NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 07-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
47.55 |
48.18 |
0.63 |
1.3% |
50.23 |
High |
48.54 |
48.36 |
-0.18 |
-0.4% |
50.53 |
Low |
47.12 |
45.89 |
-1.23 |
-2.6% |
46.98 |
Close |
48.34 |
45.98 |
-2.36 |
-4.9% |
47.87 |
Range |
1.42 |
2.47 |
1.05 |
73.9% |
3.55 |
ATR |
1.47 |
1.54 |
0.07 |
4.9% |
0.00 |
Volume |
217,180 |
423,501 |
206,321 |
95.0% |
568,051 |
|
Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.15 |
52.54 |
47.34 |
|
R3 |
51.68 |
50.07 |
46.66 |
|
R2 |
49.21 |
49.21 |
46.43 |
|
R1 |
47.60 |
47.60 |
46.21 |
47.17 |
PP |
46.74 |
46.74 |
46.74 |
46.53 |
S1 |
45.13 |
45.13 |
45.75 |
44.70 |
S2 |
44.27 |
44.27 |
45.53 |
|
S3 |
41.80 |
42.66 |
45.30 |
|
S4 |
39.33 |
40.19 |
44.62 |
|
|
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 |
49.40 |
45.89 |
3.51 |
7.6% |
1.63 |
3.5% |
3% |
False |
True |
221,569 |
10 |
52.22 |
45.89 |
6.33 |
13.8% |
1.75 |
3.8% |
1% |
False |
True |
185,693 |
20 |
52.22 |
45.89 |
6.33 |
13.8% |
1.50 |
3.3% |
1% |
False |
True |
134,753 |
40 |
54.63 |
44.45 |
10.18 |
22.1% |
1.38 |
3.0% |
15% |
False |
False |
95,472 |
60 |
54.63 |
44.45 |
10.18 |
22.1% |
1.24 |
2.7% |
15% |
False |
False |
74,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.86 |
2.618 |
54.83 |
1.618 |
52.36 |
1.000 |
50.83 |
0.618 |
49.89 |
HIGH |
48.36 |
0.618 |
47.42 |
0.500 |
47.13 |
0.382 |
46.83 |
LOW |
45.89 |
0.618 |
44.36 |
1.000 |
43.42 |
1.618 |
41.89 |
2.618 |
39.42 |
4.250 |
35.39 |
|
|
Fisher Pivots for day following 07-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
47.13 |
47.26 |
PP |
46.74 |
46.83 |
S1 |
46.36 |
46.41 |
|