NYMEX Light Sweet Crude Oil Future October 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 |
47.01 |
46.29 |
-0.72 |
-1.5% |
44.73 |
High |
47.24 |
47.30 |
0.06 |
0.1% |
47.07 |
Low |
46.28 |
46.21 |
-0.07 |
-0.2% |
44.01 |
Close |
46.41 |
46.76 |
0.35 |
0.8% |
46.92 |
Range |
0.96 |
1.09 |
0.13 |
13.5% |
3.06 |
ATR |
1.32 |
1.31 |
-0.02 |
-1.3% |
0.00 |
Volume |
69,320 |
87,643 |
18,323 |
26.4% |
412,384 |
|
Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.03 |
49.48 |
47.36 |
|
R3 |
48.94 |
48.39 |
47.06 |
|
R2 |
47.85 |
47.85 |
46.96 |
|
R1 |
47.30 |
47.30 |
46.86 |
47.58 |
PP |
46.76 |
46.76 |
46.76 |
46.89 |
S1 |
46.21 |
46.21 |
46.66 |
46.49 |
S2 |
45.67 |
45.67 |
46.56 |
|
S3 |
44.58 |
45.12 |
46.46 |
|
S4 |
43.49 |
44.03 |
46.16 |
|
|
Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.18 |
54.11 |
48.60 |
|
R3 |
52.12 |
51.05 |
47.76 |
|
R2 |
49.06 |
49.06 |
47.48 |
|
R1 |
47.99 |
47.99 |
47.20 |
48.53 |
PP |
46.00 |
46.00 |
46.00 |
46.27 |
S1 |
44.93 |
44.93 |
46.64 |
45.47 |
S2 |
42.94 |
42.94 |
46.36 |
|
S3 |
39.88 |
41.87 |
46.08 |
|
S4 |
36.82 |
38.81 |
45.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.30 |
45.31 |
1.99 |
4.3% |
1.12 |
2.4% |
73% |
True |
False |
86,902 |
10 |
47.71 |
44.01 |
3.70 |
7.9% |
1.44 |
3.1% |
74% |
False |
False |
73,576 |
20 |
47.71 |
42.51 |
5.20 |
11.1% |
1.33 |
2.9% |
82% |
False |
False |
62,523 |
40 |
52.50 |
42.51 |
9.99 |
21.4% |
1.32 |
2.8% |
43% |
False |
False |
50,859 |
60 |
52.50 |
42.51 |
9.99 |
21.4% |
1.31 |
2.8% |
43% |
False |
False |
42,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.93 |
2.618 |
50.15 |
1.618 |
49.06 |
1.000 |
48.39 |
0.618 |
47.97 |
HIGH |
47.30 |
0.618 |
46.88 |
0.500 |
46.76 |
0.382 |
46.63 |
LOW |
46.21 |
0.618 |
45.54 |
1.000 |
45.12 |
1.618 |
44.45 |
2.618 |
43.36 |
4.250 |
41.58 |
|
|
Fisher Pivots for day following 18-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
46.76 |
46.75 |
PP |
46.76 |
46.73 |
S1 |
46.76 |
46.72 |
|