NYMEX Light Sweet Crude Oil Future October 2017
Trading Metrics calculated at close of trading on 11-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
49.79 |
48.69 |
-1.10 |
-2.2% |
49.72 |
High |
50.35 |
49.13 |
-1.22 |
-2.4% |
50.35 |
Low |
48.51 |
48.14 |
-0.37 |
-0.8% |
48.14 |
Close |
48.75 |
48.97 |
0.22 |
0.5% |
48.97 |
Range |
1.84 |
0.99 |
-0.85 |
-46.2% |
2.21 |
ATR |
1.26 |
1.24 |
-0.02 |
-1.5% |
0.00 |
Volume |
332,639 |
205,465 |
-127,174 |
-38.2% |
1,225,220 |
|
Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.72 |
51.33 |
49.51 |
|
R3 |
50.73 |
50.34 |
49.24 |
|
R2 |
49.74 |
49.74 |
49.15 |
|
R1 |
49.35 |
49.35 |
49.06 |
49.55 |
PP |
48.75 |
48.75 |
48.75 |
48.84 |
S1 |
48.36 |
48.36 |
48.88 |
48.56 |
S2 |
47.76 |
47.76 |
48.79 |
|
S3 |
46.77 |
47.37 |
48.70 |
|
S4 |
45.78 |
46.38 |
48.43 |
|
|
Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.78 |
54.59 |
50.19 |
|
R3 |
53.57 |
52.38 |
49.58 |
|
R2 |
51.36 |
51.36 |
49.38 |
|
R1 |
50.17 |
50.17 |
49.17 |
49.66 |
PP |
49.15 |
49.15 |
49.15 |
48.90 |
S1 |
47.96 |
47.96 |
48.77 |
47.45 |
S2 |
46.94 |
46.94 |
48.56 |
|
S3 |
44.73 |
45.75 |
48.36 |
|
S4 |
42.52 |
43.54 |
47.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.35 |
48.14 |
2.21 |
4.5% |
1.14 |
2.3% |
38% |
False |
True |
245,044 |
10 |
50.51 |
48.14 |
2.37 |
4.8% |
1.23 |
2.5% |
35% |
False |
True |
204,388 |
20 |
50.51 |
45.58 |
4.93 |
10.1% |
1.21 |
2.5% |
69% |
False |
False |
162,033 |
40 |
50.51 |
42.51 |
8.00 |
16.3% |
1.26 |
2.6% |
81% |
False |
False |
109,412 |
60 |
52.50 |
42.51 |
9.99 |
20.4% |
1.30 |
2.6% |
65% |
False |
False |
86,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.34 |
2.618 |
51.72 |
1.618 |
50.73 |
1.000 |
50.12 |
0.618 |
49.74 |
HIGH |
49.13 |
0.618 |
48.75 |
0.500 |
48.64 |
0.382 |
48.52 |
LOW |
48.14 |
0.618 |
47.53 |
1.000 |
47.15 |
1.618 |
46.54 |
2.618 |
45.55 |
4.250 |
43.93 |
|
|
Fisher Pivots for day following 11-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
48.86 |
49.25 |
PP |
48.75 |
49.15 |
S1 |
48.64 |
49.06 |
|