NYMEX Light Sweet Crude Oil Future September 2017
| Trading Metrics calculated at close of trading on 22-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
48.72 |
47.45 |
-1.27 |
-2.6% |
48.79 |
| High |
48.75 |
48.03 |
-0.72 |
-1.5% |
49.16 |
| Low |
47.03 |
47.20 |
0.17 |
0.4% |
46.46 |
| Close |
47.37 |
47.64 |
0.27 |
0.6% |
48.51 |
| Range |
1.72 |
0.83 |
-0.89 |
-51.7% |
2.70 |
| ATR |
1.32 |
1.28 |
-0.03 |
-2.6% |
0.00 |
| Volume |
129,192 |
28,373 |
-100,819 |
-78.0% |
3,210,526 |
|
| Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.11 |
49.71 |
48.10 |
|
| R3 |
49.28 |
48.88 |
47.87 |
|
| R2 |
48.45 |
48.45 |
47.79 |
|
| R1 |
48.05 |
48.05 |
47.72 |
48.25 |
| PP |
47.62 |
47.62 |
47.62 |
47.73 |
| S1 |
47.22 |
47.22 |
47.56 |
47.42 |
| S2 |
46.79 |
46.79 |
47.49 |
|
| S3 |
45.96 |
46.39 |
47.41 |
|
| S4 |
45.13 |
45.56 |
47.18 |
|
|
| 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% |
1.31 |
2.8% |
52% |
False |
False |
366,898 |
| 10 |
50.22 |
46.46 |
3.76 |
7.9% |
1.29 |
2.7% |
31% |
False |
False |
616,601 |
| 20 |
50.43 |
46.46 |
3.97 |
8.3% |
1.23 |
2.6% |
30% |
False |
False |
734,137 |
| 40 |
50.43 |
43.55 |
6.88 |
14.4% |
1.31 |
2.7% |
59% |
False |
False |
562,199 |
| 60 |
50.70 |
42.27 |
8.43 |
17.7% |
1.30 |
2.7% |
64% |
False |
False |
410,820 |
| 80 |
52.38 |
42.27 |
10.11 |
21.2% |
1.34 |
2.8% |
53% |
False |
False |
322,218 |
| 100 |
54.77 |
42.27 |
12.50 |
26.2% |
1.28 |
2.7% |
43% |
False |
False |
266,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.56 |
|
2.618 |
50.20 |
|
1.618 |
49.37 |
|
1.000 |
48.86 |
|
0.618 |
48.54 |
|
HIGH |
48.03 |
|
0.618 |
47.71 |
|
0.500 |
47.62 |
|
0.382 |
47.52 |
|
LOW |
47.20 |
|
0.618 |
46.69 |
|
1.000 |
46.37 |
|
1.618 |
45.86 |
|
2.618 |
45.03 |
|
4.250 |
43.67 |
|
|
| Fisher Pivots for day following 22-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
47.63 |
47.77 |
| PP |
47.62 |
47.72 |
| S1 |
47.62 |
47.68 |
|