NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 07-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
45.65 |
45.35 |
-0.30 |
-0.7% |
46.28 |
High |
46.53 |
45.42 |
-1.11 |
-2.4% |
47.32 |
Low |
45.18 |
43.78 |
-1.40 |
-3.1% |
43.78 |
Close |
45.52 |
44.23 |
-1.29 |
-2.8% |
44.23 |
Range |
1.35 |
1.64 |
0.29 |
21.5% |
3.54 |
ATR |
1.37 |
1.40 |
0.03 |
1.9% |
0.00 |
Volume |
969,676 |
975,914 |
6,238 |
0.6% |
3,636,792 |
|
Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.40 |
48.45 |
45.13 |
|
R3 |
47.76 |
46.81 |
44.68 |
|
R2 |
46.12 |
46.12 |
44.53 |
|
R1 |
45.17 |
45.17 |
44.38 |
44.83 |
PP |
44.48 |
44.48 |
44.48 |
44.30 |
S1 |
43.53 |
43.53 |
44.08 |
43.19 |
S2 |
42.84 |
42.84 |
43.93 |
|
S3 |
41.20 |
41.89 |
43.78 |
|
S4 |
39.56 |
40.25 |
43.33 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.73 |
53.52 |
46.18 |
|
R3 |
52.19 |
49.98 |
45.20 |
|
R2 |
48.65 |
48.65 |
44.88 |
|
R1 |
46.44 |
46.44 |
44.55 |
45.78 |
PP |
45.11 |
45.11 |
45.11 |
44.78 |
S1 |
42.90 |
42.90 |
43.91 |
42.24 |
S2 |
41.57 |
41.57 |
43.58 |
|
S3 |
38.03 |
39.36 |
43.26 |
|
S4 |
34.49 |
35.82 |
42.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.32 |
43.78 |
3.54 |
8.0% |
1.69 |
3.8% |
13% |
False |
True |
862,840 |
10 |
47.32 |
42.53 |
4.79 |
10.8% |
1.33 |
3.0% |
35% |
False |
False |
794,789 |
20 |
47.32 |
42.05 |
5.27 |
11.9% |
1.27 |
2.9% |
41% |
False |
False |
657,228 |
40 |
52.22 |
42.05 |
10.17 |
23.0% |
1.37 |
3.1% |
21% |
False |
False |
401,889 |
60 |
54.63 |
42.05 |
12.58 |
28.4% |
1.35 |
3.0% |
17% |
False |
False |
287,409 |
80 |
54.63 |
42.05 |
12.58 |
28.4% |
1.24 |
2.8% |
17% |
False |
False |
223,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.39 |
2.618 |
49.71 |
1.618 |
48.07 |
1.000 |
47.06 |
0.618 |
46.43 |
HIGH |
45.42 |
0.618 |
44.79 |
0.500 |
44.60 |
0.382 |
44.41 |
LOW |
43.78 |
0.618 |
42.77 |
1.000 |
42.14 |
1.618 |
41.13 |
2.618 |
39.49 |
4.250 |
36.81 |
|
|
Fisher Pivots for day following 07-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
44.60 |
45.55 |
PP |
44.48 |
45.11 |
S1 |
44.35 |
44.67 |
|