NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 31-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
Open |
50.23 |
49.88 |
-0.35 |
-0.7% |
51.78 |
High |
50.53 |
49.95 |
-0.58 |
-1.1% |
52.22 |
Low |
49.27 |
47.98 |
-1.29 |
-2.6% |
48.44 |
Close |
49.91 |
48.56 |
-1.35 |
-2.7% |
50.05 |
Range |
1.26 |
1.97 |
0.71 |
56.3% |
3.78 |
ATR |
1.43 |
1.47 |
0.04 |
2.7% |
0.00 |
Volume |
111,364 |
152,455 |
41,091 |
36.9% |
695,487 |
|
Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.74 |
53.62 |
49.64 |
|
R3 |
52.77 |
51.65 |
49.10 |
|
R2 |
50.80 |
50.80 |
48.92 |
|
R1 |
49.68 |
49.68 |
48.74 |
49.26 |
PP |
48.83 |
48.83 |
48.83 |
48.62 |
S1 |
47.71 |
47.71 |
48.38 |
47.29 |
S2 |
46.86 |
46.86 |
48.20 |
|
S3 |
44.89 |
45.74 |
48.02 |
|
S4 |
42.92 |
43.77 |
47.48 |
|
|
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 |
47.98 |
4.24 |
8.7% |
1.87 |
3.8% |
14% |
False |
True |
149,818 |
10 |
52.22 |
47.98 |
4.24 |
8.7% |
1.56 |
3.2% |
14% |
False |
True |
120,283 |
20 |
52.22 |
44.45 |
7.77 |
16.0% |
1.53 |
3.1% |
53% |
False |
False |
97,233 |
40 |
54.63 |
44.45 |
10.18 |
21.0% |
1.31 |
2.7% |
40% |
False |
False |
72,374 |
60 |
55.15 |
44.45 |
10.70 |
22.0% |
1.24 |
2.6% |
38% |
False |
False |
58,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.32 |
2.618 |
55.11 |
1.618 |
53.14 |
1.000 |
51.92 |
0.618 |
51.17 |
HIGH |
49.95 |
0.618 |
49.20 |
0.500 |
48.97 |
0.382 |
48.73 |
LOW |
47.98 |
0.618 |
46.76 |
1.000 |
46.01 |
1.618 |
44.79 |
2.618 |
42.82 |
4.250 |
39.61 |
|
|
Fisher Pivots for day following 31-May-2017 |
Pivot |
1 day |
3 day |
R1 |
48.97 |
49.26 |
PP |
48.83 |
49.02 |
S1 |
48.70 |
48.79 |
|