NYMEX Light Sweet Crude Oil Future October 2017
Trading Metrics calculated at close of trading on 16-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
47.63 |
47.90 |
0.27 |
0.6% |
49.72 |
High |
48.05 |
48.13 |
0.08 |
0.2% |
50.35 |
Low |
47.16 |
46.84 |
-0.32 |
-0.7% |
48.14 |
Close |
47.70 |
46.94 |
-0.76 |
-1.6% |
48.97 |
Range |
0.89 |
1.29 |
0.40 |
44.9% |
2.21 |
ATR |
1.25 |
1.25 |
0.00 |
0.2% |
0.00 |
Volume |
313,076 |
403,773 |
90,697 |
29.0% |
1,225,220 |
|
Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.17 |
50.35 |
47.65 |
|
R3 |
49.88 |
49.06 |
47.29 |
|
R2 |
48.59 |
48.59 |
47.18 |
|
R1 |
47.77 |
47.77 |
47.06 |
47.54 |
PP |
47.30 |
47.30 |
47.30 |
47.19 |
S1 |
46.48 |
46.48 |
46.82 |
46.25 |
S2 |
46.01 |
46.01 |
46.70 |
|
S3 |
44.72 |
45.19 |
46.59 |
|
S4 |
43.43 |
43.90 |
46.23 |
|
|
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 |
46.84 |
3.51 |
7.5% |
1.35 |
2.9% |
3% |
False |
True |
282,789 |
10 |
50.35 |
46.84 |
3.51 |
7.5% |
1.19 |
2.5% |
3% |
False |
True |
237,387 |
20 |
50.51 |
45.58 |
4.93 |
10.5% |
1.25 |
2.7% |
28% |
False |
False |
193,822 |
40 |
50.51 |
42.51 |
8.00 |
17.0% |
1.28 |
2.7% |
55% |
False |
False |
128,132 |
60 |
52.50 |
42.51 |
9.99 |
21.3% |
1.31 |
2.8% |
44% |
False |
False |
99,329 |
80 |
52.50 |
42.51 |
9.99 |
21.3% |
1.29 |
2.8% |
44% |
False |
False |
81,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.61 |
2.618 |
51.51 |
1.618 |
50.22 |
1.000 |
49.42 |
0.618 |
48.93 |
HIGH |
48.13 |
0.618 |
47.64 |
0.500 |
47.49 |
0.382 |
47.33 |
LOW |
46.84 |
0.618 |
46.04 |
1.000 |
45.55 |
1.618 |
44.75 |
2.618 |
43.46 |
4.250 |
41.36 |
|
|
Fisher Pivots for day following 16-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
47.49 |
48.08 |
PP |
47.30 |
47.70 |
S1 |
47.12 |
47.32 |
|