NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 23-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
47.59 |
47.64 |
0.05 |
0.1% |
48.93 |
| High |
48.21 |
48.50 |
0.29 |
0.6% |
49.31 |
| Low |
47.36 |
47.53 |
0.17 |
0.4% |
46.62 |
| Close |
47.83 |
48.41 |
0.58 |
1.2% |
48.66 |
| Range |
0.85 |
0.97 |
0.12 |
14.1% |
2.69 |
| ATR |
1.27 |
1.25 |
-0.02 |
-1.7% |
0.00 |
| Volume |
864,387 |
701,693 |
-162,694 |
-18.8% |
2,046,604 |
|
| Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.06 |
50.70 |
48.94 |
|
| R3 |
50.09 |
49.73 |
48.68 |
|
| R2 |
49.12 |
49.12 |
48.59 |
|
| R1 |
48.76 |
48.76 |
48.50 |
48.94 |
| PP |
48.15 |
48.15 |
48.15 |
48.24 |
| S1 |
47.79 |
47.79 |
48.32 |
47.97 |
| S2 |
47.18 |
47.18 |
48.23 |
|
| S3 |
46.21 |
46.82 |
48.14 |
|
| S4 |
45.24 |
45.85 |
47.88 |
|
|
| 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 |
4.7% |
1.24 |
2.6% |
78% |
False |
False |
724,372 |
| 10 |
50.35 |
46.62 |
3.73 |
7.7% |
1.30 |
2.7% |
48% |
False |
False |
503,581 |
| 20 |
50.51 |
46.62 |
3.89 |
8.0% |
1.22 |
2.5% |
46% |
False |
False |
343,080 |
| 40 |
50.51 |
44.01 |
6.50 |
13.4% |
1.28 |
2.7% |
68% |
False |
False |
212,359 |
| 60 |
50.51 |
42.51 |
8.00 |
16.5% |
1.27 |
2.6% |
74% |
False |
False |
156,699 |
| 80 |
52.50 |
42.51 |
9.99 |
20.6% |
1.31 |
2.7% |
59% |
False |
False |
125,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.62 |
|
2.618 |
51.04 |
|
1.618 |
50.07 |
|
1.000 |
49.47 |
|
0.618 |
49.10 |
|
HIGH |
48.50 |
|
0.618 |
48.13 |
|
0.500 |
48.02 |
|
0.382 |
47.90 |
|
LOW |
47.53 |
|
0.618 |
46.93 |
|
1.000 |
46.56 |
|
1.618 |
45.96 |
|
2.618 |
44.99 |
|
4.250 |
43.41 |
|
|
| Fisher Pivots for day following 23-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
48.28 |
48.29 |
| PP |
48.15 |
48.18 |
| S1 |
48.02 |
48.06 |
|