NYMEX Light Sweet Crude Oil Future July 2017
| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
51.25 |
48.75 |
-2.50 |
-4.9% |
50.93 |
| High |
52.00 |
49.94 |
-2.06 |
-4.0% |
52.00 |
| Low |
48.45 |
48.18 |
-0.27 |
-0.6% |
48.18 |
| Close |
48.90 |
49.80 |
0.90 |
1.8% |
49.80 |
| Range |
3.55 |
1.76 |
-1.79 |
-50.4% |
3.82 |
| ATR |
1.43 |
1.46 |
0.02 |
1.6% |
0.00 |
| Volume |
1,147,389 |
763,920 |
-383,469 |
-33.4% |
3,796,099 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.59 |
53.95 |
50.77 |
|
| R3 |
52.83 |
52.19 |
50.28 |
|
| R2 |
51.07 |
51.07 |
50.12 |
|
| R1 |
50.43 |
50.43 |
49.96 |
50.75 |
| PP |
49.31 |
49.31 |
49.31 |
49.47 |
| S1 |
48.67 |
48.67 |
49.64 |
48.99 |
| S2 |
47.55 |
47.55 |
49.48 |
|
| S3 |
45.79 |
46.91 |
49.32 |
|
| S4 |
44.03 |
45.15 |
48.83 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.45 |
59.45 |
51.90 |
|
| R3 |
57.63 |
55.63 |
50.85 |
|
| R2 |
53.81 |
53.81 |
50.50 |
|
| R1 |
51.81 |
51.81 |
50.15 |
50.90 |
| PP |
49.99 |
49.99 |
49.99 |
49.54 |
| S1 |
47.99 |
47.99 |
49.45 |
47.08 |
| S2 |
46.17 |
46.17 |
49.10 |
|
| S3 |
42.35 |
44.17 |
48.75 |
|
| S4 |
38.53 |
40.35 |
47.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.00 |
48.18 |
3.82 |
7.7% |
1.61 |
3.2% |
42% |
False |
True |
759,219 |
| 10 |
52.00 |
48.08 |
3.92 |
7.9% |
1.55 |
3.1% |
44% |
False |
False |
605,796 |
| 20 |
52.00 |
44.13 |
7.87 |
15.8% |
1.51 |
3.0% |
72% |
False |
False |
415,684 |
| 40 |
54.45 |
44.13 |
10.32 |
20.7% |
1.30 |
2.6% |
55% |
False |
False |
257,598 |
| 60 |
54.95 |
44.13 |
10.82 |
21.7% |
1.25 |
2.5% |
52% |
False |
False |
188,972 |
| 80 |
56.13 |
44.13 |
12.00 |
24.1% |
1.16 |
2.3% |
47% |
False |
False |
150,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.42 |
|
2.618 |
54.55 |
|
1.618 |
52.79 |
|
1.000 |
51.70 |
|
0.618 |
51.03 |
|
HIGH |
49.94 |
|
0.618 |
49.27 |
|
0.500 |
49.06 |
|
0.382 |
48.85 |
|
LOW |
48.18 |
|
0.618 |
47.09 |
|
1.000 |
46.42 |
|
1.618 |
45.33 |
|
2.618 |
43.57 |
|
4.250 |
40.70 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.55 |
50.09 |
| PP |
49.31 |
49.99 |
| S1 |
49.06 |
49.90 |
|