NYMEX Light Sweet Crude Oil Future September 2017
Trading Metrics calculated at close of trading on 14-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
45.62 |
46.26 |
0.64 |
1.4% |
44.50 |
High |
46.43 |
46.93 |
0.50 |
1.1% |
46.93 |
Low |
45.16 |
45.97 |
0.81 |
1.8% |
43.83 |
Close |
46.25 |
46.75 |
0.50 |
1.1% |
46.75 |
Range |
1.27 |
0.96 |
-0.31 |
-24.4% |
3.10 |
ATR |
1.40 |
1.37 |
-0.03 |
-2.3% |
0.00 |
Volume |
303,170 |
367,342 |
64,172 |
21.2% |
1,552,859 |
|
Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.43 |
49.05 |
47.28 |
|
R3 |
48.47 |
48.09 |
47.01 |
|
R2 |
47.51 |
47.51 |
46.93 |
|
R1 |
47.13 |
47.13 |
46.84 |
47.32 |
PP |
46.55 |
46.55 |
46.55 |
46.65 |
S1 |
46.17 |
46.17 |
46.66 |
46.36 |
S2 |
45.59 |
45.59 |
46.57 |
|
S3 |
44.63 |
45.21 |
46.49 |
|
S4 |
43.67 |
44.25 |
46.22 |
|
|
Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.14 |
54.04 |
48.46 |
|
R3 |
52.04 |
50.94 |
47.60 |
|
R2 |
48.94 |
48.94 |
47.32 |
|
R1 |
47.84 |
47.84 |
47.03 |
48.39 |
PP |
45.84 |
45.84 |
45.84 |
46.11 |
S1 |
44.74 |
44.74 |
46.47 |
45.29 |
S2 |
42.74 |
42.74 |
46.18 |
|
S3 |
39.64 |
41.64 |
45.90 |
|
S4 |
36.54 |
38.54 |
45.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.93 |
43.83 |
3.10 |
6.6% |
1.35 |
2.9% |
94% |
True |
False |
310,571 |
10 |
47.52 |
43.83 |
3.69 |
7.9% |
1.52 |
3.2% |
79% |
False |
False |
240,857 |
20 |
47.52 |
42.27 |
5.25 |
11.2% |
1.34 |
2.9% |
85% |
False |
False |
186,556 |
40 |
52.38 |
42.27 |
10.11 |
21.6% |
1.37 |
2.9% |
44% |
False |
False |
136,006 |
60 |
52.38 |
42.27 |
10.11 |
21.6% |
1.35 |
2.9% |
44% |
False |
False |
108,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.01 |
2.618 |
49.44 |
1.618 |
48.48 |
1.000 |
47.89 |
0.618 |
47.52 |
HIGH |
46.93 |
0.618 |
46.56 |
0.500 |
46.45 |
0.382 |
46.34 |
LOW |
45.97 |
0.618 |
45.38 |
1.000 |
45.01 |
1.618 |
44.42 |
2.618 |
43.46 |
4.250 |
41.89 |
|
|
Fisher Pivots for day following 14-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
46.65 |
46.52 |
PP |
46.55 |
46.28 |
S1 |
46.45 |
46.05 |
|