NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 16-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
44.90 |
44.46 |
-0.44 |
-1.0% |
46.01 |
High |
45.03 |
45.18 |
0.15 |
0.3% |
46.94 |
Low |
44.45 |
44.46 |
0.01 |
0.0% |
44.45 |
Close |
44.68 |
44.97 |
0.29 |
0.6% |
44.97 |
Range |
0.58 |
0.72 |
0.14 |
24.1% |
2.49 |
ATR |
1.37 |
1.32 |
-0.05 |
-3.4% |
0.00 |
Volume |
339,519 |
393,720 |
54,201 |
16.0% |
1,720,970 |
|
Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.03 |
46.72 |
45.37 |
|
R3 |
46.31 |
46.00 |
45.17 |
|
R2 |
45.59 |
45.59 |
45.10 |
|
R1 |
45.28 |
45.28 |
45.04 |
45.44 |
PP |
44.87 |
44.87 |
44.87 |
44.95 |
S1 |
44.56 |
44.56 |
44.90 |
44.72 |
S2 |
44.15 |
44.15 |
44.84 |
|
S3 |
43.43 |
43.84 |
44.77 |
|
S4 |
42.71 |
43.12 |
44.57 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.92 |
51.44 |
46.34 |
|
R3 |
50.43 |
48.95 |
45.65 |
|
R2 |
47.94 |
47.94 |
45.43 |
|
R1 |
46.46 |
46.46 |
45.20 |
45.96 |
PP |
45.45 |
45.45 |
45.45 |
45.20 |
S1 |
43.97 |
43.97 |
44.74 |
43.47 |
S2 |
42.96 |
42.96 |
44.51 |
|
S3 |
40.47 |
41.48 |
44.29 |
|
S4 |
37.98 |
38.99 |
43.60 |
|
|
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 |
5.5% |
1.05 |
2.3% |
21% |
False |
False |
344,194 |
10 |
48.62 |
44.45 |
4.17 |
9.3% |
1.26 |
2.8% |
12% |
False |
False |
306,209 |
20 |
52.22 |
44.45 |
7.77 |
17.3% |
1.40 |
3.1% |
7% |
False |
False |
221,041 |
40 |
52.22 |
44.45 |
7.77 |
17.3% |
1.39 |
3.1% |
7% |
False |
False |
144,125 |
60 |
54.63 |
44.45 |
10.18 |
22.6% |
1.25 |
2.8% |
5% |
False |
False |
107,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.24 |
2.618 |
47.06 |
1.618 |
46.34 |
1.000 |
45.90 |
0.618 |
45.62 |
HIGH |
45.18 |
0.618 |
44.90 |
0.500 |
44.82 |
0.382 |
44.74 |
LOW |
44.46 |
0.618 |
44.02 |
1.000 |
43.74 |
1.618 |
43.30 |
2.618 |
42.58 |
4.250 |
41.40 |
|
|
Fisher Pivots for day following 16-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
44.92 |
45.57 |
PP |
44.87 |
45.37 |
S1 |
44.82 |
45.17 |
|