NYMEX Light Sweet Crude Oil Future July 2017
Trading Metrics calculated at close of trading on 15-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
Open |
48.15 |
48.19 |
0.04 |
0.1% |
46.69 |
High |
48.44 |
49.97 |
1.53 |
3.2% |
48.58 |
Low |
47.70 |
48.08 |
0.38 |
0.8% |
45.92 |
Close |
48.17 |
49.16 |
0.99 |
2.1% |
48.17 |
Range |
0.74 |
1.89 |
1.15 |
155.4% |
2.66 |
ATR |
1.30 |
1.34 |
0.04 |
3.2% |
0.00 |
Volume |
207,145 |
295,658 |
88,513 |
42.7% |
1,295,602 |
|
Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.74 |
53.84 |
50.20 |
|
R3 |
52.85 |
51.95 |
49.68 |
|
R2 |
50.96 |
50.96 |
49.51 |
|
R1 |
50.06 |
50.06 |
49.33 |
50.51 |
PP |
49.07 |
49.07 |
49.07 |
49.30 |
S1 |
48.17 |
48.17 |
48.99 |
48.62 |
S2 |
47.18 |
47.18 |
48.81 |
|
S3 |
45.29 |
46.28 |
48.64 |
|
S4 |
43.40 |
44.39 |
48.12 |
|
|
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 |
49.97 |
45.92 |
4.05 |
8.2% |
1.29 |
2.6% |
80% |
True |
False |
264,603 |
10 |
49.97 |
44.13 |
5.84 |
11.9% |
1.59 |
3.2% |
86% |
True |
False |
243,947 |
20 |
53.65 |
44.13 |
9.52 |
19.4% |
1.41 |
2.9% |
53% |
False |
False |
184,901 |
40 |
54.45 |
44.13 |
10.32 |
21.0% |
1.19 |
2.4% |
49% |
False |
False |
126,580 |
60 |
55.64 |
44.13 |
11.51 |
23.4% |
1.15 |
2.3% |
44% |
False |
False |
98,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.00 |
2.618 |
54.92 |
1.618 |
53.03 |
1.000 |
51.86 |
0.618 |
51.14 |
HIGH |
49.97 |
0.618 |
49.25 |
0.500 |
49.03 |
0.382 |
48.80 |
LOW |
48.08 |
0.618 |
46.91 |
1.000 |
46.19 |
1.618 |
45.02 |
2.618 |
43.13 |
4.250 |
40.05 |
|
|
Fisher Pivots for day following 15-May-2017 |
Pivot |
1 day |
3 day |
R1 |
49.12 |
49.05 |
PP |
49.07 |
48.94 |
S1 |
49.03 |
48.84 |
|