NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 12-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
48.18 |
48.12 |
-0.06 |
-0.1% |
49.83 |
| High |
48.18 |
48.37 |
0.19 |
0.4% |
49.83 |
| Low |
48.18 |
48.12 |
-0.06 |
-0.1% |
47.32 |
| Close |
48.18 |
48.12 |
-0.06 |
-0.1% |
47.32 |
| Range |
0.00 |
0.25 |
0.25 |
|
2.51 |
| ATR |
0.59 |
0.56 |
-0.02 |
-4.1% |
0.00 |
| Volume |
483 |
655 |
172 |
35.6% |
5,196 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.95 |
48.79 |
48.26 |
|
| R3 |
48.70 |
48.54 |
48.19 |
|
| R2 |
48.45 |
48.45 |
48.17 |
|
| R1 |
48.29 |
48.29 |
48.14 |
48.25 |
| PP |
48.20 |
48.20 |
48.20 |
48.18 |
| S1 |
48.04 |
48.04 |
48.10 |
48.00 |
| S2 |
47.95 |
47.95 |
48.07 |
|
| S3 |
47.70 |
47.79 |
48.05 |
|
| S4 |
47.45 |
47.54 |
47.98 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.69 |
54.01 |
48.70 |
|
| R3 |
53.18 |
51.50 |
48.01 |
|
| R2 |
50.67 |
50.67 |
47.78 |
|
| R1 |
48.99 |
48.99 |
47.55 |
48.58 |
| PP |
48.16 |
48.16 |
48.16 |
47.95 |
| S1 |
46.48 |
46.48 |
47.09 |
46.07 |
| S2 |
45.65 |
45.65 |
46.86 |
|
| S3 |
43.14 |
43.97 |
46.63 |
|
| S4 |
40.63 |
41.46 |
45.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.54 |
47.32 |
1.22 |
2.5% |
0.06 |
0.1% |
66% |
False |
False |
1,592 |
| 10 |
49.83 |
47.32 |
2.51 |
5.2% |
0.13 |
0.3% |
32% |
False |
False |
951 |
| 20 |
49.83 |
46.00 |
3.83 |
8.0% |
0.08 |
0.2% |
55% |
False |
False |
826 |
| 40 |
51.43 |
46.00 |
5.43 |
11.3% |
0.05 |
0.1% |
39% |
False |
False |
561 |
| 60 |
53.53 |
46.00 |
7.53 |
15.6% |
0.08 |
0.2% |
28% |
False |
False |
491 |
| 80 |
54.08 |
46.00 |
8.08 |
16.8% |
0.06 |
0.1% |
26% |
False |
False |
452 |
| 100 |
54.80 |
46.00 |
8.80 |
18.3% |
0.07 |
0.1% |
24% |
False |
False |
392 |
| 120 |
56.34 |
46.00 |
10.34 |
21.5% |
0.07 |
0.2% |
21% |
False |
False |
345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
49.43 |
|
2.618 |
49.02 |
|
1.618 |
48.77 |
|
1.000 |
48.62 |
|
0.618 |
48.52 |
|
HIGH |
48.37 |
|
0.618 |
48.27 |
|
0.500 |
48.25 |
|
0.382 |
48.22 |
|
LOW |
48.12 |
|
0.618 |
47.97 |
|
1.000 |
47.87 |
|
1.618 |
47.72 |
|
2.618 |
47.47 |
|
4.250 |
47.06 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
48.25 |
48.10 |
| PP |
48.20 |
48.07 |
| S1 |
48.16 |
48.05 |
|