NYMEX Light Sweet Crude Oil Future September 2017
Trading Metrics calculated at close of trading on 07-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
45.87 |
45.56 |
-0.31 |
-0.7% |
46.51 |
High |
46.73 |
45.61 |
-1.12 |
-2.4% |
47.52 |
Low |
45.37 |
43.96 |
-1.41 |
-3.1% |
43.96 |
Close |
45.70 |
44.39 |
-1.31 |
-2.9% |
44.39 |
Range |
1.36 |
1.65 |
0.29 |
21.3% |
3.56 |
ATR |
1.36 |
1.39 |
0.03 |
2.0% |
0.00 |
Volume |
198,121 |
209,560 |
11,439 |
5.8% |
700,776 |
|
Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.60 |
48.65 |
45.30 |
|
R3 |
47.95 |
47.00 |
44.84 |
|
R2 |
46.30 |
46.30 |
44.69 |
|
R1 |
45.35 |
45.35 |
44.54 |
45.00 |
PP |
44.65 |
44.65 |
44.65 |
44.48 |
S1 |
43.70 |
43.70 |
44.24 |
43.35 |
S2 |
43.00 |
43.00 |
44.09 |
|
S3 |
41.35 |
42.05 |
43.94 |
|
S4 |
39.70 |
40.40 |
43.48 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.97 |
53.74 |
46.35 |
|
R3 |
52.41 |
50.18 |
45.37 |
|
R2 |
48.85 |
48.85 |
45.04 |
|
R1 |
46.62 |
46.62 |
44.72 |
45.96 |
PP |
45.29 |
45.29 |
45.29 |
44.96 |
S1 |
43.06 |
43.06 |
44.06 |
42.40 |
S2 |
41.73 |
41.73 |
43.74 |
|
S3 |
38.17 |
39.50 |
43.41 |
|
S4 |
34.61 |
35.94 |
42.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.52 |
43.96 |
3.56 |
8.0% |
1.69 |
3.8% |
12% |
False |
True |
171,142 |
10 |
47.52 |
42.76 |
4.76 |
10.7% |
1.34 |
3.0% |
34% |
False |
False |
157,308 |
20 |
47.52 |
42.27 |
5.25 |
11.8% |
1.26 |
2.8% |
40% |
False |
False |
135,220 |
40 |
52.38 |
42.27 |
10.11 |
22.8% |
1.35 |
3.0% |
21% |
False |
False |
103,617 |
60 |
54.77 |
42.27 |
12.50 |
28.2% |
1.32 |
3.0% |
17% |
False |
False |
86,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.62 |
2.618 |
49.93 |
1.618 |
48.28 |
1.000 |
47.26 |
0.618 |
46.63 |
HIGH |
45.61 |
0.618 |
44.98 |
0.500 |
44.79 |
0.382 |
44.59 |
LOW |
43.96 |
0.618 |
42.94 |
1.000 |
42.31 |
1.618 |
41.29 |
2.618 |
39.64 |
4.250 |
36.95 |
|
|
Fisher Pivots for day following 07-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
44.79 |
45.74 |
PP |
44.65 |
45.29 |
S1 |
44.52 |
44.84 |
|