NYMEX Light Sweet Crude Oil Future September 2017
Trading Metrics calculated at close of trading on 12-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
44.76 |
45.90 |
1.14 |
2.5% |
46.51 |
High |
45.98 |
46.65 |
0.67 |
1.5% |
47.52 |
Low |
44.03 |
45.28 |
1.25 |
2.8% |
43.96 |
Close |
45.23 |
45.66 |
0.43 |
1.0% |
44.39 |
Range |
1.95 |
1.37 |
-0.58 |
-29.7% |
3.56 |
ATR |
1.41 |
1.41 |
0.00 |
0.0% |
0.00 |
Volume |
312,580 |
300,437 |
-12,143 |
-3.9% |
700,776 |
|
Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.97 |
49.19 |
46.41 |
|
R3 |
48.60 |
47.82 |
46.04 |
|
R2 |
47.23 |
47.23 |
45.91 |
|
R1 |
46.45 |
46.45 |
45.79 |
46.16 |
PP |
45.86 |
45.86 |
45.86 |
45.72 |
S1 |
45.08 |
45.08 |
45.53 |
44.79 |
S2 |
44.49 |
44.49 |
45.41 |
|
S3 |
43.12 |
43.71 |
45.28 |
|
S4 |
41.75 |
42.34 |
44.91 |
|
|
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 |
46.73 |
43.83 |
2.90 |
6.4% |
1.51 |
3.3% |
63% |
False |
False |
258,005 |
10 |
47.52 |
43.83 |
3.69 |
8.1% |
1.50 |
3.3% |
50% |
False |
False |
202,833 |
20 |
47.52 |
42.27 |
5.25 |
11.5% |
1.35 |
3.0% |
65% |
False |
False |
165,950 |
40 |
52.38 |
42.27 |
10.11 |
22.1% |
1.37 |
3.0% |
34% |
False |
False |
121,719 |
60 |
54.12 |
42.27 |
11.85 |
26.0% |
1.37 |
3.0% |
29% |
False |
False |
98,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.47 |
2.618 |
50.24 |
1.618 |
48.87 |
1.000 |
48.02 |
0.618 |
47.50 |
HIGH |
46.65 |
0.618 |
46.13 |
0.500 |
45.97 |
0.382 |
45.80 |
LOW |
45.28 |
0.618 |
44.43 |
1.000 |
43.91 |
1.618 |
43.06 |
2.618 |
41.69 |
4.250 |
39.46 |
|
|
Fisher Pivots for day following 12-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
45.97 |
45.52 |
PP |
45.86 |
45.38 |
S1 |
45.76 |
45.24 |
|