NYMEX Light Sweet Crude Oil Future July 2017
| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
49.65 |
48.63 |
-1.02 |
-2.1% |
50.93 |
| High |
49.71 |
49.17 |
-0.54 |
-1.1% |
52.00 |
| Low |
47.73 |
47.90 |
0.17 |
0.4% |
48.18 |
| Close |
48.32 |
48.36 |
0.04 |
0.1% |
49.80 |
| Range |
1.98 |
1.27 |
-0.71 |
-35.9% |
3.82 |
| ATR |
1.48 |
1.46 |
-0.01 |
-1.0% |
0.00 |
| Volume |
779,144 |
774,478 |
-4,666 |
-0.6% |
3,796,099 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.29 |
51.59 |
49.06 |
|
| R3 |
51.02 |
50.32 |
48.71 |
|
| R2 |
49.75 |
49.75 |
48.59 |
|
| R1 |
49.05 |
49.05 |
48.48 |
48.77 |
| PP |
48.48 |
48.48 |
48.48 |
48.33 |
| S1 |
47.78 |
47.78 |
48.24 |
47.50 |
| S2 |
47.21 |
47.21 |
48.13 |
|
| S3 |
45.94 |
46.51 |
48.01 |
|
| S4 |
44.67 |
45.24 |
47.66 |
|
|
| 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% |
1.96 |
4.1% |
15% |
False |
False |
825,683 |
| 10 |
52.00 |
47.73 |
4.27 |
8.8% |
1.54 |
3.2% |
15% |
False |
False |
726,719 |
| 20 |
52.00 |
44.13 |
7.87 |
16.3% |
1.56 |
3.2% |
54% |
False |
False |
504,869 |
| 40 |
54.45 |
44.13 |
10.32 |
21.3% |
1.33 |
2.8% |
41% |
False |
False |
308,445 |
| 60 |
54.45 |
44.13 |
10.32 |
21.3% |
1.28 |
2.6% |
41% |
False |
False |
224,385 |
| 80 |
55.64 |
44.13 |
11.51 |
23.8% |
1.19 |
2.5% |
37% |
False |
False |
177,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.57 |
|
2.618 |
52.49 |
|
1.618 |
51.22 |
|
1.000 |
50.44 |
|
0.618 |
49.95 |
|
HIGH |
49.17 |
|
0.618 |
48.68 |
|
0.500 |
48.54 |
|
0.382 |
48.39 |
|
LOW |
47.90 |
|
0.618 |
47.12 |
|
1.000 |
46.63 |
|
1.618 |
45.85 |
|
2.618 |
44.58 |
|
4.250 |
42.50 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
48.54 |
49.01 |
| PP |
48.48 |
48.79 |
| S1 |
48.42 |
48.58 |
|