NYMEX Light Sweet Crude Oil Future October 2017
Trading Metrics calculated at close of trading on 20-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
46.62 |
47.44 |
0.82 |
1.8% |
44.73 |
High |
47.62 |
47.91 |
0.29 |
0.6% |
47.07 |
Low |
46.49 |
47.00 |
0.51 |
1.1% |
44.01 |
Close |
47.50 |
47.10 |
-0.40 |
-0.8% |
46.92 |
Range |
1.13 |
0.91 |
-0.22 |
-19.5% |
3.06 |
ATR |
1.29 |
1.27 |
-0.03 |
-2.1% |
0.00 |
Volume |
83,094 |
77,884 |
-5,210 |
-6.3% |
412,384 |
|
Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.07 |
49.49 |
47.60 |
|
R3 |
49.16 |
48.58 |
47.35 |
|
R2 |
48.25 |
48.25 |
47.27 |
|
R1 |
47.67 |
47.67 |
47.18 |
47.51 |
PP |
47.34 |
47.34 |
47.34 |
47.25 |
S1 |
46.76 |
46.76 |
47.02 |
46.60 |
S2 |
46.43 |
46.43 |
46.93 |
|
S3 |
45.52 |
45.85 |
46.85 |
|
S4 |
44.61 |
44.94 |
46.60 |
|
|
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 |
47.91 |
46.13 |
1.78 |
3.8% |
1.01 |
2.1% |
54% |
True |
False |
82,347 |
10 |
47.91 |
44.01 |
3.90 |
8.3% |
1.24 |
2.6% |
79% |
True |
False |
78,404 |
20 |
47.91 |
42.71 |
5.20 |
11.0% |
1.25 |
2.6% |
84% |
True |
False |
62,455 |
40 |
52.50 |
42.51 |
9.99 |
21.2% |
1.33 |
2.8% |
46% |
False |
False |
53,211 |
60 |
52.50 |
42.51 |
9.99 |
21.2% |
1.31 |
2.8% |
46% |
False |
False |
44,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.78 |
2.618 |
50.29 |
1.618 |
49.38 |
1.000 |
48.82 |
0.618 |
48.47 |
HIGH |
47.91 |
0.618 |
47.56 |
0.500 |
47.46 |
0.382 |
47.35 |
LOW |
47.00 |
0.618 |
46.44 |
1.000 |
46.09 |
1.618 |
45.53 |
2.618 |
44.62 |
4.250 |
43.13 |
|
|
Fisher Pivots for day following 20-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
47.46 |
47.09 |
PP |
47.34 |
47.07 |
S1 |
47.22 |
47.06 |
|