NYMEX Light Sweet Crude Oil Future June 2017
Trading Metrics calculated at close of trading on 10-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2017 |
10-May-2017 |
Change |
Change % |
Previous Week |
Open |
46.49 |
46.18 |
-0.31 |
-0.7% |
49.17 |
High |
46.78 |
47.78 |
1.00 |
2.1% |
49.32 |
Low |
45.53 |
46.01 |
0.48 |
1.1% |
43.76 |
Close |
45.88 |
47.33 |
1.45 |
3.2% |
46.22 |
Range |
1.25 |
1.77 |
0.52 |
41.6% |
5.56 |
ATR |
1.36 |
1.39 |
0.04 |
2.9% |
0.00 |
Volume |
701,944 |
819,796 |
117,852 |
16.8% |
3,723,649 |
|
Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.35 |
51.61 |
48.30 |
|
R3 |
50.58 |
49.84 |
47.82 |
|
R2 |
48.81 |
48.81 |
47.65 |
|
R1 |
48.07 |
48.07 |
47.49 |
48.44 |
PP |
47.04 |
47.04 |
47.04 |
47.23 |
S1 |
46.30 |
46.30 |
47.17 |
46.67 |
S2 |
45.27 |
45.27 |
47.01 |
|
S3 |
43.50 |
44.53 |
46.84 |
|
S4 |
41.73 |
42.76 |
46.36 |
|
|
Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.11 |
60.23 |
49.28 |
|
R3 |
57.55 |
54.67 |
47.75 |
|
R2 |
51.99 |
51.99 |
47.24 |
|
R1 |
49.11 |
49.11 |
46.73 |
47.77 |
PP |
46.43 |
46.43 |
46.43 |
45.77 |
S1 |
43.55 |
43.55 |
45.71 |
42.21 |
S2 |
40.87 |
40.87 |
45.20 |
|
S3 |
35.31 |
37.99 |
44.69 |
|
S4 |
29.75 |
32.43 |
43.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.78 |
43.76 |
4.02 |
8.5% |
1.93 |
4.1% |
89% |
True |
False |
854,472 |
10 |
49.76 |
43.76 |
6.00 |
12.7% |
1.54 |
3.3% |
60% |
False |
False |
743,562 |
20 |
54.14 |
43.76 |
10.38 |
21.9% |
1.35 |
2.8% |
34% |
False |
False |
629,936 |
40 |
54.14 |
43.76 |
10.38 |
21.9% |
1.18 |
2.5% |
34% |
False |
False |
404,427 |
60 |
55.52 |
43.76 |
11.76 |
24.8% |
1.16 |
2.5% |
30% |
False |
False |
304,978 |
80 |
56.40 |
43.76 |
12.64 |
26.7% |
1.16 |
2.4% |
28% |
False |
False |
248,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.30 |
2.618 |
52.41 |
1.618 |
50.64 |
1.000 |
49.55 |
0.618 |
48.87 |
HIGH |
47.78 |
0.618 |
47.10 |
0.500 |
46.90 |
0.382 |
46.69 |
LOW |
46.01 |
0.618 |
44.92 |
1.000 |
44.24 |
1.618 |
43.15 |
2.618 |
41.38 |
4.250 |
38.49 |
|
|
Fisher Pivots for day following 10-May-2017 |
Pivot |
1 day |
3 day |
R1 |
47.19 |
47.11 |
PP |
47.04 |
46.88 |
S1 |
46.90 |
46.66 |
|