NYMEX Light Sweet Crude Oil Future September 2017
Trading Metrics calculated at close of trading on 30-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
45.12 |
45.16 |
0.04 |
0.1% |
43.38 |
High |
45.70 |
46.59 |
0.89 |
1.9% |
46.59 |
Low |
44.91 |
45.14 |
0.23 |
0.5% |
42.87 |
Close |
45.20 |
46.29 |
1.09 |
2.4% |
46.29 |
Range |
0.79 |
1.45 |
0.66 |
83.5% |
3.72 |
ATR |
1.23 |
1.25 |
0.02 |
1.2% |
0.00 |
Volume |
150,423 |
154,936 |
4,513 |
3.0% |
692,946 |
|
Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.36 |
49.77 |
47.09 |
|
R3 |
48.91 |
48.32 |
46.69 |
|
R2 |
47.46 |
47.46 |
46.56 |
|
R1 |
46.87 |
46.87 |
46.42 |
47.17 |
PP |
46.01 |
46.01 |
46.01 |
46.15 |
S1 |
45.42 |
45.42 |
46.16 |
45.72 |
S2 |
44.56 |
44.56 |
46.02 |
|
S3 |
43.11 |
43.97 |
45.89 |
|
S4 |
41.66 |
42.52 |
45.49 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.41 |
55.07 |
48.34 |
|
R3 |
52.69 |
51.35 |
47.31 |
|
R2 |
48.97 |
48.97 |
46.97 |
|
R1 |
47.63 |
47.63 |
46.63 |
48.30 |
PP |
45.25 |
45.25 |
45.25 |
45.59 |
S1 |
43.91 |
43.91 |
45.95 |
44.58 |
S2 |
41.53 |
41.53 |
45.61 |
|
S3 |
37.81 |
40.19 |
45.27 |
|
S4 |
34.09 |
36.47 |
44.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.59 |
42.87 |
3.72 |
8.0% |
1.13 |
2.4% |
92% |
True |
False |
138,589 |
10 |
46.59 |
42.27 |
4.32 |
9.3% |
1.23 |
2.7% |
93% |
True |
False |
141,367 |
20 |
48.80 |
42.27 |
6.53 |
14.1% |
1.23 |
2.7% |
62% |
False |
False |
123,139 |
40 |
52.38 |
42.27 |
10.11 |
21.8% |
1.34 |
2.9% |
40% |
False |
False |
92,013 |
60 |
54.77 |
42.27 |
12.50 |
27.0% |
1.27 |
2.7% |
32% |
False |
False |
77,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.75 |
2.618 |
50.39 |
1.618 |
48.94 |
1.000 |
48.04 |
0.618 |
47.49 |
HIGH |
46.59 |
0.618 |
46.04 |
0.500 |
45.87 |
0.382 |
45.69 |
LOW |
45.14 |
0.618 |
44.24 |
1.000 |
43.69 |
1.618 |
42.79 |
2.618 |
41.34 |
4.250 |
38.98 |
|
|
Fisher Pivots for day following 30-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
46.15 |
45.94 |
PP |
46.01 |
45.59 |
S1 |
45.87 |
45.24 |
|