NYMEX Light Sweet Crude Oil Future July 2017
Trading Metrics calculated at close of trading on 06-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
47.71 |
47.40 |
-0.31 |
-0.6% |
49.93 |
High |
48.42 |
48.40 |
-0.02 |
0.0% |
50.28 |
Low |
46.86 |
46.94 |
0.08 |
0.2% |
46.74 |
Close |
47.40 |
48.19 |
0.79 |
1.7% |
47.66 |
Range |
1.56 |
1.46 |
-0.10 |
-6.4% |
3.54 |
ATR |
1.48 |
1.48 |
0.00 |
-0.1% |
0.00 |
Volume |
710,199 |
825,056 |
114,857 |
16.2% |
3,019,770 |
|
Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.22 |
51.67 |
48.99 |
|
R3 |
50.76 |
50.21 |
48.59 |
|
R2 |
49.30 |
49.30 |
48.46 |
|
R1 |
48.75 |
48.75 |
48.32 |
49.03 |
PP |
47.84 |
47.84 |
47.84 |
47.98 |
S1 |
47.29 |
47.29 |
48.06 |
47.57 |
S2 |
46.38 |
46.38 |
47.92 |
|
S3 |
44.92 |
45.83 |
47.79 |
|
S4 |
43.46 |
44.37 |
47.39 |
|
|
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 |
49.71 |
46.74 |
2.97 |
6.2% |
1.54 |
3.2% |
49% |
False |
False |
778,307 |
10 |
52.00 |
46.74 |
5.26 |
10.9% |
1.64 |
3.4% |
28% |
False |
False |
778,681 |
20 |
52.00 |
45.92 |
6.08 |
12.6% |
1.45 |
3.0% |
37% |
False |
False |
582,017 |
40 |
54.45 |
44.13 |
10.32 |
21.4% |
1.36 |
2.8% |
39% |
False |
False |
360,941 |
60 |
54.45 |
44.13 |
10.32 |
21.4% |
1.24 |
2.6% |
39% |
False |
False |
260,568 |
80 |
55.64 |
44.13 |
11.51 |
23.9% |
1.20 |
2.5% |
35% |
False |
False |
204,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.61 |
2.618 |
52.22 |
1.618 |
50.76 |
1.000 |
49.86 |
0.618 |
49.30 |
HIGH |
48.40 |
0.618 |
47.84 |
0.500 |
47.67 |
0.382 |
47.50 |
LOW |
46.94 |
0.618 |
46.04 |
1.000 |
45.48 |
1.618 |
44.58 |
2.618 |
43.12 |
4.250 |
40.74 |
|
|
Fisher Pivots for day following 06-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
48.02 |
47.99 |
PP |
47.84 |
47.78 |
S1 |
47.67 |
47.58 |
|