NYMEX Light Sweet Crude Oil Future June 2017
| Trading Metrics calculated at close of trading on 22-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2017 |
22-May-2017 |
Change |
Change % |
Previous Week |
| Open |
49.28 |
50.60 |
1.32 |
2.7% |
47.85 |
| High |
50.53 |
51.06 |
0.53 |
1.0% |
50.53 |
| Low |
49.28 |
50.42 |
1.14 |
2.3% |
47.75 |
| Close |
50.33 |
50.73 |
0.40 |
0.8% |
50.33 |
| Range |
1.25 |
0.64 |
-0.61 |
-48.8% |
2.78 |
| ATR |
1.36 |
1.31 |
-0.04 |
-3.3% |
0.00 |
| Volume |
146,452 |
30,006 |
-116,446 |
-79.5% |
2,315,678 |
|
| Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.66 |
52.33 |
51.08 |
|
| R3 |
52.02 |
51.69 |
50.91 |
|
| R2 |
51.38 |
51.38 |
50.85 |
|
| R1 |
51.05 |
51.05 |
50.79 |
51.22 |
| PP |
50.74 |
50.74 |
50.74 |
50.82 |
| S1 |
50.41 |
50.41 |
50.67 |
50.58 |
| S2 |
50.10 |
50.10 |
50.61 |
|
| S3 |
49.46 |
49.77 |
50.55 |
|
| S4 |
48.82 |
49.13 |
50.38 |
|
|
| 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 |
51.06 |
48.03 |
3.03 |
6.0% |
1.22 |
2.4% |
89% |
True |
False |
331,706 |
| 10 |
51.06 |
45.53 |
5.53 |
10.9% |
1.27 |
2.5% |
94% |
True |
False |
506,669 |
| 20 |
51.06 |
43.76 |
7.30 |
14.4% |
1.36 |
2.7% |
95% |
True |
False |
611,176 |
| 40 |
54.14 |
43.76 |
10.38 |
20.5% |
1.23 |
2.4% |
67% |
False |
False |
464,283 |
| 60 |
55.18 |
43.76 |
11.42 |
22.5% |
1.20 |
2.4% |
61% |
False |
False |
351,844 |
| 80 |
55.88 |
43.76 |
12.12 |
23.9% |
1.16 |
2.3% |
58% |
False |
False |
285,308 |
| 100 |
57.95 |
43.76 |
14.19 |
28.0% |
1.18 |
2.3% |
49% |
False |
False |
241,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.78 |
|
2.618 |
52.74 |
|
1.618 |
52.10 |
|
1.000 |
51.70 |
|
0.618 |
51.46 |
|
HIGH |
51.06 |
|
0.618 |
50.82 |
|
0.500 |
50.74 |
|
0.382 |
50.66 |
|
LOW |
50.42 |
|
0.618 |
50.02 |
|
1.000 |
49.78 |
|
1.618 |
49.38 |
|
2.618 |
48.74 |
|
4.250 |
47.70 |
|
|
| Fisher Pivots for day following 22-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.74 |
50.34 |
| PP |
50.74 |
49.95 |
| S1 |
50.73 |
49.56 |
|