NYMEX Light Sweet Crude Oil Future August 2017
| Trading Metrics calculated at close of trading on 06-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
47.94 |
47.55 |
-0.39 |
-0.8% |
50.23 |
| High |
48.62 |
48.54 |
-0.08 |
-0.2% |
50.53 |
| Low |
47.06 |
47.12 |
0.06 |
0.1% |
46.98 |
| Close |
47.58 |
48.34 |
0.76 |
1.6% |
47.87 |
| Range |
1.56 |
1.42 |
-0.14 |
-9.0% |
3.55 |
| ATR |
1.47 |
1.47 |
0.00 |
-0.3% |
0.00 |
| Volume |
162,934 |
217,180 |
54,246 |
33.3% |
568,051 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.26 |
51.72 |
49.12 |
|
| R3 |
50.84 |
50.30 |
48.73 |
|
| R2 |
49.42 |
49.42 |
48.60 |
|
| R1 |
48.88 |
48.88 |
48.47 |
49.15 |
| PP |
48.00 |
48.00 |
48.00 |
48.14 |
| S1 |
47.46 |
47.46 |
48.21 |
47.73 |
| S2 |
46.58 |
46.58 |
48.08 |
|
| S3 |
45.16 |
46.04 |
47.95 |
|
| S4 |
43.74 |
44.62 |
47.56 |
|
|
| 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 |
49.95 |
46.98 |
2.97 |
6.1% |
1.53 |
3.2% |
46% |
False |
False |
167,360 |
| 10 |
52.22 |
46.98 |
5.24 |
10.8% |
1.62 |
3.3% |
26% |
False |
False |
154,700 |
| 20 |
52.22 |
46.27 |
5.95 |
12.3% |
1.44 |
3.0% |
35% |
False |
False |
117,054 |
| 40 |
54.63 |
44.45 |
10.18 |
21.1% |
1.34 |
2.8% |
38% |
False |
False |
85,943 |
| 60 |
54.63 |
44.45 |
10.18 |
21.1% |
1.21 |
2.5% |
38% |
False |
False |
67,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.58 |
|
2.618 |
52.26 |
|
1.618 |
50.84 |
|
1.000 |
49.96 |
|
0.618 |
49.42 |
|
HIGH |
48.54 |
|
0.618 |
48.00 |
|
0.500 |
47.83 |
|
0.382 |
47.66 |
|
LOW |
47.12 |
|
0.618 |
46.24 |
|
1.000 |
45.70 |
|
1.618 |
44.82 |
|
2.618 |
43.40 |
|
4.250 |
41.09 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
48.17 |
48.16 |
| PP |
48.00 |
47.98 |
| S1 |
47.83 |
47.80 |
|