NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 25-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
45.78 |
46.63 |
0.85 |
1.9% |
47.01 |
| High |
46.68 |
48.78 |
2.10 |
4.5% |
47.91 |
| Low |
45.58 |
46.53 |
0.95 |
2.1% |
45.73 |
| Close |
46.51 |
48.02 |
1.51 |
3.2% |
45.95 |
| Range |
1.10 |
2.25 |
1.15 |
104.5% |
2.18 |
| ATR |
1.28 |
1.35 |
0.07 |
5.5% |
0.00 |
| Volume |
92,769 |
222,878 |
130,109 |
140.3% |
386,220 |
|
| Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.53 |
53.52 |
49.26 |
|
| R3 |
52.28 |
51.27 |
48.64 |
|
| R2 |
50.03 |
50.03 |
48.43 |
|
| R1 |
49.02 |
49.02 |
48.23 |
49.53 |
| PP |
47.78 |
47.78 |
47.78 |
48.03 |
| S1 |
46.77 |
46.77 |
47.81 |
47.28 |
| S2 |
45.53 |
45.53 |
47.61 |
|
| S3 |
43.28 |
44.52 |
47.40 |
|
| S4 |
41.03 |
42.27 |
46.78 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.07 |
51.69 |
47.15 |
|
| R3 |
50.89 |
49.51 |
46.55 |
|
| R2 |
48.71 |
48.71 |
46.35 |
|
| R1 |
47.33 |
47.33 |
46.15 |
46.93 |
| PP |
46.53 |
46.53 |
46.53 |
46.33 |
| S1 |
45.15 |
45.15 |
45.75 |
44.75 |
| S2 |
44.35 |
44.35 |
45.55 |
|
| S3 |
42.17 |
42.97 |
45.35 |
|
| S4 |
39.99 |
40.79 |
44.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.78 |
45.58 |
3.20 |
6.7% |
1.41 |
2.9% |
76% |
True |
False |
108,980 |
| 10 |
48.78 |
45.31 |
3.47 |
7.2% |
1.26 |
2.6% |
78% |
True |
False |
97,941 |
| 20 |
48.78 |
43.80 |
4.98 |
10.4% |
1.36 |
2.8% |
85% |
True |
False |
75,151 |
| 40 |
50.82 |
42.51 |
8.31 |
17.3% |
1.31 |
2.7% |
66% |
False |
False |
59,796 |
| 60 |
52.50 |
42.51 |
9.99 |
20.8% |
1.34 |
2.8% |
55% |
False |
False |
49,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.34 |
|
2.618 |
54.67 |
|
1.618 |
52.42 |
|
1.000 |
51.03 |
|
0.618 |
50.17 |
|
HIGH |
48.78 |
|
0.618 |
47.92 |
|
0.500 |
47.66 |
|
0.382 |
47.39 |
|
LOW |
46.53 |
|
0.618 |
45.14 |
|
1.000 |
44.28 |
|
1.618 |
42.89 |
|
2.618 |
40.64 |
|
4.250 |
36.97 |
|
|
| Fisher Pivots for day following 25-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
47.90 |
47.74 |
| PP |
47.78 |
47.46 |
| S1 |
47.66 |
47.18 |
|