NYMEX Light Sweet Crude Oil Future September 2017
Trading Metrics calculated at close of trading on 23-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
42.72 |
42.99 |
0.27 |
0.6% |
45.11 |
High |
43.54 |
43.46 |
-0.08 |
-0.2% |
45.51 |
Low |
42.49 |
42.76 |
0.27 |
0.6% |
42.27 |
Close |
42.97 |
43.27 |
0.30 |
0.7% |
43.27 |
Range |
1.05 |
0.70 |
-0.35 |
-33.3% |
3.24 |
ATR |
1.34 |
1.30 |
-0.05 |
-3.4% |
0.00 |
Volume |
84,308 |
179,367 |
95,059 |
112.8% |
720,729 |
|
Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.26 |
44.97 |
43.66 |
|
R3 |
44.56 |
44.27 |
43.46 |
|
R2 |
43.86 |
43.86 |
43.40 |
|
R1 |
43.57 |
43.57 |
43.33 |
43.72 |
PP |
43.16 |
43.16 |
43.16 |
43.24 |
S1 |
42.87 |
42.87 |
43.21 |
43.02 |
S2 |
42.46 |
42.46 |
43.14 |
|
S3 |
41.76 |
42.17 |
43.08 |
|
S4 |
41.06 |
41.47 |
42.89 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.40 |
51.58 |
45.05 |
|
R3 |
50.16 |
48.34 |
44.16 |
|
R2 |
46.92 |
46.92 |
43.86 |
|
R1 |
45.10 |
45.10 |
43.57 |
44.39 |
PP |
43.68 |
43.68 |
43.68 |
43.33 |
S1 |
41.86 |
41.86 |
42.97 |
41.15 |
S2 |
40.44 |
40.44 |
42.68 |
|
S3 |
37.20 |
38.62 |
42.38 |
|
S4 |
33.96 |
35.38 |
41.49 |
|
|
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% |
1.32 |
3.1% |
31% |
False |
False |
144,145 |
10 |
47.17 |
42.27 |
4.90 |
11.3% |
1.18 |
2.7% |
20% |
False |
False |
122,957 |
20 |
50.70 |
42.27 |
8.43 |
19.5% |
1.32 |
3.1% |
12% |
False |
False |
106,003 |
40 |
52.38 |
42.27 |
10.11 |
23.4% |
1.37 |
3.2% |
10% |
False |
False |
80,410 |
60 |
54.77 |
42.27 |
12.50 |
28.9% |
1.26 |
2.9% |
8% |
False |
False |
68,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.44 |
2.618 |
45.29 |
1.618 |
44.59 |
1.000 |
44.16 |
0.618 |
43.89 |
HIGH |
43.46 |
0.618 |
43.19 |
0.500 |
43.11 |
0.382 |
43.03 |
LOW |
42.76 |
0.618 |
42.33 |
1.000 |
42.06 |
1.618 |
41.63 |
2.618 |
40.93 |
4.250 |
39.79 |
|
|
Fisher Pivots for day following 23-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
43.22 |
43.35 |
PP |
43.16 |
43.32 |
S1 |
43.11 |
43.30 |
|