NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 05-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
48.26 |
47.94 |
-0.32 |
-0.7% |
50.23 |
High |
48.42 |
48.62 |
0.20 |
0.4% |
50.53 |
Low |
46.98 |
47.06 |
0.08 |
0.2% |
46.98 |
Close |
47.87 |
47.58 |
-0.29 |
-0.6% |
47.87 |
Range |
1.44 |
1.56 |
0.12 |
8.3% |
3.55 |
ATR |
1.46 |
1.47 |
0.01 |
0.5% |
0.00 |
Volume |
154,530 |
162,934 |
8,404 |
5.4% |
568,051 |
|
Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.43 |
51.57 |
48.44 |
|
R3 |
50.87 |
50.01 |
48.01 |
|
R2 |
49.31 |
49.31 |
47.87 |
|
R1 |
48.45 |
48.45 |
47.72 |
48.10 |
PP |
47.75 |
47.75 |
47.75 |
47.58 |
S1 |
46.89 |
46.89 |
47.44 |
46.54 |
S2 |
46.19 |
46.19 |
47.29 |
|
S3 |
44.63 |
45.33 |
47.15 |
|
S4 |
43.07 |
43.77 |
46.72 |
|
|
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 |
7.5% |
1.50 |
3.1% |
17% |
False |
False |
146,197 |
10 |
52.22 |
46.98 |
5.24 |
11.0% |
1.55 |
3.3% |
11% |
False |
False |
142,647 |
20 |
52.22 |
46.27 |
5.95 |
12.5% |
1.43 |
3.0% |
22% |
False |
False |
110,747 |
40 |
54.63 |
44.45 |
10.18 |
21.4% |
1.34 |
2.8% |
31% |
False |
False |
81,704 |
60 |
54.63 |
44.45 |
10.18 |
21.4% |
1.22 |
2.6% |
31% |
False |
False |
64,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.25 |
2.618 |
52.70 |
1.618 |
51.14 |
1.000 |
50.18 |
0.618 |
49.58 |
HIGH |
48.62 |
0.618 |
48.02 |
0.500 |
47.84 |
0.382 |
47.66 |
LOW |
47.06 |
0.618 |
46.10 |
1.000 |
45.50 |
1.618 |
44.54 |
2.618 |
42.98 |
4.250 |
40.43 |
|
|
Fisher Pivots for day following 05-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
47.84 |
48.19 |
PP |
47.75 |
47.99 |
S1 |
47.67 |
47.78 |
|