NYMEX Light Sweet Crude Oil Future July 2017
Trading Metrics calculated at close of trading on 31-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
Open |
49.93 |
49.65 |
-0.28 |
-0.6% |
50.93 |
High |
50.28 |
49.71 |
-0.57 |
-1.1% |
52.00 |
Low |
49.03 |
47.73 |
-1.30 |
-2.7% |
48.18 |
Close |
49.66 |
48.32 |
-1.34 |
-2.7% |
49.80 |
Range |
1.25 |
1.98 |
0.73 |
58.4% |
3.82 |
ATR |
1.44 |
1.48 |
0.04 |
2.7% |
0.00 |
Volume |
663,486 |
779,144 |
115,658 |
17.4% |
3,796,099 |
|
Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.53 |
53.40 |
49.41 |
|
R3 |
52.55 |
51.42 |
48.86 |
|
R2 |
50.57 |
50.57 |
48.68 |
|
R1 |
49.44 |
49.44 |
48.50 |
49.02 |
PP |
48.59 |
48.59 |
48.59 |
48.37 |
S1 |
47.46 |
47.46 |
48.14 |
47.04 |
S2 |
46.61 |
46.61 |
47.96 |
|
S3 |
44.63 |
45.48 |
47.78 |
|
S4 |
42.65 |
43.50 |
47.23 |
|
|
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 |
47.73 |
4.27 |
8.8% |
1.88 |
3.9% |
14% |
False |
True |
818,056 |
10 |
52.00 |
47.73 |
4.27 |
8.8% |
1.56 |
3.2% |
14% |
False |
True |
691,107 |
20 |
52.00 |
44.13 |
7.87 |
16.3% |
1.54 |
3.2% |
53% |
False |
False |
474,970 |
40 |
54.45 |
44.13 |
10.32 |
21.4% |
1.34 |
2.8% |
41% |
False |
False |
290,852 |
60 |
54.95 |
44.13 |
10.82 |
22.4% |
1.27 |
2.6% |
39% |
False |
False |
212,131 |
80 |
55.96 |
44.13 |
11.83 |
24.5% |
1.18 |
2.4% |
35% |
False |
False |
167,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.13 |
2.618 |
54.89 |
1.618 |
52.91 |
1.000 |
51.69 |
0.618 |
50.93 |
HIGH |
49.71 |
0.618 |
48.95 |
0.500 |
48.72 |
0.382 |
48.49 |
LOW |
47.73 |
0.618 |
46.51 |
1.000 |
45.75 |
1.618 |
44.53 |
2.618 |
42.55 |
4.250 |
39.32 |
|
|
Fisher Pivots for day following 31-May-2017 |
Pivot |
1 day |
3 day |
R1 |
48.72 |
49.01 |
PP |
48.59 |
48.78 |
S1 |
48.45 |
48.55 |
|