NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
47.08 |
47.28 |
0.20 |
0.4% |
47.89 |
| High |
47.35 |
48.98 |
1.63 |
3.4% |
48.20 |
| Low |
46.56 |
47.15 |
0.59 |
1.3% |
45.58 |
| Close |
47.29 |
48.66 |
1.37 |
2.9% |
47.29 |
| Range |
0.79 |
1.83 |
1.04 |
131.6% |
2.62 |
| ATR |
1.24 |
1.28 |
0.04 |
3.4% |
0.00 |
| Volume |
915,708 |
742,808 |
-172,900 |
-18.9% |
4,511,262 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.75 |
53.04 |
49.67 |
|
| R3 |
51.92 |
51.21 |
49.16 |
|
| R2 |
50.09 |
50.09 |
49.00 |
|
| R1 |
49.38 |
49.38 |
48.83 |
49.74 |
| PP |
48.26 |
48.26 |
48.26 |
48.44 |
| S1 |
47.55 |
47.55 |
48.49 |
47.91 |
| S2 |
46.43 |
46.43 |
48.32 |
|
| S3 |
44.60 |
45.72 |
48.16 |
|
| S4 |
42.77 |
43.89 |
47.65 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.88 |
53.71 |
48.73 |
|
| R3 |
52.26 |
51.09 |
48.01 |
|
| R2 |
49.64 |
49.64 |
47.77 |
|
| R1 |
48.47 |
48.47 |
47.53 |
47.75 |
| PP |
47.02 |
47.02 |
47.02 |
46.66 |
| S1 |
45.85 |
45.85 |
47.05 |
45.13 |
| S2 |
44.40 |
44.40 |
46.81 |
|
| S3 |
41.78 |
43.23 |
46.57 |
|
| S4 |
39.16 |
40.61 |
45.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.98 |
45.58 |
3.40 |
7.0% |
1.32 |
2.7% |
91% |
True |
False |
866,557 |
| 10 |
48.98 |
45.58 |
3.40 |
7.0% |
1.24 |
2.5% |
91% |
True |
False |
829,802 |
| 20 |
50.35 |
45.58 |
4.77 |
9.8% |
1.26 |
2.6% |
65% |
False |
False |
611,890 |
| 40 |
50.51 |
44.23 |
6.28 |
12.9% |
1.26 |
2.6% |
71% |
False |
False |
370,431 |
| 60 |
50.51 |
42.51 |
8.00 |
16.4% |
1.26 |
2.6% |
77% |
False |
False |
262,858 |
| 80 |
52.50 |
42.51 |
9.99 |
20.5% |
1.29 |
2.7% |
62% |
False |
False |
206,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.76 |
|
2.618 |
53.77 |
|
1.618 |
51.94 |
|
1.000 |
50.81 |
|
0.618 |
50.11 |
|
HIGH |
48.98 |
|
0.618 |
48.28 |
|
0.500 |
48.07 |
|
0.382 |
47.85 |
|
LOW |
47.15 |
|
0.618 |
46.02 |
|
1.000 |
45.32 |
|
1.618 |
44.19 |
|
2.618 |
42.36 |
|
4.250 |
39.37 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
48.46 |
48.20 |
| PP |
48.26 |
47.74 |
| S1 |
48.07 |
47.28 |
|