NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 29-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
43.70 |
44.89 |
1.19 |
2.7% |
44.89 |
High |
44.90 |
45.45 |
0.55 |
1.2% |
45.28 |
Low |
43.67 |
44.65 |
0.98 |
2.2% |
42.05 |
Close |
44.74 |
44.93 |
0.19 |
0.4% |
43.01 |
Range |
1.23 |
0.80 |
-0.43 |
-35.0% |
3.23 |
ATR |
1.28 |
1.25 |
-0.03 |
-2.7% |
0.00 |
Volume |
753,375 |
768,946 |
15,571 |
2.1% |
3,946,554 |
|
Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.41 |
46.97 |
45.37 |
|
R3 |
46.61 |
46.17 |
45.15 |
|
R2 |
45.81 |
45.81 |
45.08 |
|
R1 |
45.37 |
45.37 |
45.00 |
45.59 |
PP |
45.01 |
45.01 |
45.01 |
45.12 |
S1 |
44.57 |
44.57 |
44.86 |
44.79 |
S2 |
44.21 |
44.21 |
44.78 |
|
S3 |
43.41 |
43.77 |
44.71 |
|
S4 |
42.61 |
42.97 |
44.49 |
|
|
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 |
45.45 |
42.53 |
2.92 |
6.5% |
0.97 |
2.2% |
82% |
True |
False |
726,739 |
10 |
45.45 |
42.05 |
3.40 |
7.6% |
1.15 |
2.6% |
85% |
True |
False |
728,306 |
20 |
48.62 |
42.05 |
6.57 |
14.6% |
1.24 |
2.8% |
44% |
False |
False |
505,298 |
40 |
52.22 |
42.05 |
10.17 |
22.6% |
1.39 |
3.1% |
28% |
False |
False |
303,690 |
60 |
54.63 |
42.05 |
12.58 |
28.0% |
1.29 |
2.9% |
23% |
False |
False |
218,588 |
80 |
54.63 |
42.05 |
12.58 |
28.0% |
1.25 |
2.8% |
23% |
False |
False |
172,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.85 |
2.618 |
47.54 |
1.618 |
46.74 |
1.000 |
46.25 |
0.618 |
45.94 |
HIGH |
45.45 |
0.618 |
45.14 |
0.500 |
45.05 |
0.382 |
44.96 |
LOW |
44.65 |
0.618 |
44.16 |
1.000 |
43.85 |
1.618 |
43.36 |
2.618 |
42.56 |
4.250 |
41.25 |
|
|
Fisher Pivots for day following 29-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
45.05 |
44.75 |
PP |
45.01 |
44.57 |
S1 |
44.97 |
44.39 |
|