NYMEX Light Sweet Crude Oil Future July 2017
Trading Metrics calculated at close of trading on 17-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
Open |
49.12 |
48.53 |
-0.59 |
-1.2% |
46.69 |
High |
49.69 |
49.84 |
0.15 |
0.3% |
48.58 |
Low |
48.51 |
48.37 |
-0.14 |
-0.3% |
45.92 |
Close |
49.00 |
49.41 |
0.41 |
0.8% |
48.17 |
Range |
1.18 |
1.47 |
0.29 |
24.6% |
2.66 |
ATR |
1.33 |
1.34 |
0.01 |
0.8% |
0.00 |
Volume |
293,864 |
418,356 |
124,492 |
42.4% |
1,295,602 |
|
Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.62 |
52.98 |
50.22 |
|
R3 |
52.15 |
51.51 |
49.81 |
|
R2 |
50.68 |
50.68 |
49.68 |
|
R1 |
50.04 |
50.04 |
49.54 |
50.36 |
PP |
49.21 |
49.21 |
49.21 |
49.37 |
S1 |
48.57 |
48.57 |
49.28 |
48.89 |
S2 |
47.74 |
47.74 |
49.14 |
|
S3 |
46.27 |
47.10 |
49.01 |
|
S4 |
44.80 |
45.63 |
48.60 |
|
|
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 |
47.70 |
2.27 |
4.6% |
1.23 |
2.5% |
75% |
False |
False |
292,077 |
10 |
49.97 |
44.13 |
5.84 |
11.8% |
1.57 |
3.2% |
90% |
False |
False |
283,018 |
20 |
51.74 |
44.13 |
7.61 |
15.4% |
1.37 |
2.8% |
69% |
False |
False |
210,593 |
40 |
54.45 |
44.13 |
10.32 |
20.9% |
1.20 |
2.4% |
51% |
False |
False |
141,171 |
60 |
55.62 |
44.13 |
11.49 |
23.3% |
1.17 |
2.4% |
46% |
False |
False |
108,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.09 |
2.618 |
53.69 |
1.618 |
52.22 |
1.000 |
51.31 |
0.618 |
50.75 |
HIGH |
49.84 |
0.618 |
49.28 |
0.500 |
49.11 |
0.382 |
48.93 |
LOW |
48.37 |
0.618 |
47.46 |
1.000 |
46.90 |
1.618 |
45.99 |
2.618 |
44.52 |
4.250 |
42.12 |
|
|
Fisher Pivots for day following 17-May-2017 |
Pivot |
1 day |
3 day |
R1 |
49.31 |
49.28 |
PP |
49.21 |
49.15 |
S1 |
49.11 |
49.03 |
|