NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 01-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
50.20 |
49.96 |
-0.24 |
-0.5% |
48.41 |
| High |
50.54 |
49.96 |
-0.58 |
-1.1% |
50.04 |
| Low |
50.19 |
49.90 |
-0.29 |
-0.6% |
48.41 |
| Close |
50.54 |
49.96 |
-0.58 |
-1.1% |
50.04 |
| Range |
0.35 |
0.06 |
-0.29 |
-82.9% |
1.63 |
| ATR |
0.50 |
0.51 |
0.01 |
2.1% |
0.00 |
| Volume |
1,652 |
958 |
-694 |
-42.0% |
6,029 |
|
| Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.12 |
50.10 |
49.99 |
|
| R3 |
50.06 |
50.04 |
49.98 |
|
| R2 |
50.00 |
50.00 |
49.97 |
|
| R1 |
49.98 |
49.98 |
49.97 |
49.99 |
| PP |
49.94 |
49.94 |
49.94 |
49.95 |
| S1 |
49.92 |
49.92 |
49.95 |
49.93 |
| S2 |
49.88 |
49.88 |
49.95 |
|
| S3 |
49.82 |
49.86 |
49.94 |
|
| S4 |
49.76 |
49.80 |
49.93 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.39 |
53.84 |
50.94 |
|
| R3 |
52.76 |
52.21 |
50.49 |
|
| R2 |
51.13 |
51.13 |
50.34 |
|
| R1 |
50.58 |
50.58 |
50.19 |
50.86 |
| PP |
49.50 |
49.50 |
49.50 |
49.63 |
| S1 |
48.95 |
48.95 |
49.89 |
49.23 |
| S2 |
47.87 |
47.87 |
49.74 |
|
| S3 |
46.24 |
47.32 |
49.59 |
|
| S4 |
44.61 |
45.69 |
49.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.54 |
49.81 |
0.73 |
1.5% |
0.09 |
0.2% |
21% |
False |
False |
1,411 |
| 10 |
50.54 |
47.97 |
2.57 |
5.1% |
0.04 |
0.1% |
77% |
False |
False |
1,234 |
| 20 |
50.54 |
47.32 |
3.22 |
6.4% |
0.06 |
0.1% |
82% |
False |
False |
1,232 |
| 40 |
50.54 |
46.00 |
4.54 |
9.1% |
0.06 |
0.1% |
87% |
False |
False |
880 |
| 60 |
51.43 |
46.00 |
5.43 |
10.9% |
0.05 |
0.1% |
73% |
False |
False |
664 |
| 80 |
54.08 |
46.00 |
8.08 |
16.2% |
0.07 |
0.1% |
49% |
False |
False |
626 |
| 100 |
54.08 |
46.00 |
8.08 |
16.2% |
0.06 |
0.1% |
49% |
False |
False |
535 |
| 120 |
55.79 |
46.00 |
9.79 |
19.6% |
0.06 |
0.1% |
40% |
False |
False |
469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.22 |
|
2.618 |
50.12 |
|
1.618 |
50.06 |
|
1.000 |
50.02 |
|
0.618 |
50.00 |
|
HIGH |
49.96 |
|
0.618 |
49.94 |
|
0.500 |
49.93 |
|
0.382 |
49.92 |
|
LOW |
49.90 |
|
0.618 |
49.86 |
|
1.000 |
49.84 |
|
1.618 |
49.80 |
|
2.618 |
49.74 |
|
4.250 |
49.65 |
|
|
| Fisher Pivots for day following 01-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.95 |
50.22 |
| PP |
49.94 |
50.13 |
| S1 |
49.93 |
50.05 |
|