NYMEX Light Sweet Crude Oil Future January 2019
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 |
48.43 |
49.34 |
0.91 |
1.9% |
48.28 |
High |
48.43 |
50.35 |
1.92 |
4.0% |
49.51 |
Low |
48.43 |
48.90 |
0.47 |
1.0% |
48.28 |
Close |
48.43 |
50.11 |
1.68 |
3.5% |
49.21 |
Range |
0.00 |
1.45 |
1.45 |
|
1.23 |
ATR |
0.53 |
0.63 |
0.10 |
18.6% |
0.00 |
Volume |
531 |
1,205 |
674 |
126.9% |
4,517 |
|
Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.14 |
53.57 |
50.91 |
|
R3 |
52.69 |
52.12 |
50.51 |
|
R2 |
51.24 |
51.24 |
50.38 |
|
R1 |
50.67 |
50.67 |
50.24 |
50.96 |
PP |
49.79 |
49.79 |
49.79 |
49.93 |
S1 |
49.22 |
49.22 |
49.98 |
49.51 |
S2 |
48.34 |
48.34 |
49.84 |
|
S3 |
46.89 |
47.77 |
49.71 |
|
S4 |
45.44 |
46.32 |
49.31 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.69 |
52.18 |
49.89 |
|
R3 |
51.46 |
50.95 |
49.55 |
|
R2 |
50.23 |
50.23 |
49.44 |
|
R1 |
49.72 |
49.72 |
49.32 |
49.98 |
PP |
49.00 |
49.00 |
49.00 |
49.13 |
S1 |
48.49 |
48.49 |
49.10 |
48.75 |
S2 |
47.77 |
47.77 |
48.98 |
|
S3 |
46.54 |
47.26 |
48.87 |
|
S4 |
45.31 |
46.03 |
48.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.35 |
48.43 |
1.92 |
3.8% |
0.29 |
0.6% |
88% |
True |
False |
968 |
10 |
50.35 |
48.28 |
2.07 |
4.1% |
0.15 |
0.3% |
88% |
True |
False |
945 |
20 |
50.35 |
47.96 |
2.39 |
4.8% |
0.07 |
0.1% |
90% |
True |
False |
1,029 |
40 |
50.54 |
47.32 |
3.22 |
6.4% |
0.07 |
0.1% |
87% |
False |
False |
1,165 |
60 |
50.54 |
46.00 |
4.54 |
9.1% |
0.07 |
0.1% |
91% |
False |
False |
958 |
80 |
51.43 |
46.00 |
5.43 |
10.8% |
0.06 |
0.1% |
76% |
False |
False |
782 |
100 |
54.08 |
46.00 |
8.08 |
16.1% |
0.07 |
0.1% |
51% |
False |
False |
715 |
120 |
54.08 |
46.00 |
8.08 |
16.1% |
0.06 |
0.1% |
51% |
False |
False |
630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.51 |
2.618 |
54.15 |
1.618 |
52.70 |
1.000 |
51.80 |
0.618 |
51.25 |
HIGH |
50.35 |
0.618 |
49.80 |
0.500 |
49.63 |
0.382 |
49.45 |
LOW |
48.90 |
0.618 |
48.00 |
1.000 |
47.45 |
1.618 |
46.55 |
2.618 |
45.10 |
4.250 |
42.74 |
|
|
Fisher Pivots for day following 31-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
49.95 |
49.87 |
PP |
49.79 |
49.63 |
S1 |
49.63 |
49.39 |
|