NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 10-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
45.35 |
44.35 |
-1.00 |
-2.2% |
46.28 |
High |
45.42 |
44.84 |
-0.58 |
-1.3% |
47.32 |
Low |
43.78 |
43.65 |
-0.13 |
-0.3% |
43.78 |
Close |
44.23 |
44.40 |
0.17 |
0.4% |
44.23 |
Range |
1.64 |
1.19 |
-0.45 |
-27.4% |
3.54 |
ATR |
1.40 |
1.38 |
-0.01 |
-1.1% |
0.00 |
Volume |
975,914 |
848,570 |
-127,344 |
-13.0% |
3,636,792 |
|
Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.87 |
47.32 |
45.05 |
|
R3 |
46.68 |
46.13 |
44.73 |
|
R2 |
45.49 |
45.49 |
44.62 |
|
R1 |
44.94 |
44.94 |
44.51 |
45.22 |
PP |
44.30 |
44.30 |
44.30 |
44.43 |
S1 |
43.75 |
43.75 |
44.29 |
44.03 |
S2 |
43.11 |
43.11 |
44.18 |
|
S3 |
41.92 |
42.56 |
44.07 |
|
S4 |
40.73 |
41.37 |
43.75 |
|
|
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 |
43.65 |
3.67 |
8.3% |
1.63 |
3.7% |
20% |
False |
True |
897,072 |
10 |
47.32 |
42.63 |
4.69 |
10.6% |
1.38 |
3.1% |
38% |
False |
False |
810,556 |
20 |
47.32 |
42.05 |
5.27 |
11.9% |
1.29 |
2.9% |
45% |
False |
False |
688,654 |
40 |
52.22 |
42.05 |
10.17 |
22.9% |
1.38 |
3.1% |
23% |
False |
False |
421,401 |
60 |
54.35 |
42.05 |
12.30 |
27.7% |
1.35 |
3.0% |
19% |
False |
False |
300,771 |
80 |
54.63 |
42.05 |
12.58 |
28.3% |
1.25 |
2.8% |
19% |
False |
False |
233,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.90 |
2.618 |
47.96 |
1.618 |
46.77 |
1.000 |
46.03 |
0.618 |
45.58 |
HIGH |
44.84 |
0.618 |
44.39 |
0.500 |
44.25 |
0.382 |
44.10 |
LOW |
43.65 |
0.618 |
42.91 |
1.000 |
42.46 |
1.618 |
41.72 |
2.618 |
40.53 |
4.250 |
38.59 |
|
|
Fisher Pivots for day following 10-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
44.35 |
45.09 |
PP |
44.30 |
44.86 |
S1 |
44.25 |
44.63 |
|