NYMEX Light Sweet Crude Oil Future September 2017
Trading Metrics calculated at close of trading on 13-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
45.90 |
45.62 |
-0.28 |
-0.6% |
46.51 |
High |
46.65 |
46.43 |
-0.22 |
-0.5% |
47.52 |
Low |
45.28 |
45.16 |
-0.12 |
-0.3% |
43.96 |
Close |
45.66 |
46.25 |
0.59 |
1.3% |
44.39 |
Range |
1.37 |
1.27 |
-0.10 |
-7.3% |
3.56 |
ATR |
1.41 |
1.40 |
-0.01 |
-0.7% |
0.00 |
Volume |
300,437 |
303,170 |
2,733 |
0.9% |
700,776 |
|
Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.76 |
49.27 |
46.95 |
|
R3 |
48.49 |
48.00 |
46.60 |
|
R2 |
47.22 |
47.22 |
46.48 |
|
R1 |
46.73 |
46.73 |
46.37 |
46.98 |
PP |
45.95 |
45.95 |
45.95 |
46.07 |
S1 |
45.46 |
45.46 |
46.13 |
45.71 |
S2 |
44.68 |
44.68 |
46.02 |
|
S3 |
43.41 |
44.19 |
45.90 |
|
S4 |
42.14 |
42.92 |
45.55 |
|
|
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 |
46.65 |
43.83 |
2.82 |
6.1% |
1.49 |
3.2% |
86% |
False |
False |
279,015 |
10 |
47.52 |
43.83 |
3.69 |
8.0% |
1.50 |
3.2% |
66% |
False |
False |
219,165 |
20 |
47.52 |
42.27 |
5.25 |
11.4% |
1.32 |
2.8% |
76% |
False |
False |
173,634 |
40 |
52.38 |
42.27 |
10.11 |
21.9% |
1.38 |
3.0% |
39% |
False |
False |
127,838 |
60 |
53.82 |
42.27 |
11.55 |
25.0% |
1.38 |
3.0% |
34% |
False |
False |
103,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.83 |
2.618 |
49.75 |
1.618 |
48.48 |
1.000 |
47.70 |
0.618 |
47.21 |
HIGH |
46.43 |
0.618 |
45.94 |
0.500 |
45.80 |
0.382 |
45.65 |
LOW |
45.16 |
0.618 |
44.38 |
1.000 |
43.89 |
1.618 |
43.11 |
2.618 |
41.84 |
4.250 |
39.76 |
|
|
Fisher Pivots for day following 13-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
46.10 |
45.95 |
PP |
45.95 |
45.64 |
S1 |
45.80 |
45.34 |
|