NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 22-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
48.89 |
47.59 |
-1.30 |
-2.7% |
48.93 |
| High |
48.91 |
48.21 |
-0.70 |
-1.4% |
49.31 |
| Low |
47.21 |
47.36 |
0.15 |
0.3% |
46.62 |
| Close |
47.53 |
47.83 |
0.30 |
0.6% |
48.66 |
| Range |
1.70 |
0.85 |
-0.85 |
-50.0% |
2.69 |
| ATR |
1.30 |
1.27 |
-0.03 |
-2.5% |
0.00 |
| Volume |
885,024 |
864,387 |
-20,637 |
-2.3% |
2,046,604 |
|
| Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.35 |
49.94 |
48.30 |
|
| R3 |
49.50 |
49.09 |
48.06 |
|
| R2 |
48.65 |
48.65 |
47.99 |
|
| R1 |
48.24 |
48.24 |
47.91 |
48.45 |
| PP |
47.80 |
47.80 |
47.80 |
47.90 |
| S1 |
47.39 |
47.39 |
47.75 |
47.60 |
| S2 |
46.95 |
46.95 |
47.67 |
|
| S3 |
46.10 |
46.54 |
47.60 |
|
| S4 |
45.25 |
45.69 |
47.36 |
|
|
| 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 |
48.91 |
46.62 |
2.29 |
4.8% |
1.31 |
2.7% |
53% |
False |
False |
664,788 |
| 10 |
50.35 |
46.62 |
3.73 |
7.8% |
1.28 |
2.7% |
32% |
False |
False |
455,175 |
| 20 |
50.51 |
46.62 |
3.89 |
8.1% |
1.22 |
2.5% |
31% |
False |
False |
316,740 |
| 40 |
50.51 |
43.80 |
6.71 |
14.0% |
1.29 |
2.7% |
60% |
False |
False |
195,946 |
| 60 |
50.82 |
42.51 |
8.31 |
17.4% |
1.28 |
2.7% |
64% |
False |
False |
145,444 |
| 80 |
52.50 |
42.51 |
9.99 |
20.9% |
1.31 |
2.7% |
53% |
False |
False |
116,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.82 |
|
2.618 |
50.44 |
|
1.618 |
49.59 |
|
1.000 |
49.06 |
|
0.618 |
48.74 |
|
HIGH |
48.21 |
|
0.618 |
47.89 |
|
0.500 |
47.79 |
|
0.382 |
47.68 |
|
LOW |
47.36 |
|
0.618 |
46.83 |
|
1.000 |
46.51 |
|
1.618 |
45.98 |
|
2.618 |
45.13 |
|
4.250 |
43.75 |
|
|
| Fisher Pivots for day following 22-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
47.82 |
47.92 |
| PP |
47.80 |
47.89 |
| S1 |
47.79 |
47.86 |
|