NYMEX Light Sweet Crude Oil Future June 2017
| Trading Metrics calculated at close of trading on 19-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
| Open |
48.93 |
49.28 |
0.35 |
0.7% |
47.85 |
| High |
49.60 |
50.53 |
0.93 |
1.9% |
50.53 |
| Low |
48.05 |
49.28 |
1.23 |
2.6% |
47.75 |
| Close |
49.35 |
50.33 |
0.98 |
2.0% |
50.33 |
| Range |
1.55 |
1.25 |
-0.30 |
-19.4% |
2.78 |
| ATR |
1.37 |
1.36 |
-0.01 |
-0.6% |
0.00 |
| Volume |
242,754 |
146,452 |
-96,302 |
-39.7% |
2,315,678 |
|
| Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.80 |
53.31 |
51.02 |
|
| R3 |
52.55 |
52.06 |
50.67 |
|
| R2 |
51.30 |
51.30 |
50.56 |
|
| R1 |
50.81 |
50.81 |
50.44 |
51.06 |
| PP |
50.05 |
50.05 |
50.05 |
50.17 |
| S1 |
49.56 |
49.56 |
50.22 |
49.81 |
| S2 |
48.80 |
48.80 |
50.10 |
|
| S3 |
47.55 |
48.31 |
49.99 |
|
| S4 |
46.30 |
47.06 |
49.64 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.88 |
56.88 |
51.86 |
|
| R3 |
55.10 |
54.10 |
51.09 |
|
| R2 |
52.32 |
52.32 |
50.84 |
|
| R1 |
51.32 |
51.32 |
50.58 |
51.82 |
| PP |
49.54 |
49.54 |
49.54 |
49.79 |
| S1 |
48.54 |
48.54 |
50.08 |
49.04 |
| S2 |
46.76 |
46.76 |
49.82 |
|
| S3 |
43.98 |
45.76 |
49.57 |
|
| S4 |
41.20 |
42.98 |
48.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.53 |
47.75 |
2.78 |
5.5% |
1.48 |
2.9% |
93% |
True |
False |
463,135 |
| 10 |
50.53 |
45.53 |
5.00 |
9.9% |
1.33 |
2.6% |
96% |
True |
False |
582,174 |
| 20 |
50.53 |
43.76 |
6.77 |
13.5% |
1.39 |
2.8% |
97% |
True |
False |
635,571 |
| 40 |
54.14 |
43.76 |
10.38 |
20.6% |
1.23 |
2.4% |
63% |
False |
False |
466,744 |
| 60 |
55.18 |
43.76 |
11.42 |
22.7% |
1.21 |
2.4% |
58% |
False |
False |
352,402 |
| 80 |
55.88 |
43.76 |
12.12 |
24.1% |
1.17 |
2.3% |
54% |
False |
False |
285,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.84 |
|
2.618 |
53.80 |
|
1.618 |
52.55 |
|
1.000 |
51.78 |
|
0.618 |
51.30 |
|
HIGH |
50.53 |
|
0.618 |
50.05 |
|
0.500 |
49.91 |
|
0.382 |
49.76 |
|
LOW |
49.28 |
|
0.618 |
48.51 |
|
1.000 |
48.03 |
|
1.618 |
47.26 |
|
2.618 |
46.01 |
|
4.250 |
43.97 |
|
|
| Fisher Pivots for day following 19-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.19 |
49.98 |
| PP |
50.05 |
49.63 |
| S1 |
49.91 |
49.28 |
|