NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 19-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
44.46 |
44.89 |
0.43 |
1.0% |
46.01 |
High |
45.18 |
45.28 |
0.10 |
0.2% |
46.94 |
Low |
44.46 |
44.26 |
-0.20 |
-0.4% |
44.45 |
Close |
44.97 |
44.43 |
-0.54 |
-1.2% |
44.97 |
Range |
0.72 |
1.02 |
0.30 |
41.7% |
2.49 |
ATR |
1.32 |
1.30 |
-0.02 |
-1.6% |
0.00 |
Volume |
393,720 |
620,967 |
227,247 |
57.7% |
1,720,970 |
|
Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.72 |
47.09 |
44.99 |
|
R3 |
46.70 |
46.07 |
44.71 |
|
R2 |
45.68 |
45.68 |
44.62 |
|
R1 |
45.05 |
45.05 |
44.52 |
44.86 |
PP |
44.66 |
44.66 |
44.66 |
44.56 |
S1 |
44.03 |
44.03 |
44.34 |
43.84 |
S2 |
43.64 |
43.64 |
44.24 |
|
S3 |
42.62 |
43.01 |
44.15 |
|
S4 |
41.60 |
41.99 |
43.87 |
|
|
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 |
46.77 |
44.26 |
2.51 |
5.6% |
1.05 |
2.4% |
7% |
False |
True |
430,249 |
10 |
48.54 |
44.26 |
4.28 |
9.6% |
1.20 |
2.7% |
4% |
False |
True |
352,013 |
20 |
52.22 |
44.26 |
7.96 |
17.9% |
1.38 |
3.1% |
2% |
False |
True |
247,330 |
40 |
52.22 |
44.26 |
7.96 |
17.9% |
1.37 |
3.1% |
2% |
False |
True |
158,175 |
60 |
54.63 |
44.26 |
10.37 |
23.3% |
1.25 |
2.8% |
2% |
False |
True |
117,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.62 |
2.618 |
47.95 |
1.618 |
46.93 |
1.000 |
46.30 |
0.618 |
45.91 |
HIGH |
45.28 |
0.618 |
44.89 |
0.500 |
44.77 |
0.382 |
44.65 |
LOW |
44.26 |
0.618 |
43.63 |
1.000 |
43.24 |
1.618 |
42.61 |
2.618 |
41.59 |
4.250 |
39.93 |
|
|
Fisher Pivots for day following 19-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
44.77 |
44.77 |
PP |
44.66 |
44.66 |
S1 |
44.54 |
44.54 |
|