NYMEX Light Sweet Crude Oil Future September 2017
Trading Metrics calculated at close of trading on 18-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
46.89 |
46.17 |
-0.72 |
-1.5% |
44.50 |
High |
47.08 |
47.14 |
0.06 |
0.1% |
46.93 |
Low |
46.10 |
46.02 |
-0.08 |
-0.2% |
43.83 |
Close |
46.23 |
46.59 |
0.36 |
0.8% |
46.75 |
Range |
0.98 |
1.12 |
0.14 |
14.3% |
3.10 |
ATR |
1.34 |
1.33 |
-0.02 |
-1.2% |
0.00 |
Volume |
397,385 |
639,640 |
242,255 |
61.0% |
1,552,859 |
|
Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.94 |
49.39 |
47.21 |
|
R3 |
48.82 |
48.27 |
46.90 |
|
R2 |
47.70 |
47.70 |
46.80 |
|
R1 |
47.15 |
47.15 |
46.69 |
47.43 |
PP |
46.58 |
46.58 |
46.58 |
46.72 |
S1 |
46.03 |
46.03 |
46.49 |
46.31 |
S2 |
45.46 |
45.46 |
46.38 |
|
S3 |
44.34 |
44.91 |
46.28 |
|
S4 |
43.22 |
43.79 |
45.97 |
|
|
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 |
47.14 |
45.16 |
1.98 |
4.2% |
1.14 |
2.4% |
72% |
True |
False |
401,594 |
10 |
47.52 |
43.83 |
3.69 |
7.9% |
1.47 |
3.1% |
75% |
False |
False |
319,339 |
20 |
47.52 |
42.27 |
5.25 |
11.3% |
1.36 |
2.9% |
82% |
False |
False |
231,892 |
40 |
52.38 |
42.27 |
10.11 |
21.7% |
1.35 |
2.9% |
43% |
False |
False |
159,577 |
60 |
52.38 |
42.27 |
10.11 |
21.7% |
1.35 |
2.9% |
43% |
False |
False |
123,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.90 |
2.618 |
50.07 |
1.618 |
48.95 |
1.000 |
48.26 |
0.618 |
47.83 |
HIGH |
47.14 |
0.618 |
46.71 |
0.500 |
46.58 |
0.382 |
46.45 |
LOW |
46.02 |
0.618 |
45.33 |
1.000 |
44.90 |
1.618 |
44.21 |
2.618 |
43.09 |
4.250 |
41.26 |
|
|
Fisher Pivots for day following 18-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
46.59 |
46.58 |
PP |
46.58 |
46.57 |
S1 |
46.58 |
46.56 |
|