NYMEX Light Sweet Crude Oil Future September 2017
Trading Metrics calculated at close of trading on 19-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
46.17 |
46.48 |
0.31 |
0.7% |
44.50 |
High |
47.14 |
47.46 |
0.32 |
0.7% |
46.93 |
Low |
46.02 |
46.32 |
0.30 |
0.7% |
43.83 |
Close |
46.59 |
47.32 |
0.73 |
1.6% |
46.75 |
Range |
1.12 |
1.14 |
0.02 |
1.8% |
3.10 |
ATR |
1.33 |
1.31 |
-0.01 |
-1.0% |
0.00 |
Volume |
639,640 |
846,615 |
206,975 |
32.4% |
1,552,859 |
|
Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.45 |
50.03 |
47.95 |
|
R3 |
49.31 |
48.89 |
47.63 |
|
R2 |
48.17 |
48.17 |
47.53 |
|
R1 |
47.75 |
47.75 |
47.42 |
47.96 |
PP |
47.03 |
47.03 |
47.03 |
47.14 |
S1 |
46.61 |
46.61 |
47.22 |
46.82 |
S2 |
45.89 |
45.89 |
47.11 |
|
S3 |
44.75 |
45.47 |
47.01 |
|
S4 |
43.61 |
44.33 |
46.69 |
|
|
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 |
47.46 |
45.16 |
2.30 |
4.9% |
1.09 |
2.3% |
94% |
True |
False |
510,830 |
10 |
47.46 |
43.83 |
3.63 |
7.7% |
1.30 |
2.7% |
96% |
True |
False |
384,418 |
20 |
47.52 |
42.27 |
5.25 |
11.1% |
1.33 |
2.8% |
96% |
False |
False |
264,521 |
40 |
52.38 |
42.27 |
10.11 |
21.4% |
1.36 |
2.9% |
50% |
False |
False |
179,496 |
60 |
52.38 |
42.27 |
10.11 |
21.4% |
1.35 |
2.8% |
50% |
False |
False |
136,745 |
80 |
54.77 |
42.27 |
12.50 |
26.4% |
1.26 |
2.7% |
40% |
False |
False |
113,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.31 |
2.618 |
50.44 |
1.618 |
49.30 |
1.000 |
48.60 |
0.618 |
48.16 |
HIGH |
47.46 |
0.618 |
47.02 |
0.500 |
46.89 |
0.382 |
46.76 |
LOW |
46.32 |
0.618 |
45.62 |
1.000 |
45.18 |
1.618 |
44.48 |
2.618 |
43.34 |
4.250 |
41.48 |
|
|
Fisher Pivots for day following 19-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
47.18 |
47.13 |
PP |
47.03 |
46.93 |
S1 |
46.89 |
46.74 |
|