16.4% |
1.25 |
2.6% |
78% |
False |
False |
105,397 |
60 |
52.50 |
42.51 |
9.99 |
20.5% |
1.30 |
2.7% |
62% |
False |
False |
83,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.17 |
2.618 |
55.17 |
1.618 |
53.33 |
1.000 |
52.19 |
0.618 |
51.49 |
HIGH |
50.35 |
0.618 |
49.65 |
0.500 |
49.43 |
0.382 |
49.21 |
LOW |
48.51 |
0.618 |
47.37 |
1.000 |
46.67 |
1.618 |
45.53 |
2.618 |
43.69 |
4.250 |
40.69 |
|
|
Fisher Pivots for day following 10-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
49.43 |
49.43 |
PP |
49.20 |
49.20 |
S1 |
48.98 |
48.98 |
|