NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 26-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
46.63 |
48.64 |
2.01 |
4.3% |
47.01 |
| High |
48.78 |
48.98 |
0.20 |
0.4% |
47.91 |
| Low |
46.53 |
47.98 |
1.45 |
3.1% |
45.73 |
| Close |
48.02 |
48.85 |
0.83 |
1.7% |
45.95 |
| Range |
2.25 |
1.00 |
-1.25 |
-55.6% |
2.18 |
| ATR |
1.35 |
1.33 |
-0.03 |
-1.9% |
0.00 |
| Volume |
222,878 |
174,905 |
-47,973 |
-21.5% |
386,220 |
|
| Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.60 |
51.23 |
49.40 |
|
| R3 |
50.60 |
50.23 |
49.13 |
|
| R2 |
49.60 |
49.60 |
49.03 |
|
| R1 |
49.23 |
49.23 |
48.94 |
49.42 |
| PP |
48.60 |
48.60 |
48.60 |
48.70 |
| S1 |
48.23 |
48.23 |
48.76 |
48.42 |
| S2 |
47.60 |
47.60 |
48.67 |
|
| S3 |
46.60 |
47.23 |
48.58 |
|
| S4 |
45.60 |
46.23 |
48.30 |
|
|
| 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 |
48.98 |
45.58 |
3.40 |
7.0% |
1.38 |
2.8% |
96% |
True |
False |
127,343 |
| 10 |
48.98 |
45.31 |
3.67 |
7.5% |
1.23 |
2.5% |
96% |
True |
False |
104,488 |
| 20 |
48.98 |
44.01 |
4.97 |
10.2% |
1.35 |
2.8% |
97% |
True |
False |
81,638 |
| 40 |
50.27 |
42.51 |
7.76 |
15.9% |
1.30 |
2.7% |
82% |
False |
False |
63,509 |
| 60 |
52.50 |
42.51 |
9.99 |
20.5% |
1.35 |
2.8% |
63% |
False |
False |
52,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.23 |
|
2.618 |
51.60 |
|
1.618 |
50.60 |
|
1.000 |
49.98 |
|
0.618 |
49.60 |
|
HIGH |
48.98 |
|
0.618 |
48.60 |
|
0.500 |
48.48 |
|
0.382 |
48.36 |
|
LOW |
47.98 |
|
0.618 |
47.36 |
|
1.000 |
46.98 |
|
1.618 |
46.36 |
|
2.618 |
45.36 |
|
4.250 |
43.73 |
|
|
| Fisher Pivots for day following 26-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
48.73 |
48.33 |
| PP |
48.60 |
47.80 |
| S1 |
48.48 |
47.28 |
|