NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 21-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
46.78 |
46.00 |
-0.78 |
-1.7% |
48.09 |
High |
46.78 |
46.00 |
-0.78 |
-1.7% |
48.33 |
Low |
46.78 |
46.00 |
-0.78 |
-1.7% |
47.07 |
Close |
46.78 |
46.00 |
-0.78 |
-1.7% |
47.74 |
Range |
|
|
|
|
|
ATR |
0.49 |
0.51 |
0.02 |
4.3% |
0.00 |
Volume |
1,673 |
3,075 |
1,402 |
83.8% |
1,613 |
|
Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.00 |
46.00 |
46.00 |
|
R3 |
46.00 |
46.00 |
46.00 |
|
R2 |
46.00 |
46.00 |
46.00 |
|
R1 |
46.00 |
46.00 |
46.00 |
46.00 |
PP |
46.00 |
46.00 |
46.00 |
46.00 |
S1 |
46.00 |
46.00 |
46.00 |
46.00 |
S2 |
46.00 |
46.00 |
46.00 |
|
S3 |
46.00 |
46.00 |
46.00 |
|
S4 |
46.00 |
46.00 |
46.00 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.49 |
50.88 |
48.43 |
|
R3 |
50.23 |
49.62 |
48.09 |
|
R2 |
48.97 |
48.97 |
47.97 |
|
R1 |
48.36 |
48.36 |
47.86 |
48.04 |
PP |
47.71 |
47.71 |
47.71 |
47.55 |
S1 |
47.10 |
47.10 |
47.62 |
46.78 |
S2 |
46.45 |
46.45 |
47.51 |
|
S3 |
45.19 |
45.84 |
47.39 |
|
S4 |
43.93 |
44.58 |
47.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.74 |
46.00 |
1.74 |
3.8% |
0.00 |
0.0% |
0% |
False |
True |
1,040 |
10 |
48.33 |
46.00 |
2.33 |
5.1% |
0.02 |
0.1% |
0% |
False |
True |
786 |
20 |
51.13 |
46.00 |
5.13 |
11.2% |
0.03 |
0.1% |
0% |
False |
True |
531 |
40 |
51.43 |
46.00 |
5.43 |
11.8% |
0.09 |
0.2% |
0% |
False |
True |
385 |
60 |
54.08 |
46.00 |
8.08 |
17.6% |
0.06 |
0.1% |
0% |
False |
True |
417 |
80 |
54.64 |
46.00 |
8.64 |
18.8% |
0.06 |
0.1% |
0% |
False |
True |
353 |
100 |
56.22 |
46.00 |
10.22 |
22.2% |
0.07 |
0.1% |
0% |
False |
True |
306 |
120 |
57.21 |
46.00 |
11.21 |
24.4% |
0.06 |
0.1% |
0% |
False |
True |
274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.00 |
2.618 |
46.00 |
1.618 |
46.00 |
1.000 |
46.00 |
0.618 |
46.00 |
HIGH |
46.00 |
0.618 |
46.00 |
0.500 |
46.00 |
0.382 |
46.00 |
LOW |
46.00 |
0.618 |
46.00 |
1.000 |
46.00 |
1.618 |
46.00 |
2.618 |
46.00 |
4.250 |
46.00 |
|
|
Fisher Pivots for day following 21-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
46.00 |
46.69 |
PP |
46.00 |
46.46 |
S1 |
46.00 |
46.23 |
|