NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 24-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
Open |
51.29 |
51.71 |
0.42 |
0.8% |
48.37 |
High |
52.04 |
52.10 |
0.06 |
0.1% |
51.13 |
Low |
50.85 |
51.26 |
0.41 |
0.8% |
48.35 |
Close |
51.72 |
51.59 |
-0.13 |
-0.3% |
50.92 |
Range |
1.19 |
0.84 |
-0.35 |
-29.4% |
2.78 |
ATR |
1.29 |
1.26 |
-0.03 |
-2.5% |
0.00 |
Volume |
113,568 |
196,032 |
82,464 |
72.6% |
414,980 |
|
Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.17 |
53.72 |
52.05 |
|
R3 |
53.33 |
52.88 |
51.82 |
|
R2 |
52.49 |
52.49 |
51.74 |
|
R1 |
52.04 |
52.04 |
51.67 |
51.85 |
PP |
51.65 |
51.65 |
51.65 |
51.55 |
S1 |
51.20 |
51.20 |
51.51 |
51.01 |
S2 |
50.81 |
50.81 |
51.44 |
|
S3 |
49.97 |
50.36 |
51.36 |
|
S4 |
49.13 |
49.52 |
51.13 |
|
|
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 |
52.10 |
48.66 |
3.44 |
6.7% |
1.14 |
2.2% |
85% |
True |
False |
113,759 |
10 |
52.10 |
47.99 |
4.11 |
8.0% |
1.17 |
2.3% |
88% |
True |
False |
95,265 |
20 |
52.10 |
44.45 |
7.65 |
14.8% |
1.34 |
2.6% |
93% |
True |
False |
81,803 |
40 |
54.63 |
44.45 |
10.18 |
19.7% |
1.20 |
2.3% |
70% |
False |
False |
61,621 |
60 |
55.56 |
44.45 |
11.11 |
21.5% |
1.16 |
2.2% |
64% |
False |
False |
51,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.67 |
2.618 |
54.30 |
1.618 |
53.46 |
1.000 |
52.94 |
0.618 |
52.62 |
HIGH |
52.10 |
0.618 |
51.78 |
0.500 |
51.68 |
0.382 |
51.58 |
LOW |
51.26 |
0.618 |
50.74 |
1.000 |
50.42 |
1.618 |
49.90 |
2.618 |
49.06 |
4.250 |
47.69 |
|
|
Fisher Pivots for day following 24-May-2017 |
Pivot |
1 day |
3 day |
R1 |
51.68 |
51.55 |
PP |
51.65 |
51.51 |
S1 |
51.62 |
51.48 |
|