NYMEX Light Sweet Crude Oil Future July 2017
| Trading Metrics calculated at close of trading on 19-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
| Open |
49.25 |
49.67 |
0.42 |
0.9% |
48.19 |
| High |
49.93 |
50.90 |
0.97 |
1.9% |
50.90 |
| Low |
48.38 |
49.60 |
1.22 |
2.5% |
48.08 |
| Close |
49.66 |
50.67 |
1.01 |
2.0% |
50.67 |
| Range |
1.55 |
1.30 |
-0.25 |
-16.1% |
2.82 |
| ATR |
1.35 |
1.35 |
0.00 |
-0.3% |
0.00 |
| Volume |
601,366 |
652,624 |
51,258 |
8.5% |
2,261,868 |
|
| Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.29 |
53.78 |
51.39 |
|
| R3 |
52.99 |
52.48 |
51.03 |
|
| R2 |
51.69 |
51.69 |
50.91 |
|
| R1 |
51.18 |
51.18 |
50.79 |
51.44 |
| PP |
50.39 |
50.39 |
50.39 |
50.52 |
| S1 |
49.88 |
49.88 |
50.55 |
50.14 |
| S2 |
49.09 |
49.09 |
50.43 |
|
| S3 |
47.79 |
48.58 |
50.31 |
|
| S4 |
46.49 |
47.28 |
49.96 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.34 |
57.33 |
52.22 |
|
| R3 |
55.52 |
54.51 |
51.45 |
|
| R2 |
52.70 |
52.70 |
51.19 |
|
| R1 |
51.69 |
51.69 |
50.93 |
52.20 |
| PP |
49.88 |
49.88 |
49.88 |
50.14 |
| S1 |
48.87 |
48.87 |
50.41 |
49.38 |
| S2 |
47.06 |
47.06 |
50.15 |
|
| S3 |
44.24 |
46.05 |
49.89 |
|
| S4 |
41.42 |
43.23 |
49.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.90 |
48.08 |
2.82 |
5.6% |
1.48 |
2.9% |
92% |
True |
False |
452,373 |
| 10 |
50.90 |
45.92 |
4.98 |
9.8% |
1.32 |
2.6% |
95% |
True |
False |
355,747 |
| 20 |
50.90 |
44.13 |
6.77 |
13.4% |
1.38 |
2.7% |
97% |
True |
False |
262,819 |
| 40 |
54.45 |
44.13 |
10.32 |
20.4% |
1.22 |
2.4% |
63% |
False |
False |
169,524 |
| 60 |
55.43 |
44.13 |
11.30 |
22.3% |
1.18 |
2.3% |
58% |
False |
False |
128,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.43 |
|
2.618 |
54.30 |
|
1.618 |
53.00 |
|
1.000 |
52.20 |
|
0.618 |
51.70 |
|
HIGH |
50.90 |
|
0.618 |
50.40 |
|
0.500 |
50.25 |
|
0.382 |
50.10 |
|
LOW |
49.60 |
|
0.618 |
48.80 |
|
1.000 |
48.30 |
|
1.618 |
47.50 |
|
2.618 |
46.20 |
|
4.250 |
44.08 |
|
|
| Fisher Pivots for day following 19-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.53 |
50.33 |
| PP |
50.39 |
49.98 |
| S1 |
50.25 |
49.64 |
|