NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 30-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
Open |
49.00 |
50.23 |
1.23 |
2.5% |
51.78 |
High |
50.18 |
50.53 |
0.35 |
0.7% |
52.22 |
Low |
48.44 |
49.27 |
0.83 |
1.7% |
48.44 |
Close |
50.05 |
49.91 |
-0.14 |
-0.3% |
50.05 |
Range |
1.74 |
1.26 |
-0.48 |
-27.6% |
3.78 |
ATR |
1.44 |
1.43 |
-0.01 |
-0.9% |
0.00 |
Volume |
128,497 |
111,364 |
-17,133 |
-13.3% |
695,487 |
|
Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.68 |
53.06 |
50.60 |
|
R3 |
52.42 |
51.80 |
50.26 |
|
R2 |
51.16 |
51.16 |
50.14 |
|
R1 |
50.54 |
50.54 |
50.03 |
50.22 |
PP |
49.90 |
49.90 |
49.90 |
49.75 |
S1 |
49.28 |
49.28 |
49.79 |
48.96 |
S2 |
48.64 |
48.64 |
49.68 |
|
S3 |
47.38 |
48.02 |
49.56 |
|
S4 |
46.12 |
46.76 |
49.22 |
|
|
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% |
1.71 |
3.4% |
39% |
False |
False |
142,040 |
10 |
52.22 |
48.44 |
3.78 |
7.6% |
1.48 |
3.0% |
39% |
False |
False |
113,623 |
20 |
52.22 |
44.45 |
7.77 |
15.6% |
1.53 |
3.1% |
70% |
False |
False |
91,979 |
40 |
54.63 |
44.45 |
10.18 |
20.4% |
1.28 |
2.6% |
54% |
False |
False |
69,408 |
60 |
55.15 |
44.45 |
10.70 |
21.4% |
1.22 |
2.4% |
51% |
False |
False |
56,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.89 |
2.618 |
53.83 |
1.618 |
52.57 |
1.000 |
51.79 |
0.618 |
51.31 |
HIGH |
50.53 |
0.618 |
50.05 |
0.500 |
49.90 |
0.382 |
49.75 |
LOW |
49.27 |
0.618 |
48.49 |
1.000 |
48.01 |
1.618 |
47.23 |
2.618 |
45.97 |
4.250 |
43.92 |
|
|
Fisher Pivots for day following 30-May-2017 |
Pivot |
1 day |
3 day |
R1 |
49.91 |
50.33 |
PP |
49.90 |
50.19 |
S1 |
49.90 |
50.05 |
|