NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 23-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
42.55 |
42.80 |
0.25 |
0.6% |
44.89 |
High |
43.32 |
43.20 |
-0.12 |
-0.3% |
45.28 |
Low |
42.26 |
42.53 |
0.27 |
0.6% |
42.05 |
Close |
42.74 |
43.01 |
0.27 |
0.6% |
43.01 |
Range |
1.06 |
0.67 |
-0.39 |
-36.8% |
3.23 |
ATR |
1.37 |
1.32 |
-0.05 |
-3.6% |
0.00 |
Volume |
668,830 |
690,906 |
22,076 |
3.3% |
3,946,554 |
|
Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.92 |
44.64 |
43.38 |
|
R3 |
44.25 |
43.97 |
43.19 |
|
R2 |
43.58 |
43.58 |
43.13 |
|
R1 |
43.30 |
43.30 |
43.07 |
43.44 |
PP |
42.91 |
42.91 |
42.91 |
42.99 |
S1 |
42.63 |
42.63 |
42.95 |
42.77 |
S2 |
42.24 |
42.24 |
42.89 |
|
S3 |
41.57 |
41.96 |
42.83 |
|
S4 |
40.90 |
41.29 |
42.64 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.14 |
51.30 |
44.79 |
|
R3 |
49.91 |
48.07 |
43.90 |
|
R2 |
46.68 |
46.68 |
43.60 |
|
R1 |
44.84 |
44.84 |
43.31 |
44.15 |
PP |
43.45 |
43.45 |
43.45 |
43.10 |
S1 |
41.61 |
41.61 |
42.71 |
40.92 |
S2 |
40.22 |
40.22 |
42.42 |
|
S3 |
36.99 |
38.38 |
42.12 |
|
S4 |
33.76 |
35.15 |
41.23 |
|
|
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 |
7.5% |
1.33 |
3.1% |
30% |
False |
False |
789,310 |
10 |
46.94 |
42.05 |
4.89 |
11.4% |
1.19 |
2.8% |
20% |
False |
False |
566,752 |
20 |
50.53 |
42.05 |
8.48 |
19.7% |
1.34 |
3.1% |
11% |
False |
False |
385,259 |
40 |
52.22 |
42.05 |
10.17 |
23.6% |
1.40 |
3.3% |
9% |
False |
False |
235,040 |
60 |
54.63 |
42.05 |
12.58 |
29.2% |
1.29 |
3.0% |
8% |
False |
False |
171,781 |
80 |
55.15 |
42.05 |
13.10 |
30.5% |
1.24 |
2.9% |
7% |
False |
False |
136,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.05 |
2.618 |
44.95 |
1.618 |
44.28 |
1.000 |
43.87 |
0.618 |
43.61 |
HIGH |
43.20 |
0.618 |
42.94 |
0.500 |
42.87 |
0.382 |
42.79 |
LOW |
42.53 |
0.618 |
42.12 |
1.000 |
41.86 |
1.618 |
41.45 |
2.618 |
40.78 |
4.250 |
39.68 |
|
|
Fisher Pivots for day following 23-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
42.96 |
43.13 |
PP |
42.91 |
43.09 |
S1 |
42.87 |
43.05 |
|