NYMEX Light Sweet Crude Oil Future July 2017
Trading Metrics calculated at close of trading on 16-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
44.69 |
44.25 |
-0.44 |
-1.0% |
45.80 |
High |
44.81 |
44.94 |
0.13 |
0.3% |
46.71 |
Low |
44.22 |
44.24 |
0.02 |
0.0% |
44.22 |
Close |
44.46 |
44.74 |
0.28 |
0.6% |
44.74 |
Range |
0.59 |
0.70 |
0.11 |
18.6% |
2.49 |
ATR |
1.39 |
1.34 |
-0.05 |
-3.5% |
0.00 |
Volume |
500,938 |
191,824 |
-309,114 |
-61.7% |
3,067,255 |
|
Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.74 |
46.44 |
45.13 |
|
R3 |
46.04 |
45.74 |
44.93 |
|
R2 |
45.34 |
45.34 |
44.87 |
|
R1 |
45.04 |
45.04 |
44.80 |
45.19 |
PP |
44.64 |
44.64 |
44.64 |
44.72 |
S1 |
44.34 |
44.34 |
44.68 |
44.49 |
S2 |
43.94 |
43.94 |
44.61 |
|
S3 |
43.24 |
43.64 |
44.55 |
|
S4 |
42.54 |
42.94 |
44.36 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.69 |
51.21 |
46.11 |
|
R3 |
50.20 |
48.72 |
45.42 |
|
R2 |
47.71 |
47.71 |
45.20 |
|
R1 |
46.23 |
46.23 |
44.97 |
45.73 |
PP |
45.22 |
45.22 |
45.22 |
44.97 |
S1 |
43.74 |
43.74 |
44.51 |
43.24 |
S2 |
42.73 |
42.73 |
44.28 |
|
S3 |
40.24 |
41.25 |
44.06 |
|
S4 |
37.75 |
38.76 |
43.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.71 |
44.22 |
2.49 |
5.6% |
1.06 |
2.4% |
21% |
False |
False |
613,451 |
10 |
48.42 |
44.22 |
4.20 |
9.4% |
1.28 |
2.9% |
12% |
False |
False |
744,846 |
20 |
52.00 |
44.22 |
7.78 |
17.4% |
1.41 |
3.1% |
7% |
False |
False |
745,847 |
40 |
52.00 |
44.13 |
7.87 |
17.6% |
1.41 |
3.1% |
8% |
False |
False |
490,865 |
60 |
54.45 |
44.13 |
10.32 |
23.1% |
1.27 |
2.8% |
6% |
False |
False |
351,450 |
80 |
55.62 |
44.13 |
11.49 |
25.7% |
1.23 |
2.8% |
5% |
False |
False |
275,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.92 |
2.618 |
46.77 |
1.618 |
46.07 |
1.000 |
45.64 |
0.618 |
45.37 |
HIGH |
44.94 |
0.618 |
44.67 |
0.500 |
44.59 |
0.382 |
44.51 |
LOW |
44.24 |
0.618 |
43.81 |
1.000 |
43.54 |
1.618 |
43.11 |
2.618 |
42.41 |
4.250 |
41.27 |
|
|
Fisher Pivots for day following 16-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
44.69 |
45.36 |
PP |
44.64 |
45.15 |
S1 |
44.59 |
44.95 |
|