NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 19-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
45.99 |
46.25 |
0.26 |
0.6% |
44.35 |
High |
46.92 |
47.26 |
0.34 |
0.7% |
46.74 |
Low |
45.81 |
46.14 |
0.33 |
0.7% |
43.65 |
Close |
46.40 |
47.12 |
0.72 |
1.6% |
46.54 |
Range |
1.11 |
1.12 |
0.01 |
0.9% |
3.09 |
ATR |
1.34 |
1.32 |
-0.02 |
-1.2% |
0.00 |
Volume |
208,420 |
140,677 |
-67,743 |
-32.5% |
4,314,632 |
|
Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.20 |
49.78 |
47.74 |
|
R3 |
49.08 |
48.66 |
47.43 |
|
R2 |
47.96 |
47.96 |
47.33 |
|
R1 |
47.54 |
47.54 |
47.22 |
47.75 |
PP |
46.84 |
46.84 |
46.84 |
46.95 |
S1 |
46.42 |
46.42 |
47.02 |
46.63 |
S2 |
45.72 |
45.72 |
46.91 |
|
S3 |
44.60 |
45.30 |
46.81 |
|
S4 |
43.48 |
44.18 |
46.50 |
|
|
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 |
47.26 |
44.99 |
2.27 |
4.8% |
1.09 |
2.3% |
94% |
True |
False |
480,319 |
10 |
47.26 |
43.65 |
3.61 |
7.7% |
1.30 |
2.8% |
96% |
True |
False |
716,995 |
20 |
47.32 |
42.05 |
5.27 |
11.2% |
1.32 |
2.8% |
96% |
False |
False |
745,641 |
40 |
52.22 |
42.05 |
10.17 |
21.6% |
1.38 |
2.9% |
50% |
False |
False |
516,422 |
60 |
52.22 |
42.05 |
10.17 |
21.6% |
1.37 |
2.9% |
50% |
False |
False |
368,187 |
80 |
54.63 |
42.05 |
12.58 |
26.7% |
1.28 |
2.7% |
40% |
False |
False |
285,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.02 |
2.618 |
50.19 |
1.618 |
49.07 |
1.000 |
48.38 |
0.618 |
47.95 |
HIGH |
47.26 |
0.618 |
46.83 |
0.500 |
46.70 |
0.382 |
46.57 |
LOW |
46.14 |
0.618 |
45.45 |
1.000 |
45.02 |
1.618 |
44.33 |
2.618 |
43.21 |
4.250 |
41.38 |
|
|
Fisher Pivots for day following 19-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
46.98 |
46.93 |
PP |
46.84 |
46.73 |
S1 |
46.70 |
46.54 |
|