NYMEX Light Sweet Crude Oil Future July 2017
Trading Metrics calculated at close of trading on 12-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
45.71 |
45.80 |
0.09 |
0.2% |
47.71 |
High |
46.18 |
46.71 |
0.53 |
1.1% |
48.42 |
Low |
45.27 |
45.66 |
0.39 |
0.9% |
45.20 |
Close |
45.83 |
46.08 |
0.25 |
0.5% |
45.83 |
Range |
0.91 |
1.05 |
0.14 |
15.4% |
3.22 |
ATR |
1.47 |
1.44 |
-0.03 |
-2.1% |
0.00 |
Volume |
735,933 |
666,765 |
-69,168 |
-9.4% |
4,381,210 |
|
Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.30 |
48.74 |
46.66 |
|
R3 |
48.25 |
47.69 |
46.37 |
|
R2 |
47.20 |
47.20 |
46.27 |
|
R1 |
46.64 |
46.64 |
46.18 |
46.92 |
PP |
46.15 |
46.15 |
46.15 |
46.29 |
S1 |
45.59 |
45.59 |
45.98 |
45.87 |
S2 |
45.10 |
45.10 |
45.89 |
|
S3 |
44.05 |
44.54 |
45.79 |
|
S4 |
43.00 |
43.49 |
45.50 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.14 |
54.21 |
47.60 |
|
R3 |
52.92 |
50.99 |
46.72 |
|
R2 |
49.70 |
49.70 |
46.42 |
|
R1 |
47.77 |
47.77 |
46.13 |
47.13 |
PP |
46.48 |
46.48 |
46.48 |
46.16 |
S1 |
44.55 |
44.55 |
45.53 |
43.91 |
S2 |
43.26 |
43.26 |
45.24 |
|
S3 |
40.04 |
41.33 |
44.94 |
|
S4 |
36.82 |
38.11 |
44.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.40 |
45.20 |
3.20 |
6.9% |
1.40 |
3.0% |
28% |
False |
False |
867,555 |
10 |
50.28 |
45.20 |
5.08 |
11.0% |
1.45 |
3.1% |
17% |
False |
False |
806,774 |
20 |
52.00 |
45.20 |
6.80 |
14.8% |
1.50 |
3.2% |
13% |
False |
False |
706,285 |
40 |
53.95 |
44.13 |
9.82 |
21.3% |
1.42 |
3.1% |
20% |
False |
False |
439,430 |
60 |
54.45 |
44.13 |
10.32 |
22.4% |
1.27 |
2.8% |
19% |
False |
False |
315,415 |
80 |
55.64 |
44.13 |
11.51 |
25.0% |
1.22 |
2.7% |
17% |
False |
False |
247,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.17 |
2.618 |
49.46 |
1.618 |
48.41 |
1.000 |
47.76 |
0.618 |
47.36 |
HIGH |
46.71 |
0.618 |
46.31 |
0.500 |
46.19 |
0.382 |
46.06 |
LOW |
45.66 |
0.618 |
45.01 |
1.000 |
44.61 |
1.618 |
43.96 |
2.618 |
42.91 |
4.250 |
41.20 |
|
|
Fisher Pivots for day following 12-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
46.19 |
46.04 |
PP |
46.15 |
46.00 |
S1 |
46.12 |
45.96 |
|