NYMEX Light Sweet Crude Oil Future September 2017
Trading Metrics calculated at close of trading on 22-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
43.61 |
42.72 |
-0.89 |
-2.0% |
46.37 |
High |
44.43 |
43.54 |
-0.89 |
-2.0% |
47.17 |
Low |
42.27 |
42.49 |
0.22 |
0.5% |
44.69 |
Close |
42.75 |
42.97 |
0.22 |
0.5% |
45.20 |
Range |
2.16 |
1.05 |
-1.11 |
-51.4% |
2.48 |
ATR |
1.37 |
1.34 |
-0.02 |
-1.7% |
0.00 |
Volume |
196,533 |
84,308 |
-112,225 |
-57.1% |
508,842 |
|
Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.15 |
45.61 |
43.55 |
|
R3 |
45.10 |
44.56 |
43.26 |
|
R2 |
44.05 |
44.05 |
43.16 |
|
R1 |
43.51 |
43.51 |
43.07 |
43.78 |
PP |
43.00 |
43.00 |
43.00 |
43.14 |
S1 |
42.46 |
42.46 |
42.87 |
42.73 |
S2 |
41.95 |
41.95 |
42.78 |
|
S3 |
40.90 |
41.41 |
42.68 |
|
S4 |
39.85 |
40.36 |
42.39 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.13 |
51.64 |
46.56 |
|
R3 |
50.65 |
49.16 |
45.88 |
|
R2 |
48.17 |
48.17 |
45.65 |
|
R1 |
46.68 |
46.68 |
45.43 |
46.19 |
PP |
45.69 |
45.69 |
45.69 |
45.44 |
S1 |
44.20 |
44.20 |
44.97 |
43.71 |
S2 |
43.21 |
43.21 |
44.75 |
|
S3 |
40.73 |
41.72 |
44.52 |
|
S4 |
38.25 |
39.24 |
43.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.51 |
42.27 |
3.24 |
7.5% |
1.33 |
3.1% |
22% |
False |
False |
121,038 |
10 |
47.17 |
42.27 |
4.90 |
11.4% |
1.19 |
2.8% |
14% |
False |
False |
113,131 |
20 |
52.38 |
42.27 |
10.11 |
23.5% |
1.46 |
3.4% |
7% |
False |
False |
101,326 |
40 |
52.38 |
42.27 |
10.11 |
23.5% |
1.38 |
3.2% |
7% |
False |
False |
77,781 |
60 |
54.77 |
42.27 |
12.50 |
29.1% |
1.26 |
2.9% |
6% |
False |
False |
66,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.00 |
2.618 |
46.29 |
1.618 |
45.24 |
1.000 |
44.59 |
0.618 |
44.19 |
HIGH |
43.54 |
0.618 |
43.14 |
0.500 |
43.02 |
0.382 |
42.89 |
LOW |
42.49 |
0.618 |
41.84 |
1.000 |
41.44 |
1.618 |
40.79 |
2.618 |
39.74 |
4.250 |
38.03 |
|
|
Fisher Pivots for day following 22-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
43.02 |
43.61 |
PP |
43.00 |
43.39 |
S1 |
42.99 |
43.18 |
|