NYMEX Light Sweet Crude Oil Future January 2019
Trading Metrics calculated at close of trading on 21-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
48.92 |
47.97 |
-0.95 |
-1.9% |
48.68 |
High |
48.92 |
47.97 |
-0.95 |
-1.9% |
49.32 |
Low |
48.92 |
47.97 |
-0.95 |
-1.9% |
47.97 |
Close |
48.92 |
47.97 |
-0.95 |
-1.9% |
47.97 |
Range |
|
|
|
|
|
ATR |
0.51 |
0.54 |
0.03 |
6.2% |
0.00 |
Volume |
771 |
2,504 |
1,733 |
224.8% |
5,471 |
|
Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.97 |
47.97 |
47.97 |
|
R3 |
47.97 |
47.97 |
47.97 |
|
R2 |
47.97 |
47.97 |
47.97 |
|
R1 |
47.97 |
47.97 |
47.97 |
47.97 |
PP |
47.97 |
47.97 |
47.97 |
47.97 |
S1 |
47.97 |
47.97 |
47.97 |
47.97 |
S2 |
47.97 |
47.97 |
47.97 |
|
S3 |
47.97 |
47.97 |
47.97 |
|
S4 |
47.97 |
47.97 |
47.97 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.47 |
51.57 |
48.71 |
|
R3 |
51.12 |
50.22 |
48.34 |
|
R2 |
49.77 |
49.77 |
48.22 |
|
R1 |
48.87 |
48.87 |
48.09 |
48.65 |
PP |
48.42 |
48.42 |
48.42 |
48.31 |
S1 |
47.52 |
47.52 |
47.85 |
47.30 |
S2 |
47.07 |
47.07 |
47.72 |
|
S3 |
45.72 |
46.17 |
47.60 |
|
S4 |
44.37 |
44.82 |
47.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.32 |
47.97 |
1.35 |
2.8% |
0.07 |
0.2% |
0% |
False |
True |
1,094 |
10 |
49.32 |
47.73 |
1.59 |
3.3% |
0.08 |
0.2% |
15% |
False |
False |
1,100 |
20 |
49.83 |
46.23 |
3.60 |
7.5% |
0.09 |
0.2% |
48% |
False |
False |
897 |
40 |
50.14 |
46.00 |
4.14 |
8.6% |
0.06 |
0.1% |
48% |
False |
False |
709 |
60 |
51.43 |
46.00 |
5.43 |
11.3% |
0.09 |
0.2% |
36% |
False |
False |
531 |
80 |
54.08 |
46.00 |
8.08 |
16.8% |
0.07 |
0.1% |
24% |
False |
False |
540 |
100 |
54.49 |
46.00 |
8.49 |
17.7% |
0.06 |
0.1% |
23% |
False |
False |
461 |
120 |
56.22 |
46.00 |
10.22 |
21.3% |
0.07 |
0.1% |
19% |
False |
False |
405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.97 |
2.618 |
47.97 |
1.618 |
47.97 |
1.000 |
47.97 |
0.618 |
47.97 |
HIGH |
47.97 |
0.618 |
47.97 |
0.500 |
47.97 |
0.382 |
47.97 |
LOW |
47.97 |
0.618 |
47.97 |
1.000 |
47.97 |
1.618 |
47.97 |
2.618 |
47.97 |
4.250 |
47.97 |
|
|
Fisher Pivots for day following 21-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
47.97 |
48.65 |
PP |
47.97 |
48.42 |
S1 |
47.97 |
48.20 |
|