NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 30-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
48.25 |
48.30 |
0.05 |
0.1% |
46.44 |
High |
48.25 |
48.90 |
0.65 |
1.3% |
48.90 |
Low |
47.88 |
48.30 |
0.42 |
0.9% |
46.44 |
Close |
47.97 |
48.90 |
0.93 |
1.9% |
48.90 |
Range |
0.37 |
0.60 |
0.23 |
62.2% |
2.46 |
ATR |
0.47 |
0.50 |
0.03 |
7.0% |
0.00 |
Volume |
413 |
275 |
-138 |
-33.4% |
1,616 |
|
Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.50 |
50.30 |
49.23 |
|
R3 |
49.90 |
49.70 |
49.07 |
|
R2 |
49.30 |
49.30 |
49.01 |
|
R1 |
49.10 |
49.10 |
48.96 |
49.20 |
PP |
48.70 |
48.70 |
48.70 |
48.75 |
S1 |
48.50 |
48.50 |
48.85 |
48.60 |
S2 |
48.10 |
48.10 |
48.79 |
|
S3 |
47.50 |
47.90 |
48.74 |
|
S4 |
46.90 |
47.30 |
48.57 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.46 |
54.64 |
50.25 |
|
R3 |
53.00 |
52.18 |
49.58 |
|
R2 |
50.54 |
50.54 |
49.35 |
|
R1 |
49.72 |
49.72 |
49.13 |
50.13 |
PP |
48.08 |
48.08 |
48.08 |
48.29 |
S1 |
47.26 |
47.26 |
48.67 |
47.67 |
S2 |
45.62 |
45.62 |
48.45 |
|
S3 |
43.16 |
44.80 |
48.22 |
|
S4 |
40.70 |
42.34 |
47.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.90 |
46.44 |
2.46 |
5.0% |
0.19 |
0.4% |
100% |
True |
False |
323 |
10 |
48.90 |
46.00 |
2.90 |
5.9% |
0.10 |
0.2% |
100% |
True |
False |
680 |
20 |
48.90 |
46.00 |
2.90 |
5.9% |
0.07 |
0.2% |
100% |
True |
False |
535 |
40 |
51.43 |
46.00 |
5.43 |
11.1% |
0.09 |
0.2% |
53% |
False |
False |
382 |
60 |
54.08 |
46.00 |
8.08 |
16.5% |
0.08 |
0.2% |
36% |
False |
False |
430 |
80 |
54.08 |
46.00 |
8.08 |
16.5% |
0.06 |
0.1% |
36% |
False |
False |
360 |
100 |
55.79 |
46.00 |
9.79 |
20.0% |
0.06 |
0.1% |
30% |
False |
False |
316 |
120 |
56.96 |
46.00 |
10.96 |
22.4% |
0.07 |
0.1% |
26% |
False |
False |
282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.45 |
2.618 |
50.47 |
1.618 |
49.87 |
1.000 |
49.50 |
0.618 |
49.27 |
HIGH |
48.90 |
0.618 |
48.67 |
0.500 |
48.60 |
0.382 |
48.53 |
LOW |
48.30 |
0.618 |
47.93 |
1.000 |
47.70 |
1.618 |
47.33 |
2.618 |
46.73 |
4.250 |
45.75 |
|
|
Fisher Pivots for day following 30-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
48.80 |
48.70 |
PP |
48.70 |
48.50 |
S1 |
48.60 |
48.30 |
|