NYMEX Light Sweet Crude Oil Future July 2017
Trading Metrics calculated at close of trading on 02-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
48.63 |
48.04 |
-0.59 |
-1.2% |
49.93 |
High |
49.17 |
48.19 |
-0.98 |
-2.0% |
50.28 |
Low |
47.90 |
46.74 |
-1.16 |
-2.4% |
46.74 |
Close |
48.36 |
47.66 |
-0.70 |
-1.4% |
47.66 |
Range |
1.27 |
1.45 |
0.18 |
14.2% |
3.54 |
ATR |
1.46 |
1.48 |
0.01 |
0.8% |
0.00 |
Volume |
774,478 |
802,662 |
28,184 |
3.6% |
3,019,770 |
|
Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.88 |
51.22 |
48.46 |
|
R3 |
50.43 |
49.77 |
48.06 |
|
R2 |
48.98 |
48.98 |
47.93 |
|
R1 |
48.32 |
48.32 |
47.79 |
47.93 |
PP |
47.53 |
47.53 |
47.53 |
47.33 |
S1 |
46.87 |
46.87 |
47.53 |
46.48 |
S2 |
46.08 |
46.08 |
47.39 |
|
S3 |
44.63 |
45.42 |
47.26 |
|
S4 |
43.18 |
43.97 |
46.86 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.85 |
56.79 |
49.61 |
|
R3 |
55.31 |
53.25 |
48.63 |
|
R2 |
51.77 |
51.77 |
48.31 |
|
R1 |
49.71 |
49.71 |
47.98 |
48.97 |
PP |
48.23 |
48.23 |
48.23 |
47.86 |
S1 |
46.17 |
46.17 |
47.34 |
45.43 |
S2 |
44.69 |
44.69 |
47.01 |
|
S3 |
41.15 |
42.63 |
46.69 |
|
S4 |
37.61 |
39.09 |
45.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.28 |
46.74 |
3.54 |
7.4% |
1.54 |
3.2% |
26% |
False |
True |
756,738 |
10 |
52.00 |
46.74 |
5.26 |
11.0% |
1.53 |
3.2% |
17% |
False |
True |
746,849 |
20 |
52.00 |
44.13 |
7.87 |
16.5% |
1.51 |
3.2% |
45% |
False |
False |
533,502 |
40 |
54.45 |
44.13 |
10.32 |
21.7% |
1.34 |
2.8% |
34% |
False |
False |
326,682 |
60 |
54.45 |
44.13 |
10.32 |
21.7% |
1.26 |
2.6% |
34% |
False |
False |
236,817 |
80 |
55.64 |
44.13 |
11.51 |
24.2% |
1.18 |
2.5% |
31% |
False |
False |
186,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.35 |
2.618 |
51.99 |
1.618 |
50.54 |
1.000 |
49.64 |
0.618 |
49.09 |
HIGH |
48.19 |
0.618 |
47.64 |
0.500 |
47.47 |
0.382 |
47.29 |
LOW |
46.74 |
0.618 |
45.84 |
1.000 |
45.29 |
1.618 |
44.39 |
2.618 |
42.94 |
4.250 |
40.58 |
|
|
Fisher Pivots for day following 02-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
47.60 |
48.23 |
PP |
47.53 |
48.04 |
S1 |
47.47 |
47.85 |
|