NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 20-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
46.25 |
47.09 |
0.84 |
1.8% |
44.35 |
High |
47.26 |
47.55 |
0.29 |
0.6% |
46.74 |
Low |
46.14 |
46.66 |
0.52 |
1.1% |
43.65 |
Close |
47.12 |
46.79 |
-0.33 |
-0.7% |
46.54 |
Range |
1.12 |
0.89 |
-0.23 |
-20.5% |
3.09 |
ATR |
1.32 |
1.29 |
-0.03 |
-2.3% |
0.00 |
Volume |
140,677 |
17,229 |
-123,448 |
-87.8% |
4,314,632 |
|
Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.67 |
49.12 |
47.28 |
|
R3 |
48.78 |
48.23 |
47.03 |
|
R2 |
47.89 |
47.89 |
46.95 |
|
R1 |
47.34 |
47.34 |
46.87 |
47.17 |
PP |
47.00 |
47.00 |
47.00 |
46.92 |
S1 |
46.45 |
46.45 |
46.71 |
46.28 |
S2 |
46.11 |
46.11 |
46.63 |
|
S3 |
45.22 |
45.56 |
46.55 |
|
S4 |
44.33 |
44.67 |
46.30 |
|
|
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 |
47.55 |
45.80 |
1.75 |
3.7% |
1.01 |
2.2% |
57% |
True |
False |
333,970 |
10 |
47.55 |
43.65 |
3.90 |
8.3% |
1.25 |
2.7% |
81% |
True |
False |
621,750 |
20 |
47.55 |
42.26 |
5.29 |
11.3% |
1.26 |
2.7% |
86% |
True |
False |
692,915 |
40 |
52.22 |
42.05 |
10.17 |
21.7% |
1.37 |
2.9% |
47% |
False |
False |
514,013 |
60 |
52.22 |
42.05 |
10.17 |
21.7% |
1.37 |
2.9% |
47% |
False |
False |
367,529 |
80 |
54.63 |
42.05 |
12.58 |
26.9% |
1.28 |
2.7% |
38% |
False |
False |
285,721 |
100 |
55.56 |
42.05 |
13.51 |
28.9% |
1.24 |
2.7% |
35% |
False |
False |
234,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.33 |
2.618 |
49.88 |
1.618 |
48.99 |
1.000 |
48.44 |
0.618 |
48.10 |
HIGH |
47.55 |
0.618 |
47.21 |
0.500 |
47.11 |
0.382 |
47.00 |
LOW |
46.66 |
0.618 |
46.11 |
1.000 |
45.77 |
1.618 |
45.22 |
2.618 |
44.33 |
4.250 |
42.88 |
|
|
Fisher Pivots for day following 20-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
47.11 |
46.75 |
PP |
47.00 |
46.72 |
S1 |
46.90 |
46.68 |
|