NYMEX Light Sweet Crude Oil Future September 2017
| Trading Metrics calculated at close of trading on 21-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
46.93 |
48.72 |
1.79 |
3.8% |
48.79 |
| High |
48.74 |
48.75 |
0.01 |
0.0% |
49.16 |
| Low |
46.78 |
47.03 |
0.25 |
0.5% |
46.46 |
| Close |
48.51 |
47.37 |
-1.14 |
-2.4% |
48.51 |
| Range |
1.96 |
1.72 |
-0.24 |
-12.2% |
2.70 |
| ATR |
1.28 |
1.32 |
0.03 |
2.4% |
0.00 |
| Volume |
253,069 |
129,192 |
-123,877 |
-48.9% |
3,210,526 |
|
| Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.88 |
51.84 |
48.32 |
|
| R3 |
51.16 |
50.12 |
47.84 |
|
| R2 |
49.44 |
49.44 |
47.69 |
|
| R1 |
48.40 |
48.40 |
47.53 |
48.06 |
| PP |
47.72 |
47.72 |
47.72 |
47.55 |
| S1 |
46.68 |
46.68 |
47.21 |
46.34 |
| S2 |
46.00 |
46.00 |
47.05 |
|
| S3 |
44.28 |
44.96 |
46.90 |
|
| S4 |
42.56 |
43.24 |
46.42 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.14 |
55.03 |
50.00 |
|
| R3 |
53.44 |
52.33 |
49.25 |
|
| R2 |
50.74 |
50.74 |
49.01 |
|
| R1 |
49.63 |
49.63 |
48.76 |
48.84 |
| PP |
48.04 |
48.04 |
48.04 |
47.65 |
| S1 |
46.93 |
46.93 |
48.26 |
46.14 |
| S2 |
45.34 |
45.34 |
48.02 |
|
| S3 |
42.64 |
44.23 |
47.77 |
|
| S4 |
39.94 |
41.53 |
47.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.75 |
46.46 |
2.29 |
4.8% |
1.32 |
2.8% |
40% |
True |
False |
515,295 |
| 10 |
50.22 |
46.46 |
3.76 |
7.9% |
1.30 |
2.7% |
24% |
False |
False |
706,188 |
| 20 |
50.43 |
46.38 |
4.05 |
8.5% |
1.30 |
2.8% |
24% |
False |
False |
777,003 |
| 40 |
50.43 |
42.87 |
7.56 |
16.0% |
1.31 |
2.8% |
60% |
False |
False |
564,206 |
| 60 |
50.70 |
42.27 |
8.43 |
17.8% |
1.32 |
2.8% |
60% |
False |
False |
411,472 |
| 80 |
52.38 |
42.27 |
10.11 |
21.3% |
1.34 |
2.8% |
50% |
False |
False |
322,308 |
| 100 |
54.77 |
42.27 |
12.50 |
26.4% |
1.28 |
2.7% |
41% |
False |
False |
267,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.06 |
|
2.618 |
53.25 |
|
1.618 |
51.53 |
|
1.000 |
50.47 |
|
0.618 |
49.81 |
|
HIGH |
48.75 |
|
0.618 |
48.09 |
|
0.500 |
47.89 |
|
0.382 |
47.69 |
|
LOW |
47.03 |
|
0.618 |
45.97 |
|
1.000 |
45.31 |
|
1.618 |
44.25 |
|
2.618 |
42.53 |
|
4.250 |
39.72 |
|
|
| Fisher Pivots for day following 21-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
47.89 |
47.61 |
| PP |
47.72 |
47.53 |
| S1 |
47.54 |
47.45 |
|