NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 15-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
46.13 |
44.90 |
-1.23 |
-2.7% |
47.94 |
High |
46.68 |
45.03 |
-1.65 |
-3.5% |
48.62 |
Low |
44.74 |
44.45 |
-0.29 |
-0.6% |
45.48 |
Close |
44.93 |
44.68 |
-0.25 |
-0.6% |
46.07 |
Range |
1.94 |
0.58 |
-1.36 |
-70.1% |
3.14 |
ATR |
1.43 |
1.37 |
-0.06 |
-4.3% |
0.00 |
Volume |
460,269 |
339,519 |
-120,750 |
-26.2% |
1,341,127 |
|
Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.46 |
46.15 |
45.00 |
|
R3 |
45.88 |
45.57 |
44.84 |
|
R2 |
45.30 |
45.30 |
44.79 |
|
R1 |
44.99 |
44.99 |
44.73 |
44.86 |
PP |
44.72 |
44.72 |
44.72 |
44.65 |
S1 |
44.41 |
44.41 |
44.63 |
44.28 |
S2 |
44.14 |
44.14 |
44.57 |
|
S3 |
43.56 |
43.83 |
44.52 |
|
S4 |
42.98 |
43.25 |
44.36 |
|
|
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 |
44.45 |
2.49 |
5.6% |
1.09 |
2.4% |
9% |
False |
True |
309,461 |
10 |
48.62 |
44.45 |
4.17 |
9.3% |
1.33 |
3.0% |
6% |
False |
True |
282,290 |
20 |
52.22 |
44.45 |
7.77 |
17.4% |
1.44 |
3.2% |
3% |
False |
True |
204,723 |
40 |
52.22 |
44.45 |
7.77 |
17.4% |
1.39 |
3.1% |
3% |
False |
True |
135,390 |
60 |
54.63 |
44.45 |
10.18 |
22.8% |
1.25 |
2.8% |
2% |
False |
True |
102,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.50 |
2.618 |
46.55 |
1.618 |
45.97 |
1.000 |
45.61 |
0.618 |
45.39 |
HIGH |
45.03 |
0.618 |
44.81 |
0.500 |
44.74 |
0.382 |
44.67 |
LOW |
44.45 |
0.618 |
44.09 |
1.000 |
43.87 |
1.618 |
43.51 |
2.618 |
42.93 |
4.250 |
41.99 |
|
|
Fisher Pivots for day following 15-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
44.74 |
45.61 |
PP |
44.72 |
45.30 |
S1 |
44.70 |
44.99 |
|