NYMEX Light Sweet Crude Oil Future September 2017
Trading Metrics calculated at close of trading on 11-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
44.50 |
44.76 |
0.26 |
0.6% |
46.51 |
High |
45.03 |
45.98 |
0.95 |
2.1% |
47.52 |
Low |
43.83 |
44.03 |
0.20 |
0.5% |
43.96 |
Close |
44.60 |
45.23 |
0.63 |
1.4% |
44.39 |
Range |
1.20 |
1.95 |
0.75 |
62.5% |
3.56 |
ATR |
1.37 |
1.41 |
0.04 |
3.0% |
0.00 |
Volume |
269,330 |
312,580 |
43,250 |
16.1% |
700,776 |
|
Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.93 |
50.03 |
46.30 |
|
R3 |
48.98 |
48.08 |
45.77 |
|
R2 |
47.03 |
47.03 |
45.59 |
|
R1 |
46.13 |
46.13 |
45.41 |
46.58 |
PP |
45.08 |
45.08 |
45.08 |
45.31 |
S1 |
44.18 |
44.18 |
45.05 |
44.63 |
S2 |
43.13 |
43.13 |
44.87 |
|
S3 |
41.18 |
42.23 |
44.69 |
|
S4 |
39.23 |
40.28 |
44.16 |
|
|
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 |
8.2% |
1.79 |
4.0% |
38% |
False |
False |
237,085 |
10 |
47.52 |
43.55 |
3.97 |
8.8% |
1.48 |
3.3% |
42% |
False |
False |
186,696 |
20 |
47.52 |
42.27 |
5.25 |
11.6% |
1.33 |
2.9% |
56% |
False |
False |
156,188 |
40 |
52.38 |
42.27 |
10.11 |
22.4% |
1.38 |
3.1% |
29% |
False |
False |
115,805 |
60 |
54.41 |
42.27 |
12.14 |
26.8% |
1.35 |
3.0% |
24% |
False |
False |
94,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.27 |
2.618 |
51.09 |
1.618 |
49.14 |
1.000 |
47.93 |
0.618 |
47.19 |
HIGH |
45.98 |
0.618 |
45.24 |
0.500 |
45.01 |
0.382 |
44.77 |
LOW |
44.03 |
0.618 |
42.82 |
1.000 |
42.08 |
1.618 |
40.87 |
2.618 |
38.92 |
4.250 |
35.74 |
|
|
Fisher Pivots for day following 11-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
45.16 |
45.12 |
PP |
45.08 |
45.01 |
S1 |
45.01 |
44.91 |
|