NYMEX Light Sweet Crude Oil Future July 2017
Trading Metrics calculated at close of trading on 08-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
47.98 |
45.85 |
-2.13 |
-4.4% |
49.93 |
High |
48.23 |
46.18 |
-2.05 |
-4.3% |
50.28 |
Low |
45.65 |
45.20 |
-0.45 |
-1.0% |
46.74 |
Close |
45.72 |
45.64 |
-0.08 |
-0.2% |
47.66 |
Range |
2.58 |
0.98 |
-1.60 |
-62.0% |
3.54 |
ATR |
1.56 |
1.52 |
-0.04 |
-2.7% |
0.00 |
Volume |
1,182,327 |
927,695 |
-254,632 |
-21.5% |
3,019,770 |
|
Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.61 |
48.11 |
46.18 |
|
R3 |
47.63 |
47.13 |
45.91 |
|
R2 |
46.65 |
46.65 |
45.82 |
|
R1 |
46.15 |
46.15 |
45.73 |
45.91 |
PP |
45.67 |
45.67 |
45.67 |
45.56 |
S1 |
45.17 |
45.17 |
45.55 |
44.93 |
S2 |
44.69 |
44.69 |
45.46 |
|
S3 |
43.71 |
44.19 |
45.37 |
|
S4 |
42.73 |
43.21 |
45.10 |
|
|
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 |
48.42 |
45.20 |
3.22 |
7.1% |
1.61 |
3.5% |
14% |
False |
True |
889,587 |
10 |
52.00 |
45.20 |
6.80 |
14.9% |
1.78 |
3.9% |
6% |
False |
True |
857,635 |
20 |
52.00 |
45.20 |
6.80 |
14.9% |
1.48 |
3.2% |
6% |
False |
True |
658,776 |
40 |
54.45 |
44.13 |
10.32 |
22.6% |
1.41 |
3.1% |
15% |
False |
False |
409,208 |
60 |
54.45 |
44.13 |
10.32 |
22.6% |
1.26 |
2.8% |
15% |
False |
False |
293,832 |
80 |
55.64 |
44.13 |
11.51 |
25.2% |
1.22 |
2.7% |
13% |
False |
False |
230,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.35 |
2.618 |
48.75 |
1.618 |
47.77 |
1.000 |
47.16 |
0.618 |
46.79 |
HIGH |
46.18 |
0.618 |
45.81 |
0.500 |
45.69 |
0.382 |
45.57 |
LOW |
45.20 |
0.618 |
44.59 |
1.000 |
44.22 |
1.618 |
43.61 |
2.618 |
42.63 |
4.250 |
41.04 |
|
|
Fisher Pivots for day following 08-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
45.69 |
46.80 |
PP |
45.67 |
46.41 |
S1 |
45.66 |
46.03 |
|