NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 13-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
46.01 |
46.22 |
0.21 |
0.5% |
47.94 |
High |
46.94 |
46.77 |
-0.17 |
-0.4% |
48.62 |
Low |
45.90 |
45.79 |
-0.11 |
-0.2% |
45.48 |
Close |
46.32 |
46.67 |
0.35 |
0.8% |
46.07 |
Range |
1.04 |
0.98 |
-0.06 |
-5.8% |
3.14 |
ATR |
1.43 |
1.39 |
-0.03 |
-2.2% |
0.00 |
Volume |
190,689 |
336,773 |
146,084 |
76.6% |
1,341,127 |
|
Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.35 |
48.99 |
47.21 |
|
R3 |
48.37 |
48.01 |
46.94 |
|
R2 |
47.39 |
47.39 |
46.85 |
|
R1 |
47.03 |
47.03 |
46.76 |
47.21 |
PP |
46.41 |
46.41 |
46.41 |
46.50 |
S1 |
46.05 |
46.05 |
46.58 |
46.23 |
S2 |
45.43 |
45.43 |
46.49 |
|
S3 |
44.45 |
45.07 |
46.40 |
|
S4 |
43.47 |
44.09 |
46.13 |
|
|
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 |
48.36 |
45.48 |
2.88 |
6.2% |
1.27 |
2.7% |
41% |
False |
False |
297,695 |
10 |
49.95 |
45.48 |
4.47 |
9.6% |
1.40 |
3.0% |
27% |
False |
False |
232,527 |
20 |
52.22 |
45.48 |
6.74 |
14.4% |
1.44 |
3.1% |
18% |
False |
False |
173,075 |
40 |
53.92 |
44.45 |
9.47 |
20.3% |
1.41 |
3.0% |
23% |
False |
False |
118,213 |
60 |
54.63 |
44.45 |
10.18 |
21.8% |
1.25 |
2.7% |
22% |
False |
False |
89,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.94 |
2.618 |
49.34 |
1.618 |
48.36 |
1.000 |
47.75 |
0.618 |
47.38 |
HIGH |
46.77 |
0.618 |
46.40 |
0.500 |
46.28 |
0.382 |
46.16 |
LOW |
45.79 |
0.618 |
45.18 |
1.000 |
44.81 |
1.618 |
44.20 |
2.618 |
43.22 |
4.250 |
41.63 |
|
|
Fisher Pivots for day following 13-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
46.54 |
46.52 |
PP |
46.41 |
46.37 |
S1 |
46.28 |
46.22 |
|