NYMEX Light Sweet Crude Oil Future September 2017
Trading Metrics calculated at close of trading on 26-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
42.99 |
43.38 |
0.39 |
0.9% |
45.11 |
High |
43.46 |
43.90 |
0.44 |
1.0% |
45.51 |
Low |
42.76 |
42.87 |
0.11 |
0.3% |
42.27 |
Close |
43.27 |
43.61 |
0.34 |
0.8% |
43.27 |
Range |
0.70 |
1.03 |
0.33 |
47.1% |
3.24 |
ATR |
1.30 |
1.28 |
-0.02 |
-1.5% |
0.00 |
Volume |
179,367 |
108,671 |
-70,696 |
-39.4% |
720,729 |
|
Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.55 |
46.11 |
44.18 |
|
R3 |
45.52 |
45.08 |
43.89 |
|
R2 |
44.49 |
44.49 |
43.80 |
|
R1 |
44.05 |
44.05 |
43.70 |
44.27 |
PP |
43.46 |
43.46 |
43.46 |
43.57 |
S1 |
43.02 |
43.02 |
43.52 |
43.24 |
S2 |
42.43 |
42.43 |
43.42 |
|
S3 |
41.40 |
41.99 |
43.33 |
|
S4 |
40.37 |
40.96 |
43.04 |
|
|
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 |
44.94 |
42.27 |
2.67 |
6.1% |
1.33 |
3.1% |
50% |
False |
False |
152,582 |
10 |
46.98 |
42.27 |
4.71 |
10.8% |
1.18 |
2.7% |
28% |
False |
False |
125,680 |
20 |
50.70 |
42.27 |
8.43 |
19.3% |
1.29 |
3.0% |
16% |
False |
False |
108,064 |
40 |
52.38 |
42.27 |
10.11 |
23.2% |
1.37 |
3.2% |
13% |
False |
False |
82,238 |
60 |
54.77 |
42.27 |
12.50 |
28.7% |
1.26 |
2.9% |
11% |
False |
False |
70,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.28 |
2.618 |
46.60 |
1.618 |
45.57 |
1.000 |
44.93 |
0.618 |
44.54 |
HIGH |
43.90 |
0.618 |
43.51 |
0.500 |
43.39 |
0.382 |
43.26 |
LOW |
42.87 |
0.618 |
42.23 |
1.000 |
41.84 |
1.618 |
41.20 |
2.618 |
40.17 |
4.250 |
38.49 |
|
|
Fisher Pivots for day following 26-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
43.54 |
43.47 |
PP |
43.46 |
43.33 |
S1 |
43.39 |
43.20 |
|