NYMEX Light Sweet Crude Oil Future July 2017
Trading Metrics calculated at close of trading on 13-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
45.80 |
46.01 |
0.21 |
0.5% |
47.71 |
High |
46.71 |
46.57 |
-0.14 |
-0.3% |
48.42 |
Low |
45.66 |
45.56 |
-0.10 |
-0.2% |
45.20 |
Close |
46.08 |
46.46 |
0.38 |
0.8% |
45.83 |
Range |
1.05 |
1.01 |
-0.04 |
-3.8% |
3.22 |
ATR |
1.44 |
1.41 |
-0.03 |
-2.1% |
0.00 |
Volume |
666,765 |
783,320 |
116,555 |
17.5% |
4,381,210 |
|
Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.23 |
48.85 |
47.02 |
|
R3 |
48.22 |
47.84 |
46.74 |
|
R2 |
47.21 |
47.21 |
46.65 |
|
R1 |
46.83 |
46.83 |
46.55 |
47.02 |
PP |
46.20 |
46.20 |
46.20 |
46.29 |
S1 |
45.82 |
45.82 |
46.37 |
46.01 |
S2 |
45.19 |
45.19 |
46.27 |
|
S3 |
44.18 |
44.81 |
46.18 |
|
S4 |
43.17 |
43.80 |
45.90 |
|
|
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 |
48.23 |
45.20 |
3.03 |
6.5% |
1.31 |
2.8% |
42% |
False |
False |
859,208 |
10 |
49.71 |
45.20 |
4.51 |
9.7% |
1.43 |
3.1% |
28% |
False |
False |
818,757 |
20 |
52.00 |
45.20 |
6.80 |
14.6% |
1.45 |
3.1% |
19% |
False |
False |
730,668 |
40 |
53.65 |
44.13 |
9.52 |
20.5% |
1.43 |
3.1% |
24% |
False |
False |
457,785 |
60 |
54.45 |
44.13 |
10.32 |
22.2% |
1.27 |
2.7% |
23% |
False |
False |
327,943 |
80 |
55.64 |
44.13 |
11.51 |
24.8% |
1.23 |
2.6% |
20% |
False |
False |
256,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.86 |
2.618 |
49.21 |
1.618 |
48.20 |
1.000 |
47.58 |
0.618 |
47.19 |
HIGH |
46.57 |
0.618 |
46.18 |
0.500 |
46.07 |
0.382 |
45.95 |
LOW |
45.56 |
0.618 |
44.94 |
1.000 |
44.55 |
1.618 |
43.93 |
2.618 |
42.92 |
4.250 |
41.27 |
|
|
Fisher Pivots for day following 13-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
46.33 |
46.30 |
PP |
46.20 |
46.15 |
S1 |
46.07 |
45.99 |
|