NYMEX Light Sweet Crude Oil Future October 2017
Trading Metrics calculated at close of trading on 17-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
47.90 |
46.95 |
-0.95 |
-2.0% |
49.72 |
High |
48.13 |
47.34 |
-0.79 |
-1.6% |
50.35 |
Low |
46.84 |
46.62 |
-0.22 |
-0.5% |
48.14 |
Close |
46.94 |
47.24 |
0.30 |
0.6% |
48.97 |
Range |
1.29 |
0.72 |
-0.57 |
-44.2% |
2.21 |
ATR |
1.25 |
1.21 |
-0.04 |
-3.0% |
0.00 |
Volume |
403,773 |
437,626 |
33,853 |
8.4% |
1,225,220 |
|
Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.23 |
48.95 |
47.64 |
|
R3 |
48.51 |
48.23 |
47.44 |
|
R2 |
47.79 |
47.79 |
47.37 |
|
R1 |
47.51 |
47.51 |
47.31 |
47.65 |
PP |
47.07 |
47.07 |
47.07 |
47.14 |
S1 |
46.79 |
46.79 |
47.17 |
46.93 |
S2 |
46.35 |
46.35 |
47.11 |
|
S3 |
45.63 |
46.07 |
47.04 |
|
S4 |
44.91 |
45.35 |
46.84 |
|
|
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 |
49.31 |
46.62 |
2.69 |
5.7% |
1.13 |
2.4% |
23% |
False |
True |
303,787 |
10 |
50.35 |
46.62 |
3.73 |
7.9% |
1.15 |
2.4% |
17% |
False |
True |
265,482 |
20 |
50.51 |
45.58 |
4.93 |
10.4% |
1.24 |
2.6% |
34% |
False |
False |
211,809 |
40 |
50.51 |
42.71 |
7.80 |
16.5% |
1.24 |
2.6% |
58% |
False |
False |
137,132 |
60 |
52.50 |
42.51 |
9.99 |
21.1% |
1.30 |
2.8% |
47% |
False |
False |
106,077 |
80 |
52.50 |
42.51 |
9.99 |
21.1% |
1.29 |
2.7% |
47% |
False |
False |
86,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.40 |
2.618 |
49.22 |
1.618 |
48.50 |
1.000 |
48.06 |
0.618 |
47.78 |
HIGH |
47.34 |
0.618 |
47.06 |
0.500 |
46.98 |
0.382 |
46.90 |
LOW |
46.62 |
0.618 |
46.18 |
1.000 |
45.90 |
1.618 |
45.46 |
2.618 |
44.74 |
4.250 |
43.56 |
|
|
Fisher Pivots for day following 17-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
47.15 |
47.38 |
PP |
47.07 |
47.33 |
S1 |
46.98 |
47.29 |
|