NYMEX Light Sweet Crude Oil Future October 2017
Trading Metrics calculated at close of trading on 21-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
47.44 |
47.02 |
-0.42 |
-0.9% |
47.01 |
High |
47.91 |
47.38 |
-0.53 |
-1.1% |
47.91 |
Low |
47.00 |
45.73 |
-1.27 |
-2.7% |
45.73 |
Close |
47.10 |
45.95 |
-1.15 |
-2.4% |
45.95 |
Range |
0.91 |
1.65 |
0.74 |
81.3% |
2.18 |
ATR |
1.27 |
1.29 |
0.03 |
2.2% |
0.00 |
Volume |
77,884 |
68,279 |
-9,605 |
-12.3% |
386,220 |
|
Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.30 |
50.28 |
46.86 |
|
R3 |
49.65 |
48.63 |
46.40 |
|
R2 |
48.00 |
48.00 |
46.25 |
|
R1 |
46.98 |
46.98 |
46.10 |
46.67 |
PP |
46.35 |
46.35 |
46.35 |
46.20 |
S1 |
45.33 |
45.33 |
45.80 |
45.02 |
S2 |
44.70 |
44.70 |
45.65 |
|
S3 |
43.05 |
43.68 |
45.50 |
|
S4 |
41.40 |
42.03 |
45.04 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.07 |
51.69 |
47.15 |
|
R3 |
50.89 |
49.51 |
46.55 |
|
R2 |
48.71 |
48.71 |
46.35 |
|
R1 |
47.33 |
47.33 |
46.15 |
46.93 |
PP |
46.53 |
46.53 |
46.53 |
46.33 |
S1 |
45.15 |
45.15 |
45.75 |
44.75 |
S2 |
44.35 |
44.35 |
45.55 |
|
S3 |
42.17 |
42.97 |
45.35 |
|
S4 |
39.99 |
40.79 |
44.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.91 |
45.73 |
2.18 |
4.7% |
1.15 |
2.5% |
10% |
False |
True |
77,244 |
10 |
47.91 |
44.01 |
3.90 |
8.5% |
1.24 |
2.7% |
50% |
False |
False |
79,860 |
20 |
47.91 |
43.00 |
4.91 |
10.7% |
1.28 |
2.8% |
60% |
False |
False |
64,312 |
40 |
52.50 |
42.51 |
9.99 |
21.7% |
1.35 |
2.9% |
34% |
False |
False |
53,969 |
60 |
52.50 |
42.51 |
9.99 |
21.7% |
1.32 |
2.9% |
34% |
False |
False |
45,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.39 |
2.618 |
51.70 |
1.618 |
50.05 |
1.000 |
49.03 |
0.618 |
48.40 |
HIGH |
47.38 |
0.618 |
46.75 |
0.500 |
46.56 |
0.382 |
46.36 |
LOW |
45.73 |
0.618 |
44.71 |
1.000 |
44.08 |
1.618 |
43.06 |
2.618 |
41.41 |
4.250 |
38.72 |
|
|
Fisher Pivots for day following 21-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
46.56 |
46.82 |
PP |
46.35 |
46.53 |
S1 |
46.15 |
46.24 |
|