NYMEX Light Sweet Crude Oil Future July 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 |
49.67 |
50.93 |
1.26 |
2.5% |
48.19 |
High |
50.90 |
51.43 |
0.53 |
1.0% |
50.90 |
Low |
49.60 |
50.75 |
1.15 |
2.3% |
48.08 |
Close |
50.67 |
51.13 |
0.46 |
0.9% |
50.67 |
Range |
1.30 |
0.68 |
-0.62 |
-47.7% |
2.82 |
ATR |
1.35 |
1.31 |
-0.04 |
-3.1% |
0.00 |
Volume |
652,624 |
564,310 |
-88,314 |
-13.5% |
2,261,868 |
|
Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.14 |
52.82 |
51.50 |
|
R3 |
52.46 |
52.14 |
51.32 |
|
R2 |
51.78 |
51.78 |
51.25 |
|
R1 |
51.46 |
51.46 |
51.19 |
51.62 |
PP |
51.10 |
51.10 |
51.10 |
51.19 |
S1 |
50.78 |
50.78 |
51.07 |
50.94 |
S2 |
50.42 |
50.42 |
51.01 |
|
S3 |
49.74 |
50.10 |
50.94 |
|
S4 |
49.06 |
49.42 |
50.76 |
|
|
Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.34 |
57.33 |
52.22 |
|
R3 |
55.52 |
54.51 |
51.45 |
|
R2 |
52.70 |
52.70 |
51.19 |
|
R1 |
51.69 |
51.69 |
50.93 |
52.20 |
PP |
49.88 |
49.88 |
49.88 |
50.14 |
S1 |
48.87 |
48.87 |
50.41 |
49.38 |
S2 |
47.06 |
47.06 |
50.15 |
|
S3 |
44.24 |
46.05 |
49.89 |
|
S4 |
41.42 |
43.23 |
49.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.43 |
48.37 |
3.06 |
6.0% |
1.24 |
2.4% |
90% |
True |
False |
506,104 |
10 |
51.43 |
45.92 |
5.51 |
10.8% |
1.26 |
2.5% |
95% |
True |
False |
385,353 |
20 |
51.43 |
44.13 |
7.30 |
14.3% |
1.36 |
2.7% |
96% |
True |
False |
286,473 |
40 |
54.45 |
44.13 |
10.32 |
20.2% |
1.22 |
2.4% |
68% |
False |
False |
182,440 |
60 |
55.43 |
44.13 |
11.30 |
22.1% |
1.18 |
2.3% |
62% |
False |
False |
137,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.32 |
2.618 |
53.21 |
1.618 |
52.53 |
1.000 |
52.11 |
0.618 |
51.85 |
HIGH |
51.43 |
0.618 |
51.17 |
0.500 |
51.09 |
0.382 |
51.01 |
LOW |
50.75 |
0.618 |
50.33 |
1.000 |
50.07 |
1.618 |
49.65 |
2.618 |
48.97 |
4.250 |
47.86 |
|
|
Fisher Pivots for day following 22-May-2017 |
Pivot |
1 day |
3 day |
R1 |
51.12 |
50.72 |
PP |
51.10 |
50.31 |
S1 |
51.09 |
49.91 |
|