NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 18-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
46.68 |
45.99 |
-0.69 |
-1.5% |
44.35 |
High |
46.88 |
46.92 |
0.04 |
0.1% |
46.74 |
Low |
45.89 |
45.81 |
-0.08 |
-0.2% |
43.65 |
Close |
46.02 |
46.40 |
0.38 |
0.8% |
46.54 |
Range |
0.99 |
1.11 |
0.12 |
12.1% |
3.09 |
ATR |
1.35 |
1.34 |
-0.02 |
-1.3% |
0.00 |
Volume |
560,633 |
208,420 |
-352,213 |
-62.8% |
4,314,632 |
|
Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.71 |
49.16 |
47.01 |
|
R3 |
48.60 |
48.05 |
46.71 |
|
R2 |
47.49 |
47.49 |
46.60 |
|
R1 |
46.94 |
46.94 |
46.50 |
47.22 |
PP |
46.38 |
46.38 |
46.38 |
46.51 |
S1 |
45.83 |
45.83 |
46.30 |
46.11 |
S2 |
45.27 |
45.27 |
46.20 |
|
S3 |
44.16 |
44.72 |
46.09 |
|
S4 |
43.05 |
43.61 |
45.79 |
|
|
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 |
46.92 |
44.99 |
1.93 |
4.2% |
1.14 |
2.5% |
73% |
True |
False |
644,884 |
10 |
47.32 |
43.65 |
3.67 |
7.9% |
1.47 |
3.2% |
75% |
False |
False |
820,285 |
20 |
47.32 |
42.05 |
5.27 |
11.4% |
1.36 |
2.9% |
83% |
False |
False |
783,313 |
40 |
52.22 |
42.05 |
10.17 |
21.9% |
1.37 |
2.9% |
43% |
False |
False |
515,321 |
60 |
52.22 |
42.05 |
10.17 |
21.9% |
1.37 |
2.9% |
43% |
False |
False |
366,554 |
80 |
54.63 |
42.05 |
12.58 |
27.1% |
1.28 |
2.8% |
35% |
False |
False |
284,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.64 |
2.618 |
49.83 |
1.618 |
48.72 |
1.000 |
48.03 |
0.618 |
47.61 |
HIGH |
46.92 |
0.618 |
46.50 |
0.500 |
46.37 |
0.382 |
46.23 |
LOW |
45.81 |
0.618 |
45.12 |
1.000 |
44.70 |
1.618 |
44.01 |
2.618 |
42.90 |
4.250 |
41.09 |
|
|
Fisher Pivots for day following 18-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
46.39 |
46.39 |
PP |
46.38 |
46.37 |
S1 |
46.37 |
46.36 |
|