NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 24-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
47.64 |
48.36 |
0.72 |
1.5% |
48.93 |
| High |
48.50 |
48.43 |
-0.07 |
-0.1% |
49.31 |
| Low |
47.53 |
47.06 |
-0.47 |
-1.0% |
46.62 |
| Close |
48.41 |
47.43 |
-0.98 |
-2.0% |
48.66 |
| Range |
0.97 |
1.37 |
0.40 |
41.2% |
2.69 |
| ATR |
1.25 |
1.25 |
0.01 |
0.7% |
0.00 |
| Volume |
701,693 |
831,358 |
129,665 |
18.5% |
2,046,604 |
|
| Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.75 |
50.96 |
48.18 |
|
| R3 |
50.38 |
49.59 |
47.81 |
|
| R2 |
49.01 |
49.01 |
47.68 |
|
| R1 |
48.22 |
48.22 |
47.56 |
47.93 |
| PP |
47.64 |
47.64 |
47.64 |
47.50 |
| S1 |
46.85 |
46.85 |
47.30 |
46.56 |
| S2 |
46.27 |
46.27 |
47.18 |
|
| S3 |
44.90 |
45.48 |
47.05 |
|
| S4 |
43.53 |
44.11 |
46.68 |
|
|
| 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 |
46.93 |
1.98 |
4.2% |
1.37 |
2.9% |
25% |
False |
False |
803,119 |
| 10 |
49.31 |
46.62 |
2.69 |
5.7% |
1.25 |
2.6% |
30% |
False |
False |
553,453 |
| 20 |
50.51 |
46.62 |
3.89 |
8.2% |
1.23 |
2.6% |
21% |
False |
False |
376,377 |
| 40 |
50.51 |
44.01 |
6.50 |
13.7% |
1.29 |
2.7% |
53% |
False |
False |
231,962 |
| 60 |
50.51 |
42.51 |
8.00 |
16.9% |
1.26 |
2.7% |
62% |
False |
False |
169,842 |
| 80 |
52.50 |
42.51 |
9.99 |
21.1% |
1.31 |
2.8% |
49% |
False |
False |
135,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.25 |
|
2.618 |
52.02 |
|
1.618 |
50.65 |
|
1.000 |
49.80 |
|
0.618 |
49.28 |
|
HIGH |
48.43 |
|
0.618 |
47.91 |
|
0.500 |
47.75 |
|
0.382 |
47.58 |
|
LOW |
47.06 |
|
0.618 |
46.21 |
|
1.000 |
45.69 |
|
1.618 |
44.84 |
|
2.618 |
43.47 |
|
4.250 |
41.24 |
|
|
| Fisher Pivots for day following 24-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
47.75 |
47.78 |
| PP |
47.64 |
47.66 |
| S1 |
47.54 |
47.55 |
|