NYMEX Light Sweet Crude Oil Future October 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Aug-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Aug-2017 | 
                    18-Aug-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        46.95 | 
                        47.08 | 
                        0.13 | 
                        0.3% | 
                        48.93 | 
                     
                    
                        | High | 
                        47.34 | 
                        48.90 | 
                        1.56 | 
                        3.3% | 
                        49.31 | 
                     
                    
                        | Low | 
                        46.62 | 
                        46.93 | 
                        0.31 | 
                        0.7% | 
                        46.62 | 
                     
                    
                        | Close | 
                        47.24 | 
                        48.66 | 
                        1.42 | 
                        3.0% | 
                        48.66 | 
                     
                    
                        | Range | 
                        0.72 | 
                        1.97 | 
                        1.25 | 
                        173.6% | 
                        2.69 | 
                     
                    
                        | ATR | 
                        1.21 | 
                        1.27 | 
                        0.05 | 
                        4.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        437,626 | 
                        733,134 | 
                        295,508 | 
                        67.5% | 
                        2,046,604 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Aug-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                54.07 | 
                53.34 | 
                49.74 | 
                 | 
             
            
                | R3 | 
                52.10 | 
                51.37 | 
                49.20 | 
                 | 
             
            
                | R2 | 
                50.13 | 
                50.13 | 
                49.02 | 
                 | 
             
            
                | R1 | 
                49.40 | 
                49.40 | 
                48.84 | 
                49.77 | 
             
            
                | PP | 
                48.16 | 
                48.16 | 
                48.16 | 
                48.35 | 
             
            
                | S1 | 
                47.43 | 
                47.43 | 
                48.48 | 
                47.80 | 
             
            
                | S2 | 
                46.19 | 
                46.19 | 
                48.30 | 
                 | 
             
            
                | S3 | 
                44.22 | 
                45.46 | 
                48.12 | 
                 | 
             
            
                | S4 | 
                42.25 | 
                43.49 | 
                47.58 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Aug-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                56.27 | 
                55.15 | 
                50.14 | 
                 | 
             
            
                | R3 | 
                53.58 | 
                52.46 | 
                49.40 | 
                 | 
             
            
                | R2 | 
                50.89 | 
                50.89 | 
                49.15 | 
                 | 
             
            
                | R1 | 
                49.77 | 
                49.77 | 
                48.91 | 
                48.99 | 
             
            
                | PP | 
                48.20 | 
                48.20 | 
                48.20 | 
                47.80 | 
             
            
                | S1 | 
                47.08 | 
                47.08 | 
                48.41 | 
                46.30 | 
             
            
                | S2 | 
                45.51 | 
                45.51 | 
                48.17 | 
                 | 
             
            
                | S3 | 
                42.82 | 
                44.39 | 
                47.92 | 
                 | 
             
            
                | S4 | 
                40.13 | 
                41.70 | 
                47.18 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                49.31 | 
                46.62 | 
                2.69 | 
                5.5% | 
                1.32 | 
                2.7% | 
                76% | 
                False | 
                False | 
                409,320 | 
                 
                
                | 10 | 
                50.35 | 
                46.62 | 
                3.73 | 
                7.7% | 
                1.23 | 
                2.5% | 
                55% | 
                False | 
                False | 
                327,182 | 
                 
                
                | 20 | 
                50.51 | 
                45.58 | 
                4.93 | 
                10.1% | 
                1.26 | 
                2.6% | 
                62% | 
                False | 
                False | 
                245,052 | 
                 
                
                | 40 | 
                50.51 | 
                43.00 | 
                7.51 | 
                15.4% | 
                1.27 | 
                2.6% | 
                75% | 
                False | 
                False | 
                154,682 | 
                 
                
                | 60 | 
                52.50 | 
                42.51 | 
                9.99 | 
                20.5% | 
                1.32 | 
                2.7% | 
                62% | 
                False | 
                False | 
                117,664 | 
                 
                
                | 80 | 
                52.50 | 
                42.51 | 
                9.99 | 
                20.5% | 
                1.30 | 
                2.7% | 
                62% | 
                False | 
                False | 
                95,207 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            57.27 | 
         
        
            | 
2.618             | 
            54.06 | 
         
        
            | 
1.618             | 
            52.09 | 
         
        
            | 
1.000             | 
            50.87 | 
         
        
            | 
0.618             | 
            50.12 | 
         
        
            | 
HIGH             | 
            48.90 | 
         
        
            | 
0.618             | 
            48.15 | 
         
        
            | 
0.500             | 
            47.92 | 
         
        
            | 
0.382             | 
            47.68 | 
         
        
            | 
LOW             | 
            46.93 | 
         
        
            | 
0.618             | 
            45.71 | 
         
        
            | 
1.000             | 
            44.96 | 
         
        
            | 
1.618             | 
            43.74 | 
         
        
            | 
2.618             | 
            41.77 | 
         
        
            | 
4.250             | 
            38.56 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Aug-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                48.41 | 
                                48.36 | 
                             
                            
                                | PP | 
                                48.16 | 
                                48.06 | 
                             
                            
                                | S1 | 
                                47.92 | 
                                47.76 | 
                             
             
         |