NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 05-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
49.83 |
48.34 |
-1.49 |
-3.0% |
46.44 |
High |
49.83 |
48.34 |
-1.49 |
-3.0% |
48.90 |
Low |
49.83 |
48.34 |
-1.49 |
-3.0% |
46.44 |
Close |
49.83 |
48.34 |
-1.49 |
-3.0% |
48.90 |
Range |
|
|
|
|
|
ATR |
0.53 |
0.60 |
0.07 |
12.9% |
0.00 |
Volume |
195 |
309 |
114 |
58.5% |
1,616 |
|
Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.34 |
48.34 |
48.34 |
|
R3 |
48.34 |
48.34 |
48.34 |
|
R2 |
48.34 |
48.34 |
48.34 |
|
R1 |
48.34 |
48.34 |
48.34 |
48.34 |
PP |
48.34 |
48.34 |
48.34 |
48.34 |
S1 |
48.34 |
48.34 |
48.34 |
48.34 |
S2 |
48.34 |
48.34 |
48.34 |
|
S3 |
48.34 |
48.34 |
48.34 |
|
S4 |
48.34 |
48.34 |
48.34 |
|
|
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 |
49.83 |
47.70 |
2.13 |
4.4% |
0.19 |
0.4% |
30% |
False |
False |
311 |
10 |
49.83 |
46.00 |
3.83 |
7.9% |
0.10 |
0.2% |
61% |
False |
False |
558 |
20 |
49.83 |
46.00 |
3.83 |
7.9% |
0.06 |
0.1% |
61% |
False |
False |
529 |
40 |
51.43 |
46.00 |
5.43 |
11.2% |
0.05 |
0.1% |
43% |
False |
False |
386 |
60 |
54.08 |
46.00 |
8.08 |
16.7% |
0.08 |
0.2% |
29% |
False |
False |
414 |
80 |
54.08 |
46.00 |
8.08 |
16.7% |
0.06 |
0.1% |
29% |
False |
False |
356 |
100 |
55.79 |
46.00 |
9.79 |
20.3% |
0.06 |
0.1% |
24% |
False |
False |
320 |
120 |
56.96 |
46.00 |
10.96 |
22.7% |
0.07 |
0.1% |
21% |
False |
False |
281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.34 |
2.618 |
48.34 |
1.618 |
48.34 |
1.000 |
48.34 |
0.618 |
48.34 |
HIGH |
48.34 |
0.618 |
48.34 |
0.500 |
48.34 |
0.382 |
48.34 |
LOW |
48.34 |
0.618 |
48.34 |
1.000 |
48.34 |
1.618 |
48.34 |
2.618 |
48.34 |
4.250 |
48.34 |
|
|
Fisher Pivots for day following 05-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
48.34 |
49.07 |
PP |
48.34 |
48.82 |
S1 |
48.34 |
48.58 |
|