NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 12-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
45.97 |
46.01 |
0.04 |
0.1% |
47.94 |
High |
46.41 |
46.94 |
0.53 |
1.1% |
48.62 |
Low |
45.50 |
45.90 |
0.40 |
0.9% |
45.48 |
Close |
46.07 |
46.32 |
0.25 |
0.5% |
46.07 |
Range |
0.91 |
1.04 |
0.13 |
14.3% |
3.14 |
ATR |
1.45 |
1.43 |
-0.03 |
-2.0% |
0.00 |
Volume |
220,055 |
190,689 |
-29,366 |
-13.3% |
1,341,127 |
|
Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.51 |
48.95 |
46.89 |
|
R3 |
48.47 |
47.91 |
46.61 |
|
R2 |
47.43 |
47.43 |
46.51 |
|
R1 |
46.87 |
46.87 |
46.42 |
47.15 |
PP |
46.39 |
46.39 |
46.39 |
46.53 |
S1 |
45.83 |
45.83 |
46.22 |
46.11 |
S2 |
45.35 |
45.35 |
46.13 |
|
S3 |
44.31 |
44.79 |
46.03 |
|
S4 |
43.27 |
43.75 |
45.75 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.14 |
54.25 |
47.80 |
|
R3 |
53.00 |
51.11 |
46.93 |
|
R2 |
49.86 |
49.86 |
46.65 |
|
R1 |
47.97 |
47.97 |
46.36 |
47.35 |
PP |
46.72 |
46.72 |
46.72 |
46.41 |
S1 |
44.83 |
44.83 |
45.78 |
44.21 |
S2 |
43.58 |
43.58 |
45.49 |
|
S3 |
40.44 |
41.69 |
45.21 |
|
S4 |
37.30 |
38.55 |
44.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.54 |
45.48 |
3.06 |
6.6% |
1.36 |
2.9% |
27% |
False |
False |
273,776 |
10 |
50.53 |
45.48 |
5.05 |
10.9% |
1.43 |
3.1% |
17% |
False |
False |
209,986 |
20 |
52.22 |
45.48 |
6.74 |
14.6% |
1.48 |
3.2% |
12% |
False |
False |
160,516 |
40 |
54.19 |
44.45 |
9.74 |
21.0% |
1.40 |
3.0% |
19% |
False |
False |
110,344 |
60 |
54.63 |
44.45 |
10.18 |
22.0% |
1.24 |
2.7% |
18% |
False |
False |
84,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.36 |
2.618 |
49.66 |
1.618 |
48.62 |
1.000 |
47.98 |
0.618 |
47.58 |
HIGH |
46.94 |
0.618 |
46.54 |
0.500 |
46.42 |
0.382 |
46.30 |
LOW |
45.90 |
0.618 |
45.26 |
1.000 |
44.86 |
1.618 |
44.22 |
2.618 |
43.18 |
4.250 |
41.48 |
|
|
Fisher Pivots for day following 12-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
46.42 |
46.28 |
PP |
46.39 |
46.25 |
S1 |
46.35 |
46.21 |
|