NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 27-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
46.44 |
47.21 |
0.77 |
1.7% |
47.37 |
High |
46.44 |
47.21 |
0.77 |
1.7% |
47.37 |
Low |
46.44 |
47.21 |
0.77 |
1.7% |
46.00 |
Close |
46.44 |
47.21 |
0.77 |
1.7% |
46.23 |
Range |
|
|
|
|
|
ATR |
0.44 |
0.46 |
0.02 |
5.5% |
0.00 |
Volume |
264 |
300 |
36 |
13.6% |
5,185 |
|
Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.21 |
47.21 |
47.21 |
|
R3 |
47.21 |
47.21 |
47.21 |
|
R2 |
47.21 |
47.21 |
47.21 |
|
R1 |
47.21 |
47.21 |
47.21 |
47.21 |
PP |
47.21 |
47.21 |
47.21 |
47.21 |
S1 |
47.21 |
47.21 |
47.21 |
47.21 |
S2 |
47.21 |
47.21 |
47.21 |
|
S3 |
47.21 |
47.21 |
47.21 |
|
S4 |
47.21 |
47.21 |
47.21 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.64 |
49.81 |
46.98 |
|
R3 |
49.27 |
48.44 |
46.61 |
|
R2 |
47.90 |
47.90 |
46.48 |
|
R1 |
47.07 |
47.07 |
46.36 |
46.80 |
PP |
46.53 |
46.53 |
46.53 |
46.40 |
S1 |
45.70 |
45.70 |
46.10 |
45.43 |
S2 |
45.16 |
45.16 |
45.98 |
|
S3 |
43.79 |
44.33 |
45.85 |
|
S4 |
42.42 |
42.96 |
45.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.21 |
46.00 |
1.21 |
2.6% |
0.00 |
0.0% |
100% |
True |
False |
805 |
10 |
47.74 |
46.00 |
1.74 |
3.7% |
0.02 |
0.0% |
70% |
False |
False |
700 |
20 |
48.94 |
46.00 |
2.94 |
6.2% |
0.03 |
0.1% |
41% |
False |
False |
508 |
40 |
51.43 |
46.00 |
5.43 |
11.5% |
0.09 |
0.2% |
22% |
False |
False |
361 |
60 |
54.08 |
46.00 |
8.08 |
17.1% |
0.06 |
0.1% |
15% |
False |
False |
423 |
80 |
54.41 |
46.00 |
8.41 |
17.8% |
0.06 |
0.1% |
14% |
False |
False |
352 |
100 |
56.22 |
46.00 |
10.22 |
21.6% |
0.06 |
0.1% |
12% |
False |
False |
313 |
120 |
57.21 |
46.00 |
11.21 |
23.7% |
0.06 |
0.1% |
11% |
False |
False |
280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.21 |
2.618 |
47.21 |
1.618 |
47.21 |
1.000 |
47.21 |
0.618 |
47.21 |
HIGH |
47.21 |
0.618 |
47.21 |
0.500 |
47.21 |
0.382 |
47.21 |
LOW |
47.21 |
0.618 |
47.21 |
1.000 |
47.21 |
1.618 |
47.21 |
2.618 |
47.21 |
4.250 |
47.21 |
|
|
Fisher Pivots for day following 27-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
47.21 |
47.05 |
PP |
47.21 |
46.88 |
S1 |
47.21 |
46.72 |
|