NYMEX Light Sweet Crude Oil Future October 2017
Trading Metrics calculated at close of trading on 18-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
46.95 |
47.08 |
0.13 |
0.3% |
48.93 |
High |
47.34 |
48.90 |
1.56 |
3.3% |
49.31 |
Low |
46.62 |
46.93 |
0.31 |
0.7% |
46.62 |
Close |
47.24 |
48.66 |
1.42 |
3.0% |
48.66 |
Range |
0.72 |
1.97 |
1.25 |
173.6% |
2.69 |
ATR |
1.21 |
1.27 |
0.05 |
4.5% |
0.00 |
Volume |
437,626 |
733,134 |
295,508 |
67.5% |
2,046,604 |
|
Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.07 |
53.34 |
49.74 |
|
R3 |
52.10 |
51.37 |
49.20 |
|
R2 |
50.13 |
50.13 |
49.02 |
|
R1 |
49.40 |
49.40 |
48.84 |
49.77 |
PP |
48.16 |
48.16 |
48.16 |
48.35 |
S1 |
47.43 |
47.43 |
48.48 |
47.80 |
S2 |
46.19 |
46.19 |
48.30 |
|
S3 |
44.22 |
45.46 |
48.12 |
|
S4 |
42.25 |
43.49 |
47.58 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.27 |
55.15 |
50.14 |
|
R3 |
53.58 |
52.46 |
49.40 |
|
R2 |
50.89 |
50.89 |
49.15 |
|
R1 |
49.77 |
49.77 |
48.91 |
48.99 |
PP |
48.20 |
48.20 |
48.20 |
47.80 |
S1 |
47.08 |
47.08 |
48.41 |
46.30 |
S2 |
45.51 |
45.51 |
48.17 |
|
S3 |
42.82 |
44.39 |
47.92 |
|
S4 |
40.13 |
41.70 |
47.18 |
|
|
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 |
5.5% |
1.32 |
2.7% |
76% |
False |
False |
409,320 |
10 |
50.35 |
46.62 |
3.73 |
7.7% |
1.23 |
2.5% |
55% |
False |
False |
327,182 |
20 |
50.51 |
45.58 |
4.93 |
10.1% |
1.26 |
2.6% |
62% |
False |
False |
245,052 |
40 |
50.51 |
43.00 |
7.51 |
15.4% |
1.27 |
2.6% |
75% |
False |
False |
154,682 |
60 |
52.50 |
42.51 |
9.99 |
20.5% |
1.32 |
2.7% |
62% |
False |
False |
117,664 |
80 |
52.50 |
42.51 |
9.99 |
20.5% |
1.30 |
2.7% |
62% |
False |
False |
95,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.27 |
2.618 |
54.06 |
1.618 |
52.09 |
1.000 |
50.87 |
0.618 |
50.12 |
HIGH |
48.90 |
0.618 |
48.15 |
0.500 |
47.92 |
0.382 |
47.68 |
LOW |
46.93 |
0.618 |
45.71 |
1.000 |
44.96 |
1.618 |
43.74 |
2.618 |
41.77 |
4.250 |
38.56 |
|
|
Fisher Pivots for day following 18-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
48.41 |
48.36 |
PP |
48.16 |
48.06 |
S1 |
47.92 |
47.76 |
|