NYMEX Light Sweet Crude Oil Future September 2017
| Trading Metrics calculated at close of trading on 16-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
47.49 |
47.72 |
0.23 |
0.5% |
49.59 |
| High |
47.90 |
47.99 |
0.09 |
0.2% |
50.22 |
| Low |
47.02 |
46.67 |
-0.35 |
-0.7% |
47.98 |
| Close |
47.55 |
46.78 |
-0.77 |
-1.6% |
48.82 |
| Range |
0.88 |
1.32 |
0.44 |
50.0% |
2.24 |
| ATR |
1.27 |
1.27 |
0.00 |
0.3% |
0.00 |
| Volume |
770,358 |
815,544 |
45,186 |
5.9% |
4,553,541 |
|
| Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.11 |
50.26 |
47.51 |
|
| R3 |
49.79 |
48.94 |
47.14 |
|
| R2 |
48.47 |
48.47 |
47.02 |
|
| R1 |
47.62 |
47.62 |
46.90 |
47.39 |
| PP |
47.15 |
47.15 |
47.15 |
47.03 |
| S1 |
46.30 |
46.30 |
46.66 |
46.07 |
| S2 |
45.83 |
45.83 |
46.54 |
|
| S3 |
44.51 |
44.98 |
46.42 |
|
| S4 |
43.19 |
43.66 |
46.05 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.73 |
54.51 |
50.05 |
|
| R3 |
53.49 |
52.27 |
49.44 |
|
| R2 |
51.25 |
51.25 |
49.23 |
|
| R1 |
50.03 |
50.03 |
49.03 |
49.52 |
| PP |
49.01 |
49.01 |
49.01 |
48.75 |
| S1 |
47.79 |
47.79 |
48.61 |
47.28 |
| S2 |
46.77 |
46.77 |
48.41 |
|
| S3 |
44.53 |
45.55 |
48.20 |
|
| S4 |
42.29 |
43.31 |
47.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.22 |
46.67 |
3.55 |
7.6% |
1.36 |
2.9% |
3% |
False |
True |
857,764 |
| 10 |
50.22 |
46.67 |
3.55 |
7.6% |
1.21 |
2.6% |
3% |
False |
True |
848,611 |
| 20 |
50.43 |
45.40 |
5.03 |
10.8% |
1.27 |
2.7% |
27% |
False |
False |
837,373 |
| 40 |
50.43 |
42.27 |
8.16 |
17.4% |
1.30 |
2.8% |
55% |
False |
False |
550,947 |
| 60 |
52.38 |
42.27 |
10.11 |
21.6% |
1.33 |
2.8% |
45% |
False |
False |
398,788 |
| 80 |
52.38 |
42.27 |
10.11 |
21.6% |
1.33 |
2.8% |
45% |
False |
False |
311,902 |
| 100 |
54.77 |
42.27 |
12.50 |
26.7% |
1.27 |
2.7% |
36% |
False |
False |
258,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.60 |
|
2.618 |
51.45 |
|
1.618 |
50.13 |
|
1.000 |
49.31 |
|
0.618 |
48.81 |
|
HIGH |
47.99 |
|
0.618 |
47.49 |
|
0.500 |
47.33 |
|
0.382 |
47.17 |
|
LOW |
46.67 |
|
0.618 |
45.85 |
|
1.000 |
45.35 |
|
1.618 |
44.53 |
|
2.618 |
43.21 |
|
4.250 |
41.06 |
|
|
| Fisher Pivots for day following 16-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
47.33 |
47.92 |
| PP |
47.15 |
47.54 |
| S1 |
46.96 |
47.16 |
|