NYMEX Light Sweet Crude Oil Future October 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 |
46.29 |
46.62 |
0.33 |
0.7% |
44.73 |
High |
47.30 |
47.62 |
0.32 |
0.7% |
47.07 |
Low |
46.21 |
46.49 |
0.28 |
0.6% |
44.01 |
Close |
46.76 |
47.50 |
0.74 |
1.6% |
46.92 |
Range |
1.09 |
1.13 |
0.04 |
3.7% |
3.06 |
ATR |
1.31 |
1.29 |
-0.01 |
-1.0% |
0.00 |
Volume |
87,643 |
83,094 |
-4,549 |
-5.2% |
412,384 |
|
Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.59 |
50.18 |
48.12 |
|
R3 |
49.46 |
49.05 |
47.81 |
|
R2 |
48.33 |
48.33 |
47.71 |
|
R1 |
47.92 |
47.92 |
47.60 |
48.13 |
PP |
47.20 |
47.20 |
47.20 |
47.31 |
S1 |
46.79 |
46.79 |
47.40 |
47.00 |
S2 |
46.07 |
46.07 |
47.29 |
|
S3 |
44.94 |
45.66 |
47.19 |
|
S4 |
43.81 |
44.53 |
46.88 |
|
|
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 |
47.62 |
45.31 |
2.31 |
4.9% |
1.07 |
2.3% |
95% |
True |
False |
81,634 |
10 |
47.62 |
44.01 |
3.61 |
7.6% |
1.28 |
2.7% |
97% |
True |
False |
76,125 |
20 |
47.71 |
42.51 |
5.20 |
10.9% |
1.31 |
2.7% |
96% |
False |
False |
62,442 |
40 |
52.50 |
42.51 |
9.99 |
21.0% |
1.33 |
2.8% |
50% |
False |
False |
52,083 |
60 |
52.50 |
42.51 |
9.99 |
21.0% |
1.31 |
2.8% |
50% |
False |
False |
43,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.42 |
2.618 |
50.58 |
1.618 |
49.45 |
1.000 |
48.75 |
0.618 |
48.32 |
HIGH |
47.62 |
0.618 |
47.19 |
0.500 |
47.06 |
0.382 |
46.92 |
LOW |
46.49 |
0.618 |
45.79 |
1.000 |
45.36 |
1.618 |
44.66 |
2.618 |
43.53 |
4.250 |
41.69 |
|
|
Fisher Pivots for day following 19-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
47.35 |
47.31 |
PP |
47.20 |
47.11 |
S1 |
47.06 |
46.92 |
|