NYMEX Light Sweet Crude Oil Future September 2017
Trading Metrics calculated at close of trading on 17-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
46.26 |
46.89 |
0.63 |
1.4% |
44.50 |
High |
46.93 |
47.08 |
0.15 |
0.3% |
46.93 |
Low |
45.97 |
46.10 |
0.13 |
0.3% |
43.83 |
Close |
46.75 |
46.23 |
-0.52 |
-1.1% |
46.75 |
Range |
0.96 |
0.98 |
0.02 |
2.1% |
3.10 |
ATR |
1.37 |
1.34 |
-0.03 |
-2.0% |
0.00 |
Volume |
367,342 |
397,385 |
30,043 |
8.2% |
1,552,859 |
|
Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.41 |
48.80 |
46.77 |
|
R3 |
48.43 |
47.82 |
46.50 |
|
R2 |
47.45 |
47.45 |
46.41 |
|
R1 |
46.84 |
46.84 |
46.32 |
46.66 |
PP |
46.47 |
46.47 |
46.47 |
46.38 |
S1 |
45.86 |
45.86 |
46.14 |
45.68 |
S2 |
45.49 |
45.49 |
46.05 |
|
S3 |
44.51 |
44.88 |
45.96 |
|
S4 |
43.53 |
43.90 |
45.69 |
|
|
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 |
47.08 |
44.03 |
3.05 |
6.6% |
1.31 |
2.8% |
72% |
True |
False |
336,182 |
10 |
47.52 |
43.83 |
3.69 |
8.0% |
1.47 |
3.2% |
65% |
False |
False |
265,102 |
20 |
47.52 |
42.27 |
5.25 |
11.4% |
1.35 |
2.9% |
75% |
False |
False |
203,234 |
40 |
52.38 |
42.27 |
10.11 |
21.9% |
1.35 |
2.9% |
39% |
False |
False |
144,824 |
60 |
52.38 |
42.27 |
10.11 |
21.9% |
1.36 |
2.9% |
39% |
False |
False |
113,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.25 |
2.618 |
49.65 |
1.618 |
48.67 |
1.000 |
48.06 |
0.618 |
47.69 |
HIGH |
47.08 |
0.618 |
46.71 |
0.500 |
46.59 |
0.382 |
46.47 |
LOW |
46.10 |
0.618 |
45.49 |
1.000 |
45.12 |
1.618 |
44.51 |
2.618 |
43.53 |
4.250 |
41.94 |
|
|
Fisher Pivots for day following 17-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
46.59 |
46.19 |
PP |
46.47 |
46.16 |
S1 |
46.35 |
46.12 |
|