NYMEX Light Sweet Crude Oil Future July 2017
| Trading Metrics calculated at close of trading on 23-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
| Open |
50.93 |
51.04 |
0.11 |
0.2% |
48.19 |
| High |
51.43 |
51.79 |
0.36 |
0.7% |
50.90 |
| Low |
50.75 |
50.57 |
-0.18 |
-0.4% |
48.08 |
| Close |
51.13 |
51.47 |
0.34 |
0.7% |
50.67 |
| Range |
0.68 |
1.22 |
0.54 |
79.4% |
2.82 |
| ATR |
1.31 |
1.30 |
-0.01 |
-0.5% |
0.00 |
| Volume |
564,310 |
584,139 |
19,829 |
3.5% |
2,261,868 |
|
| Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.94 |
54.42 |
52.14 |
|
| R3 |
53.72 |
53.20 |
51.81 |
|
| R2 |
52.50 |
52.50 |
51.69 |
|
| R1 |
51.98 |
51.98 |
51.58 |
52.24 |
| PP |
51.28 |
51.28 |
51.28 |
51.41 |
| S1 |
50.76 |
50.76 |
51.36 |
51.02 |
| S2 |
50.06 |
50.06 |
51.25 |
|
| S3 |
48.84 |
49.54 |
51.13 |
|
| S4 |
47.62 |
48.32 |
50.80 |
|
|
| 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 |
51.79 |
48.37 |
3.42 |
6.6% |
1.24 |
2.4% |
91% |
True |
False |
564,159 |
| 10 |
51.79 |
46.40 |
5.39 |
10.5% |
1.26 |
2.4% |
94% |
True |
False |
417,264 |
| 20 |
51.79 |
44.13 |
7.66 |
14.9% |
1.37 |
2.7% |
96% |
True |
False |
310,188 |
| 40 |
54.45 |
44.13 |
10.32 |
20.1% |
1.22 |
2.4% |
71% |
False |
False |
196,020 |
| 60 |
55.43 |
44.13 |
11.30 |
22.0% |
1.19 |
2.3% |
65% |
False |
False |
146,703 |
| 80 |
56.13 |
44.13 |
12.00 |
23.3% |
1.13 |
2.2% |
61% |
False |
False |
117,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.98 |
|
2.618 |
54.98 |
|
1.618 |
53.76 |
|
1.000 |
53.01 |
|
0.618 |
52.54 |
|
HIGH |
51.79 |
|
0.618 |
51.32 |
|
0.500 |
51.18 |
|
0.382 |
51.04 |
|
LOW |
50.57 |
|
0.618 |
49.82 |
|
1.000 |
49.35 |
|
1.618 |
48.60 |
|
2.618 |
47.38 |
|
4.250 |
45.39 |
|
|
| Fisher Pivots for day following 23-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.37 |
51.21 |
| PP |
51.28 |
50.95 |
| S1 |
51.18 |
50.70 |
|