NYMEX Light Sweet Crude Oil Future September 2017
Trading Metrics calculated at close of trading on 10-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
45.56 |
44.50 |
-1.06 |
-2.3% |
46.51 |
High |
45.61 |
45.03 |
-0.58 |
-1.3% |
47.52 |
Low |
43.96 |
43.83 |
-0.13 |
-0.3% |
43.96 |
Close |
44.39 |
44.60 |
0.21 |
0.5% |
44.39 |
Range |
1.65 |
1.20 |
-0.45 |
-27.3% |
3.56 |
ATR |
1.39 |
1.37 |
-0.01 |
-1.0% |
0.00 |
Volume |
209,560 |
269,330 |
59,770 |
28.5% |
700,776 |
|
Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.09 |
47.54 |
45.26 |
|
R3 |
46.89 |
46.34 |
44.93 |
|
R2 |
45.69 |
45.69 |
44.82 |
|
R1 |
45.14 |
45.14 |
44.71 |
45.42 |
PP |
44.49 |
44.49 |
44.49 |
44.62 |
S1 |
43.94 |
43.94 |
44.49 |
44.22 |
S2 |
43.29 |
43.29 |
44.38 |
|
S3 |
42.09 |
42.74 |
44.27 |
|
S4 |
40.89 |
41.54 |
43.94 |
|
|
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 |
43.83 |
3.69 |
8.3% |
1.64 |
3.7% |
21% |
False |
True |
194,021 |
10 |
47.52 |
42.87 |
4.65 |
10.4% |
1.39 |
3.1% |
37% |
False |
False |
166,305 |
20 |
47.52 |
42.27 |
5.25 |
11.8% |
1.28 |
2.9% |
44% |
False |
False |
144,631 |
40 |
52.38 |
42.27 |
10.11 |
22.7% |
1.35 |
3.0% |
23% |
False |
False |
109,112 |
60 |
54.55 |
42.27 |
12.28 |
27.5% |
1.33 |
3.0% |
19% |
False |
False |
89,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.13 |
2.618 |
48.17 |
1.618 |
46.97 |
1.000 |
46.23 |
0.618 |
45.77 |
HIGH |
45.03 |
0.618 |
44.57 |
0.500 |
44.43 |
0.382 |
44.29 |
LOW |
43.83 |
0.618 |
43.09 |
1.000 |
42.63 |
1.618 |
41.89 |
2.618 |
40.69 |
4.250 |
38.73 |
|
|
Fisher Pivots for day following 10-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
44.54 |
45.28 |
PP |
44.49 |
45.05 |
S1 |
44.43 |
44.83 |
|