NYMEX Light Sweet Crude Oil Future July 2017
| Trading Metrics calculated at close of trading on 30-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
| Open |
48.75 |
49.93 |
1.18 |
2.4% |
50.93 |
| High |
49.94 |
50.28 |
0.34 |
0.7% |
52.00 |
| Low |
48.18 |
49.03 |
0.85 |
1.8% |
48.18 |
| Close |
49.80 |
49.66 |
-0.14 |
-0.3% |
49.80 |
| Range |
1.76 |
1.25 |
-0.51 |
-29.0% |
3.82 |
| ATR |
1.46 |
1.44 |
-0.01 |
-1.0% |
0.00 |
| Volume |
763,920 |
663,486 |
-100,434 |
-13.1% |
3,796,099 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.41 |
52.78 |
50.35 |
|
| R3 |
52.16 |
51.53 |
50.00 |
|
| R2 |
50.91 |
50.91 |
49.89 |
|
| R1 |
50.28 |
50.28 |
49.77 |
49.97 |
| PP |
49.66 |
49.66 |
49.66 |
49.50 |
| S1 |
49.03 |
49.03 |
49.55 |
48.72 |
| S2 |
48.41 |
48.41 |
49.43 |
|
| S3 |
47.16 |
47.78 |
49.32 |
|
| S4 |
45.91 |
46.53 |
48.97 |
|
|
| 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% |
1.73 |
3.5% |
39% |
False |
False |
779,055 |
| 10 |
52.00 |
48.18 |
3.82 |
7.7% |
1.48 |
3.0% |
39% |
False |
False |
642,579 |
| 20 |
52.00 |
44.13 |
7.87 |
15.8% |
1.54 |
3.1% |
70% |
False |
False |
443,263 |
| 40 |
54.45 |
44.13 |
10.32 |
20.8% |
1.30 |
2.6% |
54% |
False |
False |
272,827 |
| 60 |
54.95 |
44.13 |
10.82 |
21.8% |
1.26 |
2.5% |
51% |
False |
False |
199,664 |
| 80 |
55.98 |
44.13 |
11.85 |
23.9% |
1.17 |
2.4% |
47% |
False |
False |
158,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.59 |
|
2.618 |
53.55 |
|
1.618 |
52.30 |
|
1.000 |
51.53 |
|
0.618 |
51.05 |
|
HIGH |
50.28 |
|
0.618 |
49.80 |
|
0.500 |
49.66 |
|
0.382 |
49.51 |
|
LOW |
49.03 |
|
0.618 |
48.26 |
|
1.000 |
47.78 |
|
1.618 |
47.01 |
|
2.618 |
45.76 |
|
4.250 |
43.72 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.66 |
50.09 |
| PP |
49.66 |
49.95 |
| S1 |
49.66 |
49.80 |
|