NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 15-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
48.93 |
47.63 |
-1.30 |
-2.7% |
49.72 |
| High |
49.31 |
48.05 |
-1.26 |
-2.6% |
50.35 |
| Low |
47.57 |
47.16 |
-0.41 |
-0.9% |
48.14 |
| Close |
47.73 |
47.70 |
-0.03 |
-0.1% |
48.97 |
| Range |
1.74 |
0.89 |
-0.85 |
-48.9% |
2.21 |
| ATR |
1.28 |
1.25 |
-0.03 |
-2.2% |
0.00 |
| Volume |
158,995 |
313,076 |
154,081 |
96.9% |
1,225,220 |
|
| Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.31 |
49.89 |
48.19 |
|
| R3 |
49.42 |
49.00 |
47.94 |
|
| R2 |
48.53 |
48.53 |
47.86 |
|
| R1 |
48.11 |
48.11 |
47.78 |
48.32 |
| PP |
47.64 |
47.64 |
47.64 |
47.74 |
| S1 |
47.22 |
47.22 |
47.62 |
47.43 |
| S2 |
46.75 |
46.75 |
47.54 |
|
| S3 |
45.86 |
46.33 |
47.46 |
|
| S4 |
44.97 |
45.44 |
47.21 |
|
|
| 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 |
47.16 |
3.19 |
6.7% |
1.25 |
2.6% |
17% |
False |
True |
245,562 |
| 10 |
50.35 |
47.16 |
3.19 |
6.7% |
1.17 |
2.4% |
17% |
False |
True |
213,556 |
| 20 |
50.51 |
45.58 |
4.93 |
10.3% |
1.24 |
2.6% |
43% |
False |
False |
177,788 |
| 40 |
50.51 |
42.51 |
8.00 |
16.8% |
1.29 |
2.7% |
65% |
False |
False |
120,155 |
| 60 |
52.50 |
42.51 |
9.99 |
20.9% |
1.30 |
2.7% |
52% |
False |
False |
93,169 |
| 80 |
52.50 |
42.51 |
9.99 |
20.9% |
1.29 |
2.7% |
52% |
False |
False |
76,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.83 |
|
2.618 |
50.38 |
|
1.618 |
49.49 |
|
1.000 |
48.94 |
|
0.618 |
48.60 |
|
HIGH |
48.05 |
|
0.618 |
47.71 |
|
0.500 |
47.61 |
|
0.382 |
47.50 |
|
LOW |
47.16 |
|
0.618 |
46.61 |
|
1.000 |
46.27 |
|
1.618 |
45.72 |
|
2.618 |
44.83 |
|
4.250 |
43.38 |
|
|
| Fisher Pivots for day following 15-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
47.67 |
48.24 |
| PP |
47.64 |
48.06 |
| S1 |
47.61 |
47.88 |
|