NYMEX Light Sweet Crude Oil Future November 2017
Trading Metrics calculated at close of trading on 01-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
46.51 |
47.87 |
1.36 |
2.9% |
48.23 |
High |
48.12 |
48.03 |
-0.09 |
-0.2% |
48.47 |
Low |
46.14 |
47.39 |
1.25 |
2.7% |
46.14 |
Close |
47.96 |
47.99 |
0.03 |
0.1% |
47.99 |
Range |
1.98 |
0.64 |
-1.34 |
-67.7% |
2.33 |
ATR |
1.24 |
1.20 |
-0.04 |
-3.5% |
0.00 |
Volume |
317,070 |
313,275 |
-3,795 |
-1.2% |
1,663,681 |
|
Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.72 |
49.50 |
48.34 |
|
R3 |
49.08 |
48.86 |
48.17 |
|
R2 |
48.44 |
48.44 |
48.11 |
|
R1 |
48.22 |
48.22 |
48.05 |
48.33 |
PP |
47.80 |
47.80 |
47.80 |
47.86 |
S1 |
47.58 |
47.58 |
47.93 |
47.69 |
S2 |
47.16 |
47.16 |
47.87 |
|
S3 |
46.52 |
46.94 |
47.81 |
|
S4 |
45.88 |
46.30 |
47.64 |
|
|
Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.52 |
53.59 |
49.27 |
|
R3 |
52.19 |
51.26 |
48.63 |
|
R2 |
49.86 |
49.86 |
48.42 |
|
R1 |
48.93 |
48.93 |
48.20 |
48.23 |
PP |
47.53 |
47.53 |
47.53 |
47.19 |
S1 |
46.60 |
46.60 |
47.78 |
45.90 |
S2 |
45.20 |
45.20 |
47.56 |
|
S3 |
42.87 |
44.27 |
47.35 |
|
S4 |
40.54 |
41.94 |
46.71 |
|
|
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% |
1.28 |
2.7% |
79% |
False |
False |
332,736 |
10 |
49.06 |
46.14 |
2.92 |
6.1% |
1.17 |
2.4% |
63% |
False |
False |
244,745 |
20 |
50.47 |
46.14 |
4.33 |
9.0% |
1.19 |
2.5% |
43% |
False |
False |
169,396 |
40 |
50.62 |
44.26 |
6.36 |
13.3% |
1.21 |
2.5% |
59% |
False |
False |
111,630 |
60 |
50.62 |
42.80 |
7.82 |
16.3% |
1.21 |
2.5% |
66% |
False |
False |
84,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.75 |
2.618 |
49.71 |
1.618 |
49.07 |
1.000 |
48.67 |
0.618 |
48.43 |
HIGH |
48.03 |
0.618 |
47.79 |
0.500 |
47.71 |
0.382 |
47.63 |
LOW |
47.39 |
0.618 |
46.99 |
1.000 |
46.75 |
1.618 |
46.35 |
2.618 |
45.71 |
4.250 |
44.67 |
|
|
Fisher Pivots for day following 01-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
47.90 |
47.70 |
PP |
47.80 |
47.42 |
S1 |
47.71 |
47.13 |
|