NYMEX Light Sweet Crude Oil Future September 2017
Trading Metrics calculated at close of trading on 25-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
45.62 |
46.46 |
0.84 |
1.8% |
46.89 |
High |
46.53 |
48.66 |
2.13 |
4.6% |
47.74 |
Low |
45.40 |
46.38 |
0.98 |
2.2% |
45.54 |
Close |
46.34 |
47.89 |
1.55 |
3.3% |
45.77 |
Range |
1.13 |
2.28 |
1.15 |
101.8% |
2.20 |
ATR |
1.30 |
1.37 |
0.07 |
5.6% |
0.00 |
Volume |
707,910 |
885,700 |
177,790 |
25.1% |
3,373,699 |
|
Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.48 |
53.47 |
49.14 |
|
R3 |
52.20 |
51.19 |
48.52 |
|
R2 |
49.92 |
49.92 |
48.31 |
|
R1 |
48.91 |
48.91 |
48.10 |
49.42 |
PP |
47.64 |
47.64 |
47.64 |
47.90 |
S1 |
46.63 |
46.63 |
47.68 |
47.14 |
S2 |
45.36 |
45.36 |
47.47 |
|
S3 |
43.08 |
44.35 |
47.26 |
|
S4 |
40.80 |
42.07 |
46.64 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.95 |
51.56 |
46.98 |
|
R3 |
50.75 |
49.36 |
46.38 |
|
R2 |
48.55 |
48.55 |
46.17 |
|
R1 |
47.16 |
47.16 |
45.97 |
46.76 |
PP |
46.35 |
46.35 |
46.35 |
46.15 |
S1 |
44.96 |
44.96 |
45.57 |
44.56 |
S2 |
44.15 |
44.15 |
45.37 |
|
S3 |
41.95 |
42.76 |
45.17 |
|
S4 |
39.75 |
40.56 |
44.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.66 |
45.40 |
3.26 |
6.8% |
1.43 |
3.0% |
76% |
True |
False |
786,056 |
10 |
48.66 |
45.16 |
3.50 |
7.3% |
1.29 |
2.7% |
78% |
True |
False |
593,825 |
20 |
48.66 |
43.55 |
5.11 |
10.7% |
1.38 |
2.9% |
85% |
True |
False |
390,260 |
40 |
50.70 |
42.27 |
8.43 |
17.6% |
1.33 |
2.8% |
67% |
False |
False |
249,162 |
60 |
52.38 |
42.27 |
10.11 |
21.1% |
1.38 |
2.9% |
56% |
False |
False |
184,912 |
80 |
54.77 |
42.27 |
12.50 |
26.1% |
1.29 |
2.7% |
45% |
False |
False |
150,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.35 |
2.618 |
54.63 |
1.618 |
52.35 |
1.000 |
50.94 |
0.618 |
50.07 |
HIGH |
48.66 |
0.618 |
47.79 |
0.500 |
47.52 |
0.382 |
47.25 |
LOW |
46.38 |
0.618 |
44.97 |
1.000 |
44.10 |
1.618 |
42.69 |
2.618 |
40.41 |
4.250 |
36.69 |
|
|
Fisher Pivots for day following 25-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
47.77 |
47.60 |
PP |
47.64 |
47.32 |
S1 |
47.52 |
47.03 |
|