NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 17-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
46.08 |
46.68 |
0.60 |
1.3% |
44.35 |
High |
46.74 |
46.88 |
0.14 |
0.3% |
46.74 |
Low |
45.80 |
45.89 |
0.09 |
0.2% |
43.65 |
Close |
46.54 |
46.02 |
-0.52 |
-1.1% |
46.54 |
Range |
0.94 |
0.99 |
0.05 |
5.3% |
3.09 |
ATR |
1.38 |
1.35 |
-0.03 |
-2.0% |
0.00 |
Volume |
742,895 |
560,633 |
-182,262 |
-24.5% |
4,314,632 |
|
Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.23 |
48.62 |
46.56 |
|
R3 |
48.24 |
47.63 |
46.29 |
|
R2 |
47.25 |
47.25 |
46.20 |
|
R1 |
46.64 |
46.64 |
46.11 |
46.45 |
PP |
46.26 |
46.26 |
46.26 |
46.17 |
S1 |
45.65 |
45.65 |
45.93 |
45.46 |
S2 |
45.27 |
45.27 |
45.84 |
|
S3 |
44.28 |
44.66 |
45.75 |
|
S4 |
43.29 |
43.67 |
45.48 |
|
|
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 |
46.88 |
43.83 |
3.05 |
6.6% |
1.31 |
2.9% |
72% |
True |
False |
805,339 |
10 |
47.32 |
43.65 |
3.67 |
8.0% |
1.47 |
3.2% |
65% |
False |
False |
851,205 |
20 |
47.32 |
42.05 |
5.27 |
11.5% |
1.35 |
2.9% |
75% |
False |
False |
803,940 |
40 |
52.22 |
42.05 |
10.17 |
22.1% |
1.37 |
3.0% |
39% |
False |
False |
512,490 |
60 |
52.22 |
42.05 |
10.17 |
22.1% |
1.38 |
3.0% |
39% |
False |
False |
364,063 |
80 |
54.63 |
42.05 |
12.58 |
27.3% |
1.27 |
2.8% |
32% |
False |
False |
281,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.09 |
2.618 |
49.47 |
1.618 |
48.48 |
1.000 |
47.87 |
0.618 |
47.49 |
HIGH |
46.88 |
0.618 |
46.50 |
0.500 |
46.39 |
0.382 |
46.27 |
LOW |
45.89 |
0.618 |
45.28 |
1.000 |
44.90 |
1.618 |
44.29 |
2.618 |
43.30 |
4.250 |
41.68 |
|
|
Fisher Pivots for day following 17-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
46.39 |
45.99 |
PP |
46.26 |
45.96 |
S1 |
46.14 |
45.94 |
|