NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 23-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
Open |
51.78 |
51.29 |
-0.49 |
-0.9% |
48.37 |
High |
51.78 |
52.04 |
0.26 |
0.5% |
51.13 |
Low |
51.03 |
50.85 |
-0.18 |
-0.4% |
48.35 |
Close |
51.40 |
51.72 |
0.32 |
0.6% |
50.92 |
Range |
0.75 |
1.19 |
0.44 |
58.7% |
2.78 |
ATR |
1.30 |
1.29 |
-0.01 |
-0.6% |
0.00 |
Volume |
96,648 |
113,568 |
16,920 |
17.5% |
414,980 |
|
Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.11 |
54.60 |
52.37 |
|
R3 |
53.92 |
53.41 |
52.05 |
|
R2 |
52.73 |
52.73 |
51.94 |
|
R1 |
52.22 |
52.22 |
51.83 |
52.48 |
PP |
51.54 |
51.54 |
51.54 |
51.66 |
S1 |
51.03 |
51.03 |
51.61 |
51.29 |
S2 |
50.35 |
50.35 |
51.50 |
|
S3 |
49.16 |
49.84 |
51.39 |
|
S4 |
47.97 |
48.65 |
51.07 |
|
|
Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.47 |
57.48 |
52.45 |
|
R3 |
55.69 |
54.70 |
51.68 |
|
R2 |
52.91 |
52.91 |
51.43 |
|
R1 |
51.92 |
51.92 |
51.17 |
52.42 |
PP |
50.13 |
50.13 |
50.13 |
50.38 |
S1 |
49.14 |
49.14 |
50.67 |
49.64 |
S2 |
47.35 |
47.35 |
50.41 |
|
S3 |
44.57 |
46.36 |
50.16 |
|
S4 |
41.79 |
43.58 |
49.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.04 |
48.66 |
3.38 |
6.5% |
1.26 |
2.4% |
91% |
True |
False |
90,749 |
10 |
52.04 |
46.74 |
5.30 |
10.2% |
1.26 |
2.4% |
94% |
True |
False |
83,812 |
20 |
52.04 |
44.45 |
7.59 |
14.7% |
1.36 |
2.6% |
96% |
True |
False |
74,561 |
40 |
54.63 |
44.45 |
10.18 |
19.7% |
1.20 |
2.3% |
71% |
False |
False |
57,429 |
60 |
55.56 |
44.45 |
11.11 |
21.5% |
1.16 |
2.2% |
65% |
False |
False |
48,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.10 |
2.618 |
55.16 |
1.618 |
53.97 |
1.000 |
53.23 |
0.618 |
52.78 |
HIGH |
52.04 |
0.618 |
51.59 |
0.500 |
51.45 |
0.382 |
51.30 |
LOW |
50.85 |
0.618 |
50.11 |
1.000 |
49.66 |
1.618 |
48.92 |
2.618 |
47.73 |
4.250 |
45.79 |
|
|
Fisher Pivots for day following 23-May-2017 |
Pivot |
1 day |
3 day |
R1 |
51.63 |
51.45 |
PP |
51.54 |
51.17 |
S1 |
51.45 |
50.90 |
|