NYMEX Light Sweet Crude Oil Future October 2017
| Trading Metrics calculated at close of trading on 28-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
47.62 |
47.89 |
0.27 |
0.6% |
48.89 |
| High |
47.91 |
48.20 |
0.29 |
0.6% |
48.91 |
| Low |
47.39 |
46.15 |
-1.24 |
-2.6% |
47.06 |
| Close |
47.87 |
46.57 |
-1.30 |
-2.7% |
47.87 |
| Range |
0.52 |
2.05 |
1.53 |
294.2% |
1.85 |
| ATR |
1.20 |
1.26 |
0.06 |
5.0% |
0.00 |
| Volume |
646,518 |
921,285 |
274,767 |
42.5% |
3,928,980 |
|
| Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.12 |
51.90 |
47.70 |
|
| R3 |
51.07 |
49.85 |
47.13 |
|
| R2 |
49.02 |
49.02 |
46.95 |
|
| R1 |
47.80 |
47.80 |
46.76 |
47.39 |
| PP |
46.97 |
46.97 |
46.97 |
46.77 |
| S1 |
45.75 |
45.75 |
46.38 |
45.34 |
| S2 |
44.92 |
44.92 |
46.19 |
|
| S3 |
42.87 |
43.70 |
46.01 |
|
| S4 |
40.82 |
41.65 |
45.44 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.50 |
52.53 |
48.89 |
|
| R3 |
51.65 |
50.68 |
48.38 |
|
| R2 |
49.80 |
49.80 |
48.21 |
|
| R1 |
48.83 |
48.83 |
48.04 |
48.39 |
| PP |
47.95 |
47.95 |
47.95 |
47.73 |
| S1 |
46.98 |
46.98 |
47.70 |
46.54 |
| S2 |
46.10 |
46.10 |
47.53 |
|
| S3 |
44.25 |
45.13 |
47.36 |
|
| S4 |
42.40 |
43.28 |
46.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.50 |
46.15 |
2.35 |
5.0% |
1.15 |
2.5% |
18% |
False |
True |
793,048 |
| 10 |
48.91 |
46.15 |
2.76 |
5.9% |
1.23 |
2.6% |
15% |
False |
True |
673,787 |
| 20 |
50.51 |
46.15 |
4.36 |
9.4% |
1.26 |
2.7% |
10% |
False |
True |
438,529 |
| 40 |
50.51 |
44.01 |
6.50 |
14.0% |
1.30 |
2.8% |
39% |
False |
False |
268,669 |
| 60 |
50.51 |
42.51 |
8.00 |
17.2% |
1.26 |
2.7% |
51% |
False |
False |
194,634 |
| 80 |
52.50 |
42.51 |
9.99 |
21.5% |
1.30 |
2.8% |
41% |
False |
False |
154,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.91 |
|
2.618 |
53.57 |
|
1.618 |
51.52 |
|
1.000 |
50.25 |
|
0.618 |
49.47 |
|
HIGH |
48.20 |
|
0.618 |
47.42 |
|
0.500 |
47.18 |
|
0.382 |
46.93 |
|
LOW |
46.15 |
|
0.618 |
44.88 |
|
1.000 |
44.10 |
|
1.618 |
42.83 |
|
2.618 |
40.78 |
|
4.250 |
37.44 |
|
|
| Fisher Pivots for day following 28-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
47.18 |
47.29 |
| PP |
46.97 |
47.05 |
| S1 |
46.77 |
46.81 |
|