NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 26-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
Open |
51.47 |
49.00 |
-2.47 |
-4.8% |
51.78 |
High |
52.22 |
50.18 |
-2.04 |
-3.9% |
52.22 |
Low |
48.70 |
48.44 |
-0.26 |
-0.5% |
48.44 |
Close |
49.14 |
50.05 |
0.91 |
1.9% |
50.05 |
Range |
3.52 |
1.74 |
-1.78 |
-50.6% |
3.78 |
ATR |
1.42 |
1.44 |
0.02 |
1.6% |
0.00 |
Volume |
160,742 |
128,497 |
-32,245 |
-20.1% |
695,487 |
|
Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.78 |
54.15 |
51.01 |
|
R3 |
53.04 |
52.41 |
50.53 |
|
R2 |
51.30 |
51.30 |
50.37 |
|
R1 |
50.67 |
50.67 |
50.21 |
50.99 |
PP |
49.56 |
49.56 |
49.56 |
49.71 |
S1 |
48.93 |
48.93 |
49.89 |
49.25 |
S2 |
47.82 |
47.82 |
49.73 |
|
S3 |
46.08 |
47.19 |
49.57 |
|
S4 |
44.34 |
45.45 |
49.09 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.58 |
59.59 |
52.13 |
|
R3 |
57.80 |
55.81 |
51.09 |
|
R2 |
54.02 |
54.02 |
50.74 |
|
R1 |
52.03 |
52.03 |
50.40 |
51.14 |
PP |
50.24 |
50.24 |
50.24 |
49.79 |
S1 |
48.25 |
48.25 |
49.70 |
47.36 |
S2 |
46.46 |
46.46 |
49.36 |
|
S3 |
42.68 |
44.47 |
49.01 |
|
S4 |
38.90 |
40.69 |
47.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.22 |
48.44 |
3.78 |
7.6% |
1.61 |
3.2% |
43% |
False |
True |
139,097 |
10 |
52.22 |
48.35 |
3.87 |
7.7% |
1.54 |
3.1% |
44% |
False |
False |
111,046 |
20 |
52.22 |
44.45 |
7.77 |
15.5% |
1.50 |
3.0% |
72% |
False |
False |
88,621 |
40 |
54.63 |
44.45 |
10.18 |
20.3% |
1.27 |
2.5% |
55% |
False |
False |
67,409 |
60 |
55.15 |
44.45 |
10.70 |
21.4% |
1.21 |
2.4% |
52% |
False |
False |
55,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.58 |
2.618 |
54.74 |
1.618 |
53.00 |
1.000 |
51.92 |
0.618 |
51.26 |
HIGH |
50.18 |
0.618 |
49.52 |
0.500 |
49.31 |
0.382 |
49.10 |
LOW |
48.44 |
0.618 |
47.36 |
1.000 |
46.70 |
1.618 |
45.62 |
2.618 |
43.88 |
4.250 |
41.05 |
|
|
Fisher Pivots for day following 26-May-2017 |
Pivot |
1 day |
3 day |
R1 |
49.80 |
50.33 |
PP |
49.56 |
50.24 |
S1 |
49.31 |
50.14 |
|