NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 14-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
45.44 |
46.08 |
0.64 |
1.4% |
44.35 |
High |
46.28 |
46.74 |
0.46 |
1.0% |
46.74 |
Low |
44.99 |
45.80 |
0.81 |
1.8% |
43.65 |
Close |
46.08 |
46.54 |
0.46 |
1.0% |
46.54 |
Range |
1.29 |
0.94 |
-0.35 |
-27.1% |
3.09 |
ATR |
1.42 |
1.38 |
-0.03 |
-2.4% |
0.00 |
Volume |
748,971 |
742,895 |
-6,076 |
-0.8% |
4,314,632 |
|
Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.18 |
48.80 |
47.06 |
|
R3 |
48.24 |
47.86 |
46.80 |
|
R2 |
47.30 |
47.30 |
46.71 |
|
R1 |
46.92 |
46.92 |
46.63 |
47.11 |
PP |
46.36 |
46.36 |
46.36 |
46.46 |
S1 |
45.98 |
45.98 |
46.45 |
46.17 |
S2 |
45.42 |
45.42 |
46.37 |
|
S3 |
44.48 |
45.04 |
46.28 |
|
S4 |
43.54 |
44.10 |
46.02 |
|
|
Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.91 |
53.82 |
48.24 |
|
R3 |
51.82 |
50.73 |
47.39 |
|
R2 |
48.73 |
48.73 |
47.11 |
|
R1 |
47.64 |
47.64 |
46.82 |
48.19 |
PP |
45.64 |
45.64 |
45.64 |
45.92 |
S1 |
44.55 |
44.55 |
46.26 |
45.10 |
S2 |
42.55 |
42.55 |
45.97 |
|
S3 |
39.46 |
41.46 |
45.69 |
|
S4 |
36.37 |
38.37 |
44.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.74 |
43.65 |
3.09 |
6.6% |
1.35 |
2.9% |
94% |
True |
False |
862,926 |
10 |
47.32 |
43.65 |
3.67 |
7.9% |
1.52 |
3.3% |
79% |
False |
False |
862,883 |
20 |
47.32 |
42.05 |
5.27 |
11.3% |
1.34 |
2.9% |
85% |
False |
False |
795,594 |
40 |
52.22 |
42.05 |
10.17 |
21.9% |
1.39 |
3.0% |
44% |
False |
False |
500,158 |
60 |
52.22 |
42.05 |
10.17 |
21.9% |
1.37 |
3.0% |
44% |
False |
False |
355,458 |
80 |
54.63 |
42.05 |
12.58 |
27.0% |
1.28 |
2.7% |
36% |
False |
False |
275,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.74 |
2.618 |
49.20 |
1.618 |
48.26 |
1.000 |
47.68 |
0.618 |
47.32 |
HIGH |
46.74 |
0.618 |
46.38 |
0.500 |
46.27 |
0.382 |
46.16 |
LOW |
45.80 |
0.618 |
45.22 |
1.000 |
44.86 |
1.618 |
44.28 |
2.618 |
43.34 |
4.250 |
41.81 |
|
|
Fisher Pivots for day following 14-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
46.45 |
46.32 |
PP |
46.36 |
46.09 |
S1 |
46.27 |
45.87 |
|