NYMEX Light Sweet Crude Oil Future November 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 |
46.88 |
46.51 |
-0.37 |
-0.8% |
49.05 |
High |
47.31 |
48.12 |
0.81 |
1.7% |
49.06 |
Low |
46.41 |
46.14 |
-0.27 |
-0.6% |
47.32 |
Close |
46.51 |
47.96 |
1.45 |
3.1% |
48.12 |
Range |
0.90 |
1.98 |
1.08 |
120.0% |
1.74 |
ATR |
1.19 |
1.24 |
0.06 |
4.8% |
0.00 |
Volume |
354,470 |
317,070 |
-37,400 |
-10.6% |
783,777 |
|
Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.35 |
52.63 |
49.05 |
|
R3 |
51.37 |
50.65 |
48.50 |
|
R2 |
49.39 |
49.39 |
48.32 |
|
R1 |
48.67 |
48.67 |
48.14 |
49.03 |
PP |
47.41 |
47.41 |
47.41 |
47.59 |
S1 |
46.69 |
46.69 |
47.78 |
47.05 |
S2 |
45.43 |
45.43 |
47.60 |
|
S3 |
43.45 |
44.71 |
47.42 |
|
S4 |
41.47 |
42.73 |
46.87 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.39 |
52.49 |
49.08 |
|
R3 |
51.65 |
50.75 |
48.60 |
|
R2 |
49.91 |
49.91 |
48.44 |
|
R1 |
49.01 |
49.01 |
48.28 |
48.59 |
PP |
48.17 |
48.17 |
48.17 |
47.96 |
S1 |
47.27 |
47.27 |
47.96 |
46.85 |
S2 |
46.43 |
46.43 |
47.80 |
|
S3 |
44.69 |
45.53 |
47.64 |
|
S4 |
42.95 |
43.79 |
47.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.47 |
46.14 |
2.33 |
4.9% |
1.25 |
2.6% |
78% |
False |
True |
297,267 |
10 |
49.06 |
46.14 |
2.92 |
6.1% |
1.30 |
2.7% |
62% |
False |
True |
224,258 |
20 |
50.47 |
46.14 |
4.33 |
9.0% |
1.21 |
2.5% |
42% |
False |
True |
156,140 |
40 |
50.62 |
44.26 |
6.36 |
13.3% |
1.23 |
2.6% |
58% |
False |
False |
104,541 |
60 |
50.62 |
42.80 |
7.82 |
16.3% |
1.22 |
2.5% |
66% |
False |
False |
79,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.54 |
2.618 |
53.30 |
1.618 |
51.32 |
1.000 |
50.10 |
0.618 |
49.34 |
HIGH |
48.12 |
0.618 |
47.36 |
0.500 |
47.13 |
0.382 |
46.90 |
LOW |
46.14 |
0.618 |
44.92 |
1.000 |
44.16 |
1.618 |
42.94 |
2.618 |
40.96 |
4.250 |
37.73 |
|
|
Fisher Pivots for day following 31-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
47.68 |
47.68 |
PP |
47.41 |
47.41 |
S1 |
47.13 |
47.13 |
|