NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 30-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
44.89 |
44.89 |
0.00 |
0.0% |
43.16 |
High |
45.45 |
46.35 |
0.90 |
2.0% |
46.35 |
Low |
44.65 |
44.88 |
0.23 |
0.5% |
42.63 |
Close |
44.93 |
46.04 |
1.11 |
2.5% |
46.04 |
Range |
0.80 |
1.47 |
0.67 |
83.8% |
3.72 |
ATR |
1.25 |
1.26 |
0.02 |
1.3% |
0.00 |
Volume |
768,946 |
677,408 |
-91,538 |
-11.9% |
3,620,198 |
|
Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.17 |
49.57 |
46.85 |
|
R3 |
48.70 |
48.10 |
46.44 |
|
R2 |
47.23 |
47.23 |
46.31 |
|
R1 |
46.63 |
46.63 |
46.17 |
46.93 |
PP |
45.76 |
45.76 |
45.76 |
45.91 |
S1 |
45.16 |
45.16 |
45.91 |
45.46 |
S2 |
44.29 |
44.29 |
45.77 |
|
S3 |
42.82 |
43.69 |
45.64 |
|
S4 |
41.35 |
42.22 |
45.23 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.17 |
54.82 |
48.09 |
|
R3 |
52.45 |
51.10 |
47.06 |
|
R2 |
48.73 |
48.73 |
46.72 |
|
R1 |
47.38 |
47.38 |
46.38 |
48.06 |
PP |
45.01 |
45.01 |
45.01 |
45.34 |
S1 |
43.66 |
43.66 |
45.70 |
44.34 |
S2 |
41.29 |
41.29 |
45.36 |
|
S3 |
37.57 |
39.94 |
45.02 |
|
S4 |
33.85 |
36.22 |
43.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.35 |
42.63 |
3.72 |
8.1% |
1.13 |
2.5% |
92% |
True |
False |
724,039 |
10 |
46.35 |
42.05 |
4.30 |
9.3% |
1.23 |
2.7% |
93% |
True |
False |
756,675 |
20 |
48.62 |
42.05 |
6.57 |
14.3% |
1.24 |
2.7% |
61% |
False |
False |
531,442 |
40 |
52.22 |
42.05 |
10.17 |
22.1% |
1.37 |
3.0% |
39% |
False |
False |
319,160 |
60 |
54.63 |
42.05 |
12.58 |
27.3% |
1.30 |
2.8% |
32% |
False |
False |
229,258 |
80 |
54.63 |
42.05 |
12.58 |
27.3% |
1.23 |
2.7% |
32% |
False |
False |
180,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.60 |
2.618 |
50.20 |
1.618 |
48.73 |
1.000 |
47.82 |
0.618 |
47.26 |
HIGH |
46.35 |
0.618 |
45.79 |
0.500 |
45.62 |
0.382 |
45.44 |
LOW |
44.88 |
0.618 |
43.97 |
1.000 |
43.41 |
1.618 |
42.50 |
2.618 |
41.03 |
4.250 |
38.63 |
|
|
Fisher Pivots for day following 30-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
45.90 |
45.70 |
PP |
45.76 |
45.35 |
S1 |
45.62 |
45.01 |
|