NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 21-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
44.33 |
43.38 |
-0.95 |
-2.1% |
46.01 |
High |
44.69 |
44.20 |
-0.49 |
-1.1% |
46.94 |
Low |
42.94 |
42.05 |
-0.89 |
-2.1% |
44.45 |
Close |
43.51 |
42.53 |
-0.98 |
-2.3% |
44.97 |
Range |
1.75 |
2.15 |
0.40 |
22.9% |
2.49 |
ATR |
1.34 |
1.39 |
0.06 |
4.4% |
0.00 |
Volume |
894,104 |
1,071,747 |
177,643 |
19.9% |
1,720,970 |
|
Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.38 |
48.10 |
43.71 |
|
R3 |
47.23 |
45.95 |
43.12 |
|
R2 |
45.08 |
45.08 |
42.92 |
|
R1 |
43.80 |
43.80 |
42.73 |
43.37 |
PP |
42.93 |
42.93 |
42.93 |
42.71 |
S1 |
41.65 |
41.65 |
42.33 |
41.22 |
S2 |
40.78 |
40.78 |
42.14 |
|
S3 |
38.63 |
39.50 |
41.94 |
|
S4 |
36.48 |
37.35 |
41.35 |
|
|
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 |
45.28 |
42.05 |
3.23 |
7.6% |
1.24 |
2.9% |
15% |
False |
True |
664,011 |
10 |
46.94 |
42.05 |
4.89 |
11.5% |
1.20 |
2.8% |
10% |
False |
True |
484,530 |
20 |
52.22 |
42.05 |
10.17 |
23.9% |
1.48 |
3.5% |
5% |
False |
True |
335,111 |
40 |
52.22 |
42.05 |
10.17 |
23.9% |
1.42 |
3.3% |
5% |
False |
True |
204,836 |
60 |
54.63 |
42.05 |
12.58 |
29.6% |
1.29 |
3.0% |
4% |
False |
True |
149,990 |
80 |
55.56 |
42.05 |
13.51 |
31.8% |
1.24 |
2.9% |
4% |
False |
True |
120,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.34 |
2.618 |
49.83 |
1.618 |
47.68 |
1.000 |
46.35 |
0.618 |
45.53 |
HIGH |
44.20 |
0.618 |
43.38 |
0.500 |
43.13 |
0.382 |
42.87 |
LOW |
42.05 |
0.618 |
40.72 |
1.000 |
39.90 |
1.618 |
38.57 |
2.618 |
36.42 |
4.250 |
32.91 |
|
|
Fisher Pivots for day following 21-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
43.13 |
43.67 |
PP |
42.93 |
43.29 |
S1 |
42.73 |
42.91 |
|