NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 09-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
49.48 |
49.12 |
-0.36 |
-0.7% |
49.97 |
| High |
49.94 |
49.87 |
-0.07 |
-0.1% |
50.51 |
| Low |
49.04 |
49.06 |
0.02 |
0.0% |
48.49 |
| Close |
49.35 |
49.72 |
0.37 |
0.7% |
49.73 |
| Range |
0.90 |
0.81 |
-0.09 |
-10.0% |
2.02 |
| ATR |
1.25 |
1.21 |
-0.03 |
-2.5% |
0.00 |
| Volume |
252,410 |
217,639 |
-34,771 |
-13.8% |
818,664 |
|
| Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.98 |
51.66 |
50.17 |
|
| R3 |
51.17 |
50.85 |
49.94 |
|
| R2 |
50.36 |
50.36 |
49.87 |
|
| R1 |
50.04 |
50.04 |
49.79 |
50.20 |
| PP |
49.55 |
49.55 |
49.55 |
49.63 |
| S1 |
49.23 |
49.23 |
49.65 |
49.39 |
| S2 |
48.74 |
48.74 |
49.57 |
|
| S3 |
47.93 |
48.42 |
49.50 |
|
| S4 |
47.12 |
47.61 |
49.27 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.64 |
54.70 |
50.84 |
|
| R3 |
53.62 |
52.68 |
50.29 |
|
| R2 |
51.60 |
51.60 |
50.10 |
|
| R1 |
50.66 |
50.66 |
49.92 |
50.12 |
| PP |
49.58 |
49.58 |
49.58 |
49.31 |
| S1 |
48.64 |
48.64 |
49.54 |
48.10 |
| S2 |
47.56 |
47.56 |
49.36 |
|
| S3 |
45.54 |
46.62 |
49.17 |
|
| S4 |
43.52 |
44.60 |
48.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.09 |
48.66 |
1.43 |
2.9% |
1.03 |
2.1% |
74% |
False |
False |
191,985 |
| 10 |
50.51 |
48.35 |
2.16 |
4.3% |
1.13 |
2.3% |
63% |
False |
False |
182,579 |
| 20 |
50.51 |
45.31 |
5.20 |
10.5% |
1.18 |
2.4% |
85% |
False |
False |
143,534 |
| 40 |
50.51 |
42.51 |
8.00 |
16.1% |
1.25 |
2.5% |
90% |
False |
False |
98,489 |
| 60 |
52.50 |
42.51 |
9.99 |
20.1% |
1.29 |
2.6% |
72% |
False |
False |
77,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.31 |
|
2.618 |
51.99 |
|
1.618 |
51.18 |
|
1.000 |
50.68 |
|
0.618 |
50.37 |
|
HIGH |
49.87 |
|
0.618 |
49.56 |
|
0.500 |
49.47 |
|
0.382 |
49.37 |
|
LOW |
49.06 |
|
0.618 |
48.56 |
|
1.000 |
48.25 |
|
1.618 |
47.75 |
|
2.618 |
46.94 |
|
4.250 |
45.62 |
|
|
| Fisher Pivots for day following 09-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.64 |
49.59 |
| PP |
49.55 |
49.45 |
| S1 |
49.47 |
49.32 |
|