NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 21-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
47.08 |
48.89 |
1.81 |
3.8% |
48.93 |
| High |
48.90 |
48.91 |
0.01 |
0.0% |
49.31 |
| Low |
46.93 |
47.21 |
0.28 |
0.6% |
46.62 |
| Close |
48.66 |
47.53 |
-1.13 |
-2.3% |
48.66 |
| Range |
1.97 |
1.70 |
-0.27 |
-13.7% |
2.69 |
| ATR |
1.27 |
1.30 |
0.03 |
2.4% |
0.00 |
| Volume |
733,134 |
885,024 |
151,890 |
20.7% |
2,046,604 |
|
| Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.98 |
51.96 |
48.47 |
|
| R3 |
51.28 |
50.26 |
48.00 |
|
| R2 |
49.58 |
49.58 |
47.84 |
|
| R1 |
48.56 |
48.56 |
47.69 |
48.22 |
| PP |
47.88 |
47.88 |
47.88 |
47.72 |
| S1 |
46.86 |
46.86 |
47.37 |
46.52 |
| S2 |
46.18 |
46.18 |
47.22 |
|
| S3 |
44.48 |
45.16 |
47.06 |
|
| S4 |
42.78 |
43.46 |
46.60 |
|
|
| 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 |
48.91 |
46.62 |
2.29 |
4.8% |
1.31 |
2.8% |
40% |
True |
False |
554,526 |
| 10 |
50.35 |
46.62 |
3.73 |
7.8% |
1.29 |
2.7% |
24% |
False |
False |
393,978 |
| 20 |
50.51 |
46.53 |
3.98 |
8.4% |
1.29 |
2.7% |
25% |
False |
False |
284,665 |
| 40 |
50.51 |
43.13 |
7.38 |
15.5% |
1.29 |
2.7% |
60% |
False |
False |
175,175 |
| 60 |
50.82 |
42.51 |
8.31 |
17.5% |
1.29 |
2.7% |
60% |
False |
False |
131,599 |
| 80 |
52.50 |
42.51 |
9.99 |
21.0% |
1.31 |
2.8% |
50% |
False |
False |
105,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.14 |
|
2.618 |
53.36 |
|
1.618 |
51.66 |
|
1.000 |
50.61 |
|
0.618 |
49.96 |
|
HIGH |
48.91 |
|
0.618 |
48.26 |
|
0.500 |
48.06 |
|
0.382 |
47.86 |
|
LOW |
47.21 |
|
0.618 |
46.16 |
|
1.000 |
45.51 |
|
1.618 |
44.46 |
|
2.618 |
42.76 |
|
4.250 |
39.99 |
|
|
| Fisher Pivots for day following 21-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
48.06 |
47.77 |
| PP |
47.88 |
47.69 |
| S1 |
47.71 |
47.61 |
|