NYMEX Light Sweet Crude Oil Future July 2017
Trading Metrics calculated at close of trading on 20-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
44.68 |
44.11 |
-0.57 |
-1.3% |
45.80 |
High |
45.06 |
44.40 |
-0.66 |
-1.5% |
46.71 |
Low |
44.05 |
42.75 |
-1.30 |
-3.0% |
44.22 |
Close |
44.20 |
43.23 |
-0.97 |
-2.2% |
44.74 |
Range |
1.01 |
1.65 |
0.64 |
63.4% |
2.49 |
ATR |
1.32 |
1.34 |
0.02 |
1.8% |
0.00 |
Volume |
123,943 |
23,517 |
-100,426 |
-81.0% |
3,067,255 |
|
Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.41 |
47.47 |
44.14 |
|
R3 |
46.76 |
45.82 |
43.68 |
|
R2 |
45.11 |
45.11 |
43.53 |
|
R1 |
44.17 |
44.17 |
43.38 |
43.82 |
PP |
43.46 |
43.46 |
43.46 |
43.28 |
S1 |
42.52 |
42.52 |
43.08 |
42.17 |
S2 |
41.81 |
41.81 |
42.93 |
|
S3 |
40.16 |
40.87 |
42.78 |
|
S4 |
38.51 |
39.22 |
42.32 |
|
|
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 |
46.49 |
42.75 |
3.74 |
8.7% |
1.18 |
2.7% |
13% |
False |
True |
352,926 |
10 |
48.23 |
42.75 |
5.48 |
12.7% |
1.24 |
2.9% |
9% |
False |
True |
606,067 |
20 |
52.00 |
42.75 |
9.25 |
21.4% |
1.44 |
3.3% |
5% |
False |
True |
692,374 |
40 |
52.00 |
42.75 |
9.25 |
21.4% |
1.40 |
3.2% |
5% |
False |
True |
489,423 |
60 |
54.45 |
42.75 |
11.70 |
27.1% |
1.29 |
3.0% |
4% |
False |
True |
352,418 |
80 |
55.43 |
42.75 |
12.68 |
29.3% |
1.24 |
2.9% |
4% |
False |
True |
276,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.41 |
2.618 |
48.72 |
1.618 |
47.07 |
1.000 |
46.05 |
0.618 |
45.42 |
HIGH |
44.40 |
0.618 |
43.77 |
0.500 |
43.58 |
0.382 |
43.38 |
LOW |
42.75 |
0.618 |
41.73 |
1.000 |
41.10 |
1.618 |
40.08 |
2.618 |
38.43 |
4.250 |
35.74 |
|
|
Fisher Pivots for day following 20-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
43.58 |
43.91 |
PP |
43.46 |
43.68 |
S1 |
43.35 |
43.46 |
|