NYMEX Light Sweet Crude Oil Future June 2017
| Trading Metrics calculated at close of trading on 18-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
| Open |
48.23 |
48.93 |
0.70 |
1.5% |
46.35 |
| High |
49.50 |
49.60 |
0.10 |
0.2% |
48.22 |
| Low |
48.03 |
48.05 |
0.02 |
0.0% |
45.53 |
| Close |
49.07 |
49.35 |
0.28 |
0.6% |
47.84 |
| Range |
1.47 |
1.55 |
0.08 |
5.4% |
2.69 |
| ATR |
1.35 |
1.37 |
0.01 |
1.0% |
0.00 |
| Volume |
650,107 |
242,754 |
-407,353 |
-62.7% |
3,506,068 |
|
| Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.65 |
53.05 |
50.20 |
|
| R3 |
52.10 |
51.50 |
49.78 |
|
| R2 |
50.55 |
50.55 |
49.63 |
|
| R1 |
49.95 |
49.95 |
49.49 |
50.25 |
| PP |
49.00 |
49.00 |
49.00 |
49.15 |
| S1 |
48.40 |
48.40 |
49.21 |
48.70 |
| S2 |
47.45 |
47.45 |
49.07 |
|
| S3 |
45.90 |
46.85 |
48.92 |
|
| S4 |
44.35 |
45.30 |
48.50 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.27 |
54.24 |
49.32 |
|
| R3 |
52.58 |
51.55 |
48.58 |
|
| R2 |
49.89 |
49.89 |
48.33 |
|
| R1 |
48.86 |
48.86 |
48.09 |
49.38 |
| PP |
47.20 |
47.20 |
47.20 |
47.45 |
| S1 |
46.17 |
46.17 |
47.59 |
46.69 |
| S2 |
44.51 |
44.51 |
47.35 |
|
| S3 |
41.82 |
43.48 |
47.10 |
|
| S4 |
39.13 |
40.79 |
46.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.66 |
47.35 |
2.31 |
4.7% |
1.37 |
2.8% |
87% |
False |
False |
541,343 |
| 10 |
49.66 |
43.76 |
5.90 |
12.0% |
1.49 |
3.0% |
95% |
False |
False |
669,690 |
| 20 |
50.93 |
43.76 |
7.17 |
14.5% |
1.42 |
2.9% |
78% |
False |
False |
662,622 |
| 40 |
54.14 |
43.76 |
10.38 |
21.0% |
1.22 |
2.5% |
54% |
False |
False |
466,330 |
| 60 |
55.46 |
43.76 |
11.70 |
23.7% |
1.20 |
2.4% |
48% |
False |
False |
351,436 |
| 80 |
55.88 |
43.76 |
12.12 |
24.6% |
1.16 |
2.4% |
46% |
False |
False |
285,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.19 |
|
2.618 |
53.66 |
|
1.618 |
52.11 |
|
1.000 |
51.15 |
|
0.618 |
50.56 |
|
HIGH |
49.60 |
|
0.618 |
49.01 |
|
0.500 |
48.83 |
|
0.382 |
48.64 |
|
LOW |
48.05 |
|
0.618 |
47.09 |
|
1.000 |
46.50 |
|
1.618 |
45.54 |
|
2.618 |
43.99 |
|
4.250 |
41.46 |
|
|
| Fisher Pivots for day following 18-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.18 |
49.17 |
| PP |
49.00 |
48.99 |
| S1 |
48.83 |
48.82 |
|