NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 31-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
50.03 |
50.20 |
0.17 |
0.3% |
48.41 |
| High |
50.04 |
50.54 |
0.50 |
1.0% |
50.04 |
| Low |
50.02 |
50.19 |
0.17 |
0.3% |
48.41 |
| Close |
50.04 |
50.54 |
0.50 |
1.0% |
50.04 |
| Range |
0.02 |
0.35 |
0.33 |
1,650.0% |
1.63 |
| ATR |
0.49 |
0.50 |
0.00 |
0.1% |
0.00 |
| Volume |
2,027 |
1,652 |
-375 |
-18.5% |
6,029 |
|
| Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.47 |
51.36 |
50.73 |
|
| R3 |
51.12 |
51.01 |
50.64 |
|
| R2 |
50.77 |
50.77 |
50.60 |
|
| R1 |
50.66 |
50.66 |
50.57 |
50.72 |
| PP |
50.42 |
50.42 |
50.42 |
50.45 |
| S1 |
50.31 |
50.31 |
50.51 |
50.37 |
| S2 |
50.07 |
50.07 |
50.48 |
|
| S3 |
49.72 |
49.96 |
50.44 |
|
| S4 |
49.37 |
49.61 |
50.35 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.39 |
53.84 |
50.94 |
|
| R3 |
52.76 |
52.21 |
50.49 |
|
| R2 |
51.13 |
51.13 |
50.34 |
|
| R1 |
50.58 |
50.58 |
50.19 |
50.86 |
| PP |
49.50 |
49.50 |
49.50 |
49.63 |
| S1 |
48.95 |
48.95 |
49.89 |
49.23 |
| S2 |
47.87 |
47.87 |
49.74 |
|
| S3 |
46.24 |
47.32 |
49.59 |
|
| S4 |
44.61 |
45.69 |
49.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.54 |
49.45 |
1.09 |
2.2% |
0.07 |
0.1% |
100% |
True |
False |
1,387 |
| 10 |
50.54 |
47.97 |
2.57 |
5.1% |
0.07 |
0.1% |
100% |
True |
False |
1,232 |
| 20 |
50.54 |
47.32 |
3.22 |
6.4% |
0.06 |
0.1% |
100% |
True |
False |
1,194 |
| 40 |
50.54 |
46.00 |
4.54 |
9.0% |
0.07 |
0.1% |
100% |
True |
False |
864 |
| 60 |
51.43 |
46.00 |
5.43 |
10.7% |
0.08 |
0.2% |
84% |
False |
False |
653 |
| 80 |
54.08 |
46.00 |
8.08 |
16.0% |
0.07 |
0.1% |
56% |
False |
False |
621 |
| 100 |
54.08 |
46.00 |
8.08 |
16.0% |
0.06 |
0.1% |
56% |
False |
False |
527 |
| 120 |
55.79 |
46.00 |
9.79 |
19.4% |
0.06 |
0.1% |
46% |
False |
False |
463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.03 |
|
2.618 |
51.46 |
|
1.618 |
51.11 |
|
1.000 |
50.89 |
|
0.618 |
50.76 |
|
HIGH |
50.54 |
|
0.618 |
50.41 |
|
0.500 |
50.37 |
|
0.382 |
50.32 |
|
LOW |
50.19 |
|
0.618 |
49.97 |
|
1.000 |
49.84 |
|
1.618 |
49.62 |
|
2.618 |
49.27 |
|
4.250 |
48.70 |
|
|
| Fisher Pivots for day following 31-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.48 |
50.43 |
| PP |
50.42 |
50.32 |
| S1 |
50.37 |
50.22 |
|