NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 26-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
42.80 |
43.16 |
0.36 |
0.8% |
44.89 |
High |
43.20 |
43.65 |
0.45 |
1.0% |
45.28 |
Low |
42.53 |
42.63 |
0.10 |
0.2% |
42.05 |
Close |
43.01 |
43.38 |
0.37 |
0.9% |
43.01 |
Range |
0.67 |
1.02 |
0.35 |
52.2% |
3.23 |
ATR |
1.32 |
1.30 |
-0.02 |
-1.6% |
0.00 |
Volume |
690,906 |
661,354 |
-29,552 |
-4.3% |
3,946,554 |
|
Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.28 |
45.85 |
43.94 |
|
R3 |
45.26 |
44.83 |
43.66 |
|
R2 |
44.24 |
44.24 |
43.57 |
|
R1 |
43.81 |
43.81 |
43.47 |
44.03 |
PP |
43.22 |
43.22 |
43.22 |
43.33 |
S1 |
42.79 |
42.79 |
43.29 |
43.01 |
S2 |
42.20 |
42.20 |
43.19 |
|
S3 |
41.18 |
41.77 |
43.10 |
|
S4 |
40.16 |
40.75 |
42.82 |
|
|
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 |
44.69 |
42.05 |
2.64 |
6.1% |
1.33 |
3.1% |
50% |
False |
False |
797,388 |
10 |
46.77 |
42.05 |
4.72 |
10.9% |
1.19 |
2.7% |
28% |
False |
False |
613,818 |
20 |
50.53 |
42.05 |
8.48 |
19.5% |
1.31 |
3.0% |
16% |
False |
False |
411,902 |
40 |
52.22 |
42.05 |
10.17 |
23.4% |
1.40 |
3.2% |
13% |
False |
False |
250,262 |
60 |
54.63 |
42.05 |
12.58 |
29.0% |
1.28 |
3.0% |
11% |
False |
False |
182,240 |
80 |
55.15 |
42.05 |
13.10 |
30.2% |
1.24 |
2.9% |
10% |
False |
False |
144,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.99 |
2.618 |
46.32 |
1.618 |
45.30 |
1.000 |
44.67 |
0.618 |
44.28 |
HIGH |
43.65 |
0.618 |
43.26 |
0.500 |
43.14 |
0.382 |
43.02 |
LOW |
42.63 |
0.618 |
42.00 |
1.000 |
41.61 |
1.618 |
40.98 |
2.618 |
39.96 |
4.250 |
38.30 |
|
|
Fisher Pivots for day following 26-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
43.30 |
43.24 |
PP |
43.22 |
43.10 |
S1 |
43.14 |
42.96 |
|