NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 22-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
43.38 |
42.55 |
-0.83 |
-1.9% |
46.01 |
High |
44.20 |
43.32 |
-0.88 |
-2.0% |
46.94 |
Low |
42.05 |
42.26 |
0.21 |
0.5% |
44.45 |
Close |
42.53 |
42.74 |
0.21 |
0.5% |
44.97 |
Range |
2.15 |
1.06 |
-1.09 |
-50.7% |
2.49 |
ATR |
1.39 |
1.37 |
-0.02 |
-1.7% |
0.00 |
Volume |
1,071,747 |
668,830 |
-402,917 |
-37.6% |
1,720,970 |
|
Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.95 |
45.41 |
43.32 |
|
R3 |
44.89 |
44.35 |
43.03 |
|
R2 |
43.83 |
43.83 |
42.93 |
|
R1 |
43.29 |
43.29 |
42.84 |
43.56 |
PP |
42.77 |
42.77 |
42.77 |
42.91 |
S1 |
42.23 |
42.23 |
42.64 |
42.50 |
S2 |
41.71 |
41.71 |
42.55 |
|
S3 |
40.65 |
41.17 |
42.45 |
|
S4 |
39.59 |
40.11 |
42.16 |
|
|
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% |
1.34 |
3.1% |
21% |
False |
False |
729,873 |
10 |
46.94 |
42.05 |
4.89 |
11.4% |
1.22 |
2.8% |
14% |
False |
False |
519,667 |
20 |
52.22 |
42.05 |
10.17 |
23.8% |
1.49 |
3.5% |
7% |
False |
False |
358,751 |
40 |
52.22 |
42.05 |
10.17 |
23.8% |
1.41 |
3.3% |
7% |
False |
False |
220,277 |
60 |
54.63 |
42.05 |
12.58 |
29.4% |
1.29 |
3.0% |
5% |
False |
False |
160,664 |
80 |
55.56 |
42.05 |
13.51 |
31.6% |
1.24 |
2.9% |
5% |
False |
False |
128,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.83 |
2.618 |
46.10 |
1.618 |
45.04 |
1.000 |
44.38 |
0.618 |
43.98 |
HIGH |
43.32 |
0.618 |
42.92 |
0.500 |
42.79 |
0.382 |
42.66 |
LOW |
42.26 |
0.618 |
41.60 |
1.000 |
41.20 |
1.618 |
40.54 |
2.618 |
39.48 |
4.250 |
37.76 |
|
|
Fisher Pivots for day following 22-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
42.79 |
43.37 |
PP |
42.77 |
43.16 |
S1 |
42.76 |
42.95 |
|