NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 12-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
44.58 |
45.74 |
1.16 |
2.6% |
46.28 |
High |
45.81 |
46.48 |
0.67 |
1.5% |
47.32 |
Low |
43.83 |
45.11 |
1.28 |
2.9% |
43.78 |
Close |
45.04 |
45.49 |
0.45 |
1.0% |
44.23 |
Range |
1.98 |
1.37 |
-0.61 |
-30.8% |
3.54 |
ATR |
1.42 |
1.43 |
0.00 |
0.1% |
0.00 |
Volume |
1,010,691 |
963,505 |
-47,186 |
-4.7% |
3,636,792 |
|
Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.80 |
49.02 |
46.24 |
|
R3 |
48.43 |
47.65 |
45.87 |
|
R2 |
47.06 |
47.06 |
45.74 |
|
R1 |
46.28 |
46.28 |
45.62 |
45.99 |
PP |
45.69 |
45.69 |
45.69 |
45.55 |
S1 |
44.91 |
44.91 |
45.36 |
44.62 |
S2 |
44.32 |
44.32 |
45.24 |
|
S3 |
42.95 |
43.54 |
45.11 |
|
S4 |
41.58 |
42.17 |
44.74 |
|
|
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 |
46.53 |
43.65 |
2.88 |
6.3% |
1.51 |
3.3% |
64% |
False |
False |
953,671 |
10 |
47.32 |
43.65 |
3.67 |
8.1% |
1.50 |
3.3% |
50% |
False |
False |
865,928 |
20 |
47.32 |
42.05 |
5.27 |
11.6% |
1.35 |
3.0% |
65% |
False |
False |
760,990 |
40 |
52.22 |
42.05 |
10.17 |
22.4% |
1.40 |
3.1% |
34% |
False |
False |
467,033 |
60 |
53.92 |
42.05 |
11.87 |
26.1% |
1.39 |
3.1% |
29% |
False |
False |
332,472 |
80 |
54.63 |
42.05 |
12.58 |
27.7% |
1.27 |
2.8% |
27% |
False |
False |
257,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.30 |
2.618 |
50.07 |
1.618 |
48.70 |
1.000 |
47.85 |
0.618 |
47.33 |
HIGH |
46.48 |
0.618 |
45.96 |
0.500 |
45.80 |
0.382 |
45.63 |
LOW |
45.11 |
0.618 |
44.26 |
1.000 |
43.74 |
1.618 |
42.89 |
2.618 |
41.52 |
4.250 |
39.29 |
|
|
Fisher Pivots for day following 12-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
45.80 |
45.35 |
PP |
45.69 |
45.21 |
S1 |
45.59 |
45.07 |
|