NYMEX Light Sweet Crude Oil Future October 2017
Trading Metrics calculated at close of trading on 30-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
46.86 |
46.31 |
-0.55 |
-1.2% |
48.89 |
High |
46.96 |
46.72 |
-0.24 |
-0.5% |
48.91 |
Low |
45.76 |
45.84 |
0.08 |
0.2% |
47.06 |
Close |
46.44 |
45.96 |
-0.48 |
-1.0% |
47.87 |
Range |
1.20 |
0.88 |
-0.32 |
-26.7% |
1.85 |
ATR |
1.26 |
1.23 |
-0.03 |
-2.1% |
0.00 |
Volume |
895,643 |
895,643 |
0 |
0.0% |
3,928,980 |
|
Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.81 |
48.27 |
46.44 |
|
R3 |
47.93 |
47.39 |
46.20 |
|
R2 |
47.05 |
47.05 |
46.12 |
|
R1 |
46.51 |
46.51 |
46.04 |
46.34 |
PP |
46.17 |
46.17 |
46.17 |
46.09 |
S1 |
45.63 |
45.63 |
45.88 |
45.46 |
S2 |
45.29 |
45.29 |
45.80 |
|
S3 |
44.41 |
44.75 |
45.72 |
|
S4 |
43.53 |
43.87 |
45.48 |
|
|
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 |
48.43 |
45.76 |
2.67 |
5.8% |
1.20 |
2.6% |
7% |
False |
False |
838,089 |
10 |
48.91 |
45.76 |
3.15 |
6.9% |
1.22 |
2.7% |
6% |
False |
False |
781,231 |
20 |
50.35 |
45.76 |
4.59 |
10.0% |
1.21 |
2.6% |
4% |
False |
False |
509,309 |
40 |
50.51 |
44.01 |
6.50 |
14.1% |
1.25 |
2.7% |
30% |
False |
False |
311,250 |
60 |
50.51 |
42.51 |
8.00 |
17.4% |
1.25 |
2.7% |
43% |
False |
False |
223,321 |
80 |
52.50 |
42.51 |
9.99 |
21.7% |
1.28 |
2.8% |
35% |
False |
False |
175,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.46 |
2.618 |
49.02 |
1.618 |
48.14 |
1.000 |
47.60 |
0.618 |
47.26 |
HIGH |
46.72 |
0.618 |
46.38 |
0.500 |
46.28 |
0.382 |
46.18 |
LOW |
45.84 |
0.618 |
45.30 |
1.000 |
44.96 |
1.618 |
44.42 |
2.618 |
43.54 |
4.250 |
42.10 |
|
|
Fisher Pivots for day following 30-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
46.28 |
46.98 |
PP |
46.17 |
46.64 |
S1 |
46.07 |
46.30 |
|