NYMEX Light Sweet Crude Oil Future November 2017
Trading Metrics calculated at close of trading on 23-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
47.74 |
47.83 |
0.09 |
0.2% |
49.04 |
High |
48.37 |
48.69 |
0.32 |
0.7% |
49.44 |
Low |
47.53 |
47.73 |
0.20 |
0.4% |
46.78 |
Close |
48.02 |
48.62 |
0.60 |
1.2% |
48.82 |
Range |
0.84 |
0.96 |
0.12 |
14.3% |
2.66 |
ATR |
1.24 |
1.22 |
-0.02 |
-1.6% |
0.00 |
Volume |
162,708 |
134,474 |
-28,234 |
-17.4% |
441,682 |
|
Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.23 |
50.88 |
49.15 |
|
R3 |
50.27 |
49.92 |
48.88 |
|
R2 |
49.31 |
49.31 |
48.80 |
|
R1 |
48.96 |
48.96 |
48.71 |
49.14 |
PP |
48.35 |
48.35 |
48.35 |
48.43 |
S1 |
48.00 |
48.00 |
48.53 |
48.18 |
S2 |
47.39 |
47.39 |
48.44 |
|
S3 |
46.43 |
47.04 |
48.36 |
|
S4 |
45.47 |
46.08 |
48.09 |
|
|
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% |
1.23 |
2.5% |
81% |
False |
False |
132,740 |
10 |
50.47 |
46.78 |
3.69 |
7.6% |
1.28 |
2.6% |
50% |
False |
False |
112,069 |
20 |
50.62 |
46.78 |
3.84 |
7.9% |
1.19 |
2.4% |
48% |
False |
False |
94,015 |
40 |
50.62 |
44.26 |
6.36 |
13.1% |
1.26 |
2.6% |
69% |
False |
False |
66,397 |
60 |
50.62 |
42.80 |
7.82 |
16.1% |
1.25 |
2.6% |
74% |
False |
False |
54,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.77 |
2.618 |
51.20 |
1.618 |
50.24 |
1.000 |
49.65 |
0.618 |
49.28 |
HIGH |
48.69 |
0.618 |
48.32 |
0.500 |
48.21 |
0.382 |
48.10 |
LOW |
47.73 |
0.618 |
47.14 |
1.000 |
46.77 |
1.618 |
46.18 |
2.618 |
45.22 |
4.250 |
43.65 |
|
|
Fisher Pivots for day following 23-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
48.48 |
48.49 |
PP |
48.35 |
48.35 |
S1 |
48.21 |
48.22 |
|