NYMEX Light Sweet Crude Oil Future November 2017
Trading Metrics calculated at close of trading on 24-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
47.83 |
48.58 |
0.75 |
1.6% |
49.04 |
High |
48.69 |
48.63 |
-0.06 |
-0.1% |
49.44 |
Low |
47.73 |
47.32 |
-0.41 |
-0.9% |
46.78 |
Close |
48.62 |
47.70 |
-0.92 |
-1.9% |
48.82 |
Range |
0.96 |
1.31 |
0.35 |
36.5% |
2.66 |
ATR |
1.22 |
1.23 |
0.01 |
0.5% |
0.00 |
Volume |
134,474 |
196,097 |
61,623 |
45.8% |
441,682 |
|
Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.81 |
51.07 |
48.42 |
|
R3 |
50.50 |
49.76 |
48.06 |
|
R2 |
49.19 |
49.19 |
47.94 |
|
R1 |
48.45 |
48.45 |
47.82 |
48.17 |
PP |
47.88 |
47.88 |
47.88 |
47.74 |
S1 |
47.14 |
47.14 |
47.58 |
46.86 |
S2 |
46.57 |
46.57 |
47.46 |
|
S3 |
45.26 |
45.83 |
47.34 |
|
S4 |
43.95 |
44.52 |
46.98 |
|
|
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 |
47.10 |
1.96 |
4.1% |
1.35 |
2.8% |
31% |
False |
False |
151,248 |
10 |
49.44 |
46.78 |
2.66 |
5.6% |
1.23 |
2.6% |
35% |
False |
False |
117,692 |
20 |
50.62 |
46.78 |
3.84 |
8.1% |
1.21 |
2.5% |
24% |
False |
False |
100,452 |
40 |
50.62 |
44.26 |
6.36 |
13.3% |
1.26 |
2.6% |
54% |
False |
False |
70,667 |
60 |
50.62 |
42.80 |
7.82 |
16.4% |
1.24 |
2.6% |
63% |
False |
False |
57,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.20 |
2.618 |
52.06 |
1.618 |
50.75 |
1.000 |
49.94 |
0.618 |
49.44 |
HIGH |
48.63 |
0.618 |
48.13 |
0.500 |
47.98 |
0.382 |
47.82 |
LOW |
47.32 |
0.618 |
46.51 |
1.000 |
46.01 |
1.618 |
45.20 |
2.618 |
43.89 |
4.250 |
41.75 |
|
|
Fisher Pivots for day following 24-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
47.98 |
48.01 |
PP |
47.88 |
47.90 |
S1 |
47.79 |
47.80 |
|