NYMEX Light Sweet Crude Oil Future November 2017
Trading Metrics calculated at close of trading on 22-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
49.05 |
47.74 |
-1.31 |
-2.7% |
49.04 |
High |
49.06 |
48.37 |
-0.69 |
-1.4% |
49.44 |
Low |
47.38 |
47.53 |
0.15 |
0.3% |
46.78 |
Close |
47.68 |
48.02 |
0.34 |
0.7% |
48.82 |
Range |
1.68 |
0.84 |
-0.84 |
-50.0% |
2.66 |
ATR |
1.27 |
1.24 |
-0.03 |
-2.4% |
0.00 |
Volume |
154,565 |
162,708 |
8,143 |
5.3% |
441,682 |
|
Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.49 |
50.10 |
48.48 |
|
R3 |
49.65 |
49.26 |
48.25 |
|
R2 |
48.81 |
48.81 |
48.17 |
|
R1 |
48.42 |
48.42 |
48.10 |
48.62 |
PP |
47.97 |
47.97 |
47.97 |
48.07 |
S1 |
47.58 |
47.58 |
47.94 |
47.78 |
S2 |
47.13 |
47.13 |
47.87 |
|
S3 |
46.29 |
46.74 |
47.79 |
|
S4 |
45.45 |
45.90 |
47.56 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.33 |
55.23 |
50.28 |
|
R3 |
53.67 |
52.57 |
49.55 |
|
R2 |
51.01 |
51.01 |
49.31 |
|
R1 |
49.91 |
49.91 |
49.06 |
49.13 |
PP |
48.35 |
48.35 |
48.35 |
47.96 |
S1 |
47.25 |
47.25 |
48.58 |
46.47 |
S2 |
45.69 |
45.69 |
48.33 |
|
S3 |
43.03 |
44.59 |
48.09 |
|
S4 |
40.37 |
41.93 |
47.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.06 |
46.78 |
2.28 |
4.7% |
1.29 |
2.7% |
54% |
False |
False |
122,414 |
10 |
50.47 |
46.78 |
3.69 |
7.7% |
1.26 |
2.6% |
34% |
False |
False |
108,090 |
20 |
50.62 |
46.78 |
3.84 |
8.0% |
1.19 |
2.5% |
32% |
False |
False |
91,277 |
40 |
50.62 |
44.05 |
6.57 |
13.7% |
1.26 |
2.6% |
60% |
False |
False |
63,692 |
60 |
50.95 |
42.80 |
8.15 |
17.0% |
1.25 |
2.6% |
64% |
False |
False |
52,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.94 |
2.618 |
50.57 |
1.618 |
49.73 |
1.000 |
49.21 |
0.618 |
48.89 |
HIGH |
48.37 |
0.618 |
48.05 |
0.500 |
47.95 |
0.382 |
47.85 |
LOW |
47.53 |
0.618 |
47.01 |
1.000 |
46.69 |
1.618 |
46.17 |
2.618 |
45.33 |
4.250 |
43.96 |
|
|
Fisher Pivots for day following 22-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
48.00 |
48.08 |
PP |
47.97 |
48.06 |
S1 |
47.95 |
48.04 |
|