NYMEX Light Sweet Crude Oil Future July 2017
Trading Metrics calculated at close of trading on 12-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
Open |
47.81 |
48.15 |
0.34 |
0.7% |
46.69 |
High |
48.58 |
48.44 |
-0.14 |
-0.3% |
48.58 |
Low |
47.73 |
47.70 |
-0.03 |
-0.1% |
45.92 |
Close |
48.20 |
48.17 |
-0.03 |
-0.1% |
48.17 |
Range |
0.85 |
0.74 |
-0.11 |
-12.9% |
2.66 |
ATR |
1.34 |
1.30 |
-0.04 |
-3.2% |
0.00 |
Volume |
245,363 |
207,145 |
-38,218 |
-15.6% |
1,295,602 |
|
Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.32 |
49.99 |
48.58 |
|
R3 |
49.58 |
49.25 |
48.37 |
|
R2 |
48.84 |
48.84 |
48.31 |
|
R1 |
48.51 |
48.51 |
48.24 |
48.68 |
PP |
48.10 |
48.10 |
48.10 |
48.19 |
S1 |
47.77 |
47.77 |
48.10 |
47.94 |
S2 |
47.36 |
47.36 |
48.03 |
|
S3 |
46.62 |
47.03 |
47.97 |
|
S4 |
45.88 |
46.29 |
47.76 |
|
|
Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.54 |
54.51 |
49.63 |
|
R3 |
52.88 |
51.85 |
48.90 |
|
R2 |
50.22 |
50.22 |
48.66 |
|
R1 |
49.19 |
49.19 |
48.41 |
49.71 |
PP |
47.56 |
47.56 |
47.56 |
47.81 |
S1 |
46.53 |
46.53 |
47.93 |
47.05 |
S2 |
44.90 |
44.90 |
47.68 |
|
S3 |
42.24 |
43.87 |
47.44 |
|
S4 |
39.58 |
41.21 |
46.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.58 |
45.92 |
2.66 |
5.5% |
1.17 |
2.4% |
85% |
False |
False |
259,120 |
10 |
49.61 |
44.13 |
5.48 |
11.4% |
1.47 |
3.1% |
74% |
False |
False |
225,572 |
20 |
53.95 |
44.13 |
9.82 |
20.4% |
1.34 |
2.8% |
41% |
False |
False |
172,574 |
40 |
54.45 |
44.13 |
10.32 |
21.4% |
1.15 |
2.4% |
39% |
False |
False |
119,980 |
60 |
55.64 |
44.13 |
11.51 |
23.9% |
1.13 |
2.4% |
35% |
False |
False |
94,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.59 |
2.618 |
50.38 |
1.618 |
49.64 |
1.000 |
49.18 |
0.618 |
48.90 |
HIGH |
48.44 |
0.618 |
48.16 |
0.500 |
48.07 |
0.382 |
47.98 |
LOW |
47.70 |
0.618 |
47.24 |
1.000 |
46.96 |
1.618 |
46.50 |
2.618 |
45.76 |
4.250 |
44.56 |
|
|
Fisher Pivots for day following 12-May-2017 |
Pivot |
1 day |
3 day |
R1 |
48.14 |
47.94 |
PP |
48.10 |
47.72 |
S1 |
48.07 |
47.49 |
|