NYMEX Light Sweet Crude Oil Future July 2017
Trading Metrics calculated at close of trading on 19-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
44.25 |
44.68 |
0.43 |
1.0% |
45.80 |
High |
44.94 |
45.06 |
0.12 |
0.3% |
46.71 |
Low |
44.24 |
44.05 |
-0.19 |
-0.4% |
44.22 |
Close |
44.74 |
44.20 |
-0.54 |
-1.2% |
44.74 |
Range |
0.70 |
1.01 |
0.31 |
44.3% |
2.49 |
ATR |
1.34 |
1.32 |
-0.02 |
-1.8% |
0.00 |
Volume |
191,824 |
123,943 |
-67,881 |
-35.4% |
3,067,255 |
|
Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.47 |
46.84 |
44.76 |
|
R3 |
46.46 |
45.83 |
44.48 |
|
R2 |
45.45 |
45.45 |
44.39 |
|
R1 |
44.82 |
44.82 |
44.29 |
44.63 |
PP |
44.44 |
44.44 |
44.44 |
44.34 |
S1 |
43.81 |
43.81 |
44.11 |
43.62 |
S2 |
43.43 |
43.43 |
44.01 |
|
S3 |
42.42 |
42.80 |
43.92 |
|
S4 |
41.41 |
41.79 |
43.64 |
|
|
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 |
46.57 |
44.05 |
2.52 |
5.7% |
1.05 |
2.4% |
6% |
False |
True |
504,886 |
10 |
48.40 |
44.05 |
4.35 |
9.8% |
1.22 |
2.8% |
3% |
False |
True |
686,220 |
20 |
52.00 |
44.05 |
7.95 |
18.0% |
1.39 |
3.1% |
2% |
False |
True |
719,413 |
40 |
52.00 |
44.05 |
7.95 |
18.0% |
1.39 |
3.1% |
2% |
False |
True |
491,116 |
60 |
54.45 |
44.05 |
10.40 |
23.5% |
1.28 |
2.9% |
1% |
False |
True |
352,820 |
80 |
55.43 |
44.05 |
11.38 |
25.7% |
1.23 |
2.8% |
1% |
False |
True |
276,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.35 |
2.618 |
47.70 |
1.618 |
46.69 |
1.000 |
46.07 |
0.618 |
45.68 |
HIGH |
45.06 |
0.618 |
44.67 |
0.500 |
44.56 |
0.382 |
44.44 |
LOW |
44.05 |
0.618 |
43.43 |
1.000 |
43.04 |
1.618 |
42.42 |
2.618 |
41.41 |
4.250 |
39.76 |
|
|
Fisher Pivots for day following 19-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
44.56 |
44.56 |
PP |
44.44 |
44.44 |
S1 |
44.32 |
44.32 |
|