NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
47.89 |
46.86 |
-1.03 |
-2.2% |
48.89 |
| High |
48.20 |
46.96 |
-1.24 |
-2.6% |
48.91 |
| Low |
46.15 |
45.76 |
-0.39 |
-0.8% |
47.06 |
| Close |
46.57 |
46.44 |
-0.13 |
-0.3% |
47.87 |
| Range |
2.05 |
1.20 |
-0.85 |
-41.5% |
1.85 |
| ATR |
1.26 |
1.26 |
0.00 |
-0.4% |
0.00 |
| Volume |
921,285 |
895,643 |
-25,642 |
-2.8% |
3,928,980 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.99 |
49.41 |
47.10 |
|
| R3 |
48.79 |
48.21 |
46.77 |
|
| R2 |
47.59 |
47.59 |
46.66 |
|
| R1 |
47.01 |
47.01 |
46.55 |
46.70 |
| PP |
46.39 |
46.39 |
46.39 |
46.23 |
| S1 |
45.81 |
45.81 |
46.33 |
45.50 |
| S2 |
45.19 |
45.19 |
46.22 |
|
| S3 |
43.99 |
44.61 |
46.11 |
|
| S4 |
42.79 |
43.41 |
45.78 |
|
|
| 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 |
48.50 |
45.76 |
2.74 |
5.9% |
1.22 |
2.6% |
25% |
False |
True |
799,299 |
| 10 |
48.91 |
45.76 |
3.15 |
6.8% |
1.26 |
2.7% |
22% |
False |
True |
732,044 |
| 20 |
50.35 |
45.76 |
4.59 |
9.9% |
1.22 |
2.6% |
15% |
False |
True |
472,800 |
| 40 |
50.51 |
44.01 |
6.50 |
14.0% |
1.30 |
2.8% |
37% |
False |
False |
290,299 |
| 60 |
50.51 |
42.51 |
8.00 |
17.2% |
1.26 |
2.7% |
49% |
False |
False |
208,955 |
| 80 |
52.50 |
42.51 |
9.99 |
21.5% |
1.28 |
2.8% |
39% |
False |
False |
164,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.06 |
|
2.618 |
50.10 |
|
1.618 |
48.90 |
|
1.000 |
48.16 |
|
0.618 |
47.70 |
|
HIGH |
46.96 |
|
0.618 |
46.50 |
|
0.500 |
46.36 |
|
0.382 |
46.22 |
|
LOW |
45.76 |
|
0.618 |
45.02 |
|
1.000 |
44.56 |
|
1.618 |
43.82 |
|
2.618 |
42.62 |
|
4.250 |
40.66 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
46.41 |
46.98 |
| PP |
46.39 |
46.80 |
| S1 |
46.36 |
46.62 |
|