NYMEX Light Sweet Crude Oil Future July 2017
| Trading Metrics calculated at close of trading on 16-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
| Open |
48.19 |
49.12 |
0.93 |
1.9% |
46.69 |
| High |
49.97 |
49.69 |
-0.28 |
-0.6% |
48.58 |
| Low |
48.08 |
48.51 |
0.43 |
0.9% |
45.92 |
| Close |
49.16 |
49.00 |
-0.16 |
-0.3% |
48.17 |
| Range |
1.89 |
1.18 |
-0.71 |
-37.6% |
2.66 |
| ATR |
1.34 |
1.33 |
-0.01 |
-0.9% |
0.00 |
| Volume |
295,658 |
293,864 |
-1,794 |
-0.6% |
1,295,602 |
|
| Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.61 |
51.98 |
49.65 |
|
| R3 |
51.43 |
50.80 |
49.32 |
|
| R2 |
50.25 |
50.25 |
49.22 |
|
| R1 |
49.62 |
49.62 |
49.11 |
49.35 |
| PP |
49.07 |
49.07 |
49.07 |
48.93 |
| S1 |
48.44 |
48.44 |
48.89 |
48.17 |
| S2 |
47.89 |
47.89 |
48.78 |
|
| S3 |
46.71 |
47.26 |
48.68 |
|
| S4 |
45.53 |
46.08 |
48.35 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.54 |
54.51 |
49.63 |
|
| R3 |
52.88 |
51.85 |
48.90 |
|
| R2 |
50.22 |
50.22 |
48.66 |
|
| R1 |
49.19 |
49.19 |
48.41 |
49.71 |
| PP |
47.56 |
47.56 |
47.56 |
47.81 |
| S1 |
46.53 |
46.53 |
47.93 |
47.05 |
| S2 |
44.90 |
44.90 |
47.68 |
|
| S3 |
42.24 |
43.87 |
47.44 |
|
| S4 |
39.58 |
41.21 |
46.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.97 |
46.40 |
3.57 |
7.3% |
1.28 |
2.6% |
73% |
False |
False |
270,369 |
| 10 |
49.97 |
44.13 |
5.84 |
11.9% |
1.52 |
3.1% |
83% |
False |
False |
258,833 |
| 20 |
53.42 |
44.13 |
9.29 |
19.0% |
1.43 |
2.9% |
52% |
False |
False |
195,820 |
| 40 |
54.45 |
44.13 |
10.32 |
21.1% |
1.19 |
2.4% |
47% |
False |
False |
132,466 |
| 60 |
55.64 |
44.13 |
11.51 |
23.5% |
1.16 |
2.4% |
42% |
False |
False |
102,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.71 |
|
2.618 |
52.78 |
|
1.618 |
51.60 |
|
1.000 |
50.87 |
|
0.618 |
50.42 |
|
HIGH |
49.69 |
|
0.618 |
49.24 |
|
0.500 |
49.10 |
|
0.382 |
48.96 |
|
LOW |
48.51 |
|
0.618 |
47.78 |
|
1.000 |
47.33 |
|
1.618 |
46.60 |
|
2.618 |
45.42 |
|
4.250 |
43.50 |
|
|
| Fisher Pivots for day following 16-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.10 |
48.95 |
| PP |
49.07 |
48.89 |
| S1 |
49.03 |
48.84 |
|