NYMEX Light Sweet Crude Oil Future July 2017
Trading Metrics calculated at close of trading on 07-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
47.40 |
47.98 |
0.58 |
1.2% |
49.93 |
High |
48.40 |
48.23 |
-0.17 |
-0.4% |
50.28 |
Low |
46.94 |
45.65 |
-1.29 |
-2.7% |
46.74 |
Close |
48.19 |
45.72 |
-2.47 |
-5.1% |
47.66 |
Range |
1.46 |
2.58 |
1.12 |
76.7% |
3.54 |
ATR |
1.48 |
1.56 |
0.08 |
5.3% |
0.00 |
Volume |
825,056 |
1,182,327 |
357,271 |
43.3% |
3,019,770 |
|
Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.27 |
52.58 |
47.14 |
|
R3 |
51.69 |
50.00 |
46.43 |
|
R2 |
49.11 |
49.11 |
46.19 |
|
R1 |
47.42 |
47.42 |
45.96 |
46.98 |
PP |
46.53 |
46.53 |
46.53 |
46.31 |
S1 |
44.84 |
44.84 |
45.48 |
44.40 |
S2 |
43.95 |
43.95 |
45.25 |
|
S3 |
41.37 |
42.26 |
45.01 |
|
S4 |
38.79 |
39.68 |
44.30 |
|
|
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 |
49.17 |
45.65 |
3.52 |
7.7% |
1.66 |
3.6% |
2% |
False |
True |
858,944 |
10 |
52.00 |
45.65 |
6.35 |
13.9% |
1.77 |
3.9% |
1% |
False |
True |
838,500 |
20 |
52.00 |
45.65 |
6.35 |
13.9% |
1.52 |
3.3% |
1% |
False |
True |
627,882 |
40 |
54.45 |
44.13 |
10.32 |
22.6% |
1.40 |
3.1% |
15% |
False |
False |
388,329 |
60 |
54.45 |
44.13 |
10.32 |
22.6% |
1.27 |
2.8% |
15% |
False |
False |
279,456 |
80 |
55.64 |
44.13 |
11.51 |
25.2% |
1.22 |
2.7% |
14% |
False |
False |
218,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.20 |
2.618 |
54.98 |
1.618 |
52.40 |
1.000 |
50.81 |
0.618 |
49.82 |
HIGH |
48.23 |
0.618 |
47.24 |
0.500 |
46.94 |
0.382 |
46.64 |
LOW |
45.65 |
0.618 |
44.06 |
1.000 |
43.07 |
1.618 |
41.48 |
2.618 |
38.90 |
4.250 |
34.69 |
|
|
Fisher Pivots for day following 07-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
46.94 |
47.04 |
PP |
46.53 |
46.60 |
S1 |
46.13 |
46.16 |
|