NYMEX Light Sweet Crude Oil Future October 2017
Trading Metrics calculated at close of trading on 24-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
47.02 |
45.78 |
-1.24 |
-2.6% |
47.01 |
High |
47.38 |
46.68 |
-0.70 |
-1.5% |
47.91 |
Low |
45.73 |
45.58 |
-0.15 |
-0.3% |
45.73 |
Close |
45.95 |
46.51 |
0.56 |
1.2% |
45.95 |
Range |
1.65 |
1.10 |
-0.55 |
-33.3% |
2.18 |
ATR |
1.29 |
1.28 |
-0.01 |
-1.1% |
0.00 |
Volume |
68,279 |
92,769 |
24,490 |
35.9% |
386,220 |
|
Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.56 |
49.13 |
47.12 |
|
R3 |
48.46 |
48.03 |
46.81 |
|
R2 |
47.36 |
47.36 |
46.71 |
|
R1 |
46.93 |
46.93 |
46.61 |
47.15 |
PP |
46.26 |
46.26 |
46.26 |
46.36 |
S1 |
45.83 |
45.83 |
46.41 |
46.05 |
S2 |
45.16 |
45.16 |
46.31 |
|
S3 |
44.06 |
44.73 |
46.21 |
|
S4 |
42.96 |
43.63 |
45.91 |
|
|
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 |
45.58 |
2.33 |
5.0% |
1.18 |
2.5% |
40% |
False |
True |
81,933 |
10 |
47.91 |
44.23 |
3.68 |
7.9% |
1.23 |
2.6% |
62% |
False |
False |
82,590 |
20 |
47.91 |
43.13 |
4.78 |
10.3% |
1.30 |
2.8% |
71% |
False |
False |
65,684 |
40 |
50.82 |
42.51 |
8.31 |
17.9% |
1.29 |
2.8% |
48% |
False |
False |
55,067 |
60 |
52.50 |
42.51 |
9.99 |
21.5% |
1.32 |
2.8% |
40% |
False |
False |
46,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.36 |
2.618 |
49.56 |
1.618 |
48.46 |
1.000 |
47.78 |
0.618 |
47.36 |
HIGH |
46.68 |
0.618 |
46.26 |
0.500 |
46.13 |
0.382 |
46.00 |
LOW |
45.58 |
0.618 |
44.90 |
1.000 |
44.48 |
1.618 |
43.80 |
2.618 |
42.70 |
4.250 |
40.91 |
|
|
Fisher Pivots for day following 24-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
46.38 |
46.75 |
PP |
46.26 |
46.67 |
S1 |
46.13 |
46.59 |
|