NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 25-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
48.36 |
47.62 |
-0.74 |
-1.5% |
48.89 |
| High |
48.43 |
47.91 |
-0.52 |
-1.1% |
48.91 |
| Low |
47.06 |
47.39 |
0.33 |
0.7% |
47.06 |
| Close |
47.43 |
47.87 |
0.44 |
0.9% |
47.87 |
| Range |
1.37 |
0.52 |
-0.85 |
-62.0% |
1.85 |
| ATR |
1.25 |
1.20 |
-0.05 |
-4.2% |
0.00 |
| Volume |
831,358 |
646,518 |
-184,840 |
-22.2% |
3,928,980 |
|
| Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.28 |
49.10 |
48.16 |
|
| R3 |
48.76 |
48.58 |
48.01 |
|
| R2 |
48.24 |
48.24 |
47.97 |
|
| R1 |
48.06 |
48.06 |
47.92 |
48.15 |
| PP |
47.72 |
47.72 |
47.72 |
47.77 |
| S1 |
47.54 |
47.54 |
47.82 |
47.63 |
| S2 |
47.20 |
47.20 |
47.77 |
|
| S3 |
46.68 |
47.02 |
47.73 |
|
| S4 |
46.16 |
46.50 |
47.58 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.50 |
52.53 |
48.89 |
|
| R3 |
51.65 |
50.68 |
48.38 |
|
| R2 |
49.80 |
49.80 |
48.21 |
|
| R1 |
48.83 |
48.83 |
48.04 |
48.39 |
| PP |
47.95 |
47.95 |
47.95 |
47.73 |
| S1 |
46.98 |
46.98 |
47.70 |
46.54 |
| S2 |
46.10 |
46.10 |
47.53 |
|
| S3 |
44.25 |
45.13 |
47.36 |
|
| S4 |
42.40 |
43.28 |
46.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.91 |
47.06 |
1.85 |
3.9% |
1.08 |
2.3% |
44% |
False |
False |
785,796 |
| 10 |
49.31 |
46.62 |
2.69 |
5.6% |
1.20 |
2.5% |
46% |
False |
False |
597,558 |
| 20 |
50.51 |
46.62 |
3.89 |
8.1% |
1.21 |
2.5% |
32% |
False |
False |
400,973 |
| 40 |
50.51 |
44.01 |
6.50 |
13.6% |
1.28 |
2.7% |
59% |
False |
False |
246,810 |
| 60 |
50.51 |
42.51 |
8.00 |
16.7% |
1.25 |
2.6% |
67% |
False |
False |
179,991 |
| 80 |
52.50 |
42.51 |
9.99 |
20.9% |
1.31 |
2.7% |
54% |
False |
False |
142,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.12 |
|
2.618 |
49.27 |
|
1.618 |
48.75 |
|
1.000 |
48.43 |
|
0.618 |
48.23 |
|
HIGH |
47.91 |
|
0.618 |
47.71 |
|
0.500 |
47.65 |
|
0.382 |
47.59 |
|
LOW |
47.39 |
|
0.618 |
47.07 |
|
1.000 |
46.87 |
|
1.618 |
46.55 |
|
2.618 |
46.03 |
|
4.250 |
45.18 |
|
|
| Fisher Pivots for day following 25-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
47.80 |
47.84 |
| PP |
47.72 |
47.81 |
| S1 |
47.65 |
47.78 |
|