NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 25-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
Open |
51.71 |
51.47 |
-0.24 |
-0.5% |
48.37 |
High |
52.10 |
52.22 |
0.12 |
0.2% |
51.13 |
Low |
51.26 |
48.70 |
-2.56 |
-5.0% |
48.35 |
Close |
51.59 |
49.14 |
-2.45 |
-4.7% |
50.92 |
Range |
0.84 |
3.52 |
2.68 |
319.0% |
2.78 |
ATR |
1.26 |
1.42 |
0.16 |
12.8% |
0.00 |
Volume |
196,032 |
160,742 |
-35,290 |
-18.0% |
414,980 |
|
Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.58 |
58.38 |
51.08 |
|
R3 |
57.06 |
54.86 |
50.11 |
|
R2 |
53.54 |
53.54 |
49.79 |
|
R1 |
51.34 |
51.34 |
49.46 |
50.68 |
PP |
50.02 |
50.02 |
50.02 |
49.69 |
S1 |
47.82 |
47.82 |
48.82 |
47.16 |
S2 |
46.50 |
46.50 |
48.49 |
|
S3 |
42.98 |
44.30 |
48.17 |
|
S4 |
39.46 |
40.78 |
47.20 |
|
|
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 |
52.22 |
48.70 |
3.52 |
7.2% |
1.54 |
3.1% |
13% |
True |
True |
132,436 |
10 |
52.22 |
47.99 |
4.23 |
8.6% |
1.44 |
2.9% |
27% |
True |
False |
104,530 |
20 |
52.22 |
44.45 |
7.77 |
15.8% |
1.46 |
3.0% |
60% |
True |
False |
84,820 |
40 |
54.63 |
44.45 |
10.18 |
20.7% |
1.26 |
2.6% |
46% |
False |
False |
65,042 |
60 |
55.15 |
44.45 |
10.70 |
21.8% |
1.21 |
2.5% |
44% |
False |
False |
53,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.18 |
2.618 |
61.44 |
1.618 |
57.92 |
1.000 |
55.74 |
0.618 |
54.40 |
HIGH |
52.22 |
0.618 |
50.88 |
0.500 |
50.46 |
0.382 |
50.04 |
LOW |
48.70 |
0.618 |
46.52 |
1.000 |
45.18 |
1.618 |
43.00 |
2.618 |
39.48 |
4.250 |
33.74 |
|
|
Fisher Pivots for day following 25-May-2017 |
Pivot |
1 day |
3 day |
R1 |
50.46 |
50.46 |
PP |
50.02 |
50.02 |
S1 |
49.58 |
49.58 |
|