NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 02-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
48.84 |
48.26 |
-0.58 |
-1.2% |
50.23 |
High |
49.40 |
48.42 |
-0.98 |
-2.0% |
50.53 |
Low |
48.15 |
46.98 |
-1.17 |
-2.4% |
46.98 |
Close |
48.60 |
47.87 |
-0.73 |
-1.5% |
47.87 |
Range |
1.25 |
1.44 |
0.19 |
15.2% |
3.55 |
ATR |
1.45 |
1.46 |
0.01 |
0.8% |
0.00 |
Volume |
149,702 |
154,530 |
4,828 |
3.2% |
568,051 |
|
Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.08 |
51.41 |
48.66 |
|
R3 |
50.64 |
49.97 |
48.27 |
|
R2 |
49.20 |
49.20 |
48.13 |
|
R1 |
48.53 |
48.53 |
48.00 |
48.15 |
PP |
47.76 |
47.76 |
47.76 |
47.56 |
S1 |
47.09 |
47.09 |
47.74 |
46.71 |
S2 |
46.32 |
46.32 |
47.61 |
|
S3 |
44.88 |
45.65 |
47.47 |
|
S4 |
43.44 |
44.21 |
47.08 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.11 |
57.04 |
49.82 |
|
R3 |
55.56 |
53.49 |
48.85 |
|
R2 |
52.01 |
52.01 |
48.52 |
|
R1 |
49.94 |
49.94 |
48.20 |
49.20 |
PP |
48.46 |
48.46 |
48.46 |
48.09 |
S1 |
46.39 |
46.39 |
47.54 |
45.65 |
S2 |
44.91 |
44.91 |
47.22 |
|
S3 |
41.36 |
42.84 |
46.89 |
|
S4 |
37.81 |
39.29 |
45.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.53 |
46.98 |
3.55 |
7.4% |
1.53 |
3.2% |
25% |
False |
True |
139,309 |
10 |
52.22 |
46.98 |
5.24 |
10.9% |
1.53 |
3.2% |
17% |
False |
True |
135,872 |
20 |
52.22 |
44.45 |
7.77 |
16.2% |
1.50 |
3.1% |
44% |
False |
False |
106,879 |
40 |
54.63 |
44.45 |
10.18 |
21.3% |
1.32 |
2.8% |
34% |
False |
False |
78,166 |
60 |
54.63 |
44.45 |
10.18 |
21.3% |
1.23 |
2.6% |
34% |
False |
False |
62,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.54 |
2.618 |
52.19 |
1.618 |
50.75 |
1.000 |
49.86 |
0.618 |
49.31 |
HIGH |
48.42 |
0.618 |
47.87 |
0.500 |
47.70 |
0.382 |
47.53 |
LOW |
46.98 |
0.618 |
46.09 |
1.000 |
45.54 |
1.618 |
44.65 |
2.618 |
43.21 |
4.250 |
40.86 |
|
|
Fisher Pivots for day following 02-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
47.81 |
48.47 |
PP |
47.76 |
48.27 |
S1 |
47.70 |
48.07 |
|