NYMEX Light Sweet Crude Oil Future October 2017
Trading Metrics calculated at close of trading on 31-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
46.31 |
45.95 |
-0.36 |
-0.8% |
48.89 |
High |
46.72 |
47.47 |
0.75 |
1.6% |
48.91 |
Low |
45.84 |
45.58 |
-0.26 |
-0.6% |
47.06 |
Close |
45.96 |
47.23 |
1.27 |
2.8% |
47.87 |
Range |
0.88 |
1.89 |
1.01 |
114.8% |
1.85 |
ATR |
1.23 |
1.28 |
0.05 |
3.8% |
0.00 |
Volume |
895,643 |
882,983 |
-12,660 |
-1.4% |
3,928,980 |
|
Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.43 |
51.72 |
48.27 |
|
R3 |
50.54 |
49.83 |
47.75 |
|
R2 |
48.65 |
48.65 |
47.58 |
|
R1 |
47.94 |
47.94 |
47.40 |
48.30 |
PP |
46.76 |
46.76 |
46.76 |
46.94 |
S1 |
46.05 |
46.05 |
47.06 |
46.41 |
S2 |
44.87 |
44.87 |
46.88 |
|
S3 |
42.98 |
44.16 |
46.71 |
|
S4 |
41.09 |
42.27 |
46.19 |
|
|
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 |
48.20 |
45.58 |
2.62 |
5.5% |
1.31 |
2.8% |
63% |
False |
True |
848,414 |
10 |
48.91 |
45.58 |
3.33 |
7.1% |
1.34 |
2.8% |
50% |
False |
True |
825,766 |
20 |
50.35 |
45.58 |
4.77 |
10.1% |
1.24 |
2.6% |
35% |
False |
True |
545,624 |
40 |
50.51 |
44.01 |
6.50 |
13.8% |
1.27 |
2.7% |
50% |
False |
False |
331,947 |
60 |
50.51 |
42.51 |
8.00 |
16.9% |
1.24 |
2.6% |
59% |
False |
False |
236,546 |
80 |
52.50 |
42.51 |
9.99 |
21.2% |
1.29 |
2.7% |
47% |
False |
False |
186,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.50 |
2.618 |
52.42 |
1.618 |
50.53 |
1.000 |
49.36 |
0.618 |
48.64 |
HIGH |
47.47 |
0.618 |
46.75 |
0.500 |
46.53 |
0.382 |
46.30 |
LOW |
45.58 |
0.618 |
44.41 |
1.000 |
43.69 |
1.618 |
42.52 |
2.618 |
40.63 |
4.250 |
37.55 |
|
|
Fisher Pivots for day following 31-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
47.00 |
47.00 |
PP |
46.76 |
46.76 |
S1 |
46.53 |
46.53 |
|