NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 14-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
46.22 |
46.13 |
-0.09 |
-0.2% |
47.94 |
High |
46.77 |
46.68 |
-0.09 |
-0.2% |
48.62 |
Low |
45.79 |
44.74 |
-1.05 |
-2.3% |
45.48 |
Close |
46.67 |
44.93 |
-1.74 |
-3.7% |
46.07 |
Range |
0.98 |
1.94 |
0.96 |
98.0% |
3.14 |
ATR |
1.39 |
1.43 |
0.04 |
2.8% |
0.00 |
Volume |
336,773 |
460,269 |
123,496 |
36.7% |
1,341,127 |
|
Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.27 |
50.04 |
46.00 |
|
R3 |
49.33 |
48.10 |
45.46 |
|
R2 |
47.39 |
47.39 |
45.29 |
|
R1 |
46.16 |
46.16 |
45.11 |
45.81 |
PP |
45.45 |
45.45 |
45.45 |
45.27 |
S1 |
44.22 |
44.22 |
44.75 |
43.87 |
S2 |
43.51 |
43.51 |
44.57 |
|
S3 |
41.57 |
42.28 |
44.40 |
|
S4 |
39.63 |
40.34 |
43.86 |
|
|
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 |
46.94 |
44.74 |
2.20 |
4.9% |
1.16 |
2.6% |
9% |
False |
True |
305,048 |
10 |
49.40 |
44.74 |
4.66 |
10.4% |
1.40 |
3.1% |
4% |
False |
True |
263,309 |
20 |
52.22 |
44.74 |
7.48 |
16.6% |
1.48 |
3.3% |
3% |
False |
True |
191,796 |
40 |
53.62 |
44.45 |
9.17 |
20.4% |
1.44 |
3.2% |
5% |
False |
False |
128,752 |
60 |
54.63 |
44.45 |
10.18 |
22.7% |
1.26 |
2.8% |
5% |
False |
False |
97,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.93 |
2.618 |
51.76 |
1.618 |
49.82 |
1.000 |
48.62 |
0.618 |
47.88 |
HIGH |
46.68 |
0.618 |
45.94 |
0.500 |
45.71 |
0.382 |
45.48 |
LOW |
44.74 |
0.618 |
43.54 |
1.000 |
42.80 |
1.618 |
41.60 |
2.618 |
39.66 |
4.250 |
36.50 |
|
|
Fisher Pivots for day following 14-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
45.71 |
45.84 |
PP |
45.45 |
45.54 |
S1 |
45.19 |
45.23 |
|