NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 08-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
48.18 |
46.13 |
-2.05 |
-4.3% |
50.23 |
High |
48.36 |
46.42 |
-1.94 |
-4.0% |
50.53 |
Low |
45.89 |
45.48 |
-0.41 |
-0.9% |
46.98 |
Close |
45.98 |
45.89 |
-0.09 |
-0.2% |
47.87 |
Range |
2.47 |
0.94 |
-1.53 |
-61.9% |
3.55 |
ATR |
1.54 |
1.50 |
-0.04 |
-2.8% |
0.00 |
Volume |
423,501 |
317,457 |
-106,044 |
-25.0% |
568,051 |
|
Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.75 |
48.26 |
46.41 |
|
R3 |
47.81 |
47.32 |
46.15 |
|
R2 |
46.87 |
46.87 |
46.06 |
|
R1 |
46.38 |
46.38 |
45.98 |
46.16 |
PP |
45.93 |
45.93 |
45.93 |
45.82 |
S1 |
45.44 |
45.44 |
45.80 |
45.22 |
S2 |
44.99 |
44.99 |
45.72 |
|
S3 |
44.05 |
44.50 |
45.63 |
|
S4 |
43.11 |
43.56 |
45.37 |
|
|
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 |
48.62 |
45.48 |
3.14 |
6.8% |
1.57 |
3.4% |
13% |
False |
True |
255,120 |
10 |
52.22 |
45.48 |
6.74 |
14.7% |
1.76 |
3.8% |
6% |
False |
True |
197,836 |
20 |
52.22 |
45.48 |
6.74 |
14.7% |
1.46 |
3.2% |
6% |
False |
True |
146,550 |
40 |
54.63 |
44.45 |
10.18 |
22.2% |
1.38 |
3.0% |
14% |
False |
False |
102,500 |
60 |
54.63 |
44.45 |
10.18 |
22.2% |
1.23 |
2.7% |
14% |
False |
False |
79,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.42 |
2.618 |
48.88 |
1.618 |
47.94 |
1.000 |
47.36 |
0.618 |
47.00 |
HIGH |
46.42 |
0.618 |
46.06 |
0.500 |
45.95 |
0.382 |
45.84 |
LOW |
45.48 |
0.618 |
44.90 |
1.000 |
44.54 |
1.618 |
43.96 |
2.618 |
43.02 |
4.250 |
41.49 |
|
|
Fisher Pivots for day following 08-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
45.95 |
47.01 |
PP |
45.93 |
46.64 |
S1 |
45.91 |
46.26 |
|