NYMEX Light Sweet Crude Oil Future July 2017
| Trading Metrics calculated at close of trading on 24-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
| Open |
51.04 |
51.44 |
0.40 |
0.8% |
48.19 |
| High |
51.79 |
51.88 |
0.09 |
0.2% |
50.90 |
| Low |
50.57 |
51.03 |
0.46 |
0.9% |
48.08 |
| Close |
51.47 |
51.36 |
-0.11 |
-0.2% |
50.67 |
| Range |
1.22 |
0.85 |
-0.37 |
-30.3% |
2.82 |
| ATR |
1.30 |
1.27 |
-0.03 |
-2.5% |
0.00 |
| Volume |
584,139 |
736,341 |
152,202 |
26.1% |
2,261,868 |
|
| Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.97 |
53.52 |
51.83 |
|
| R3 |
53.12 |
52.67 |
51.59 |
|
| R2 |
52.27 |
52.27 |
51.52 |
|
| R1 |
51.82 |
51.82 |
51.44 |
51.62 |
| PP |
51.42 |
51.42 |
51.42 |
51.33 |
| S1 |
50.97 |
50.97 |
51.28 |
50.77 |
| S2 |
50.57 |
50.57 |
51.20 |
|
| S3 |
49.72 |
50.12 |
51.13 |
|
| S4 |
48.87 |
49.27 |
50.89 |
|
|
| 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 |
51.88 |
48.38 |
3.50 |
6.8% |
1.12 |
2.2% |
85% |
True |
False |
627,756 |
| 10 |
51.88 |
47.70 |
4.18 |
8.1% |
1.17 |
2.3% |
88% |
True |
False |
459,916 |
| 20 |
51.88 |
44.13 |
7.75 |
15.1% |
1.35 |
2.6% |
93% |
True |
False |
341,425 |
| 40 |
54.45 |
44.13 |
10.32 |
20.1% |
1.22 |
2.4% |
70% |
False |
False |
213,095 |
| 60 |
55.43 |
44.13 |
11.30 |
22.0% |
1.19 |
2.3% |
64% |
False |
False |
158,224 |
| 80 |
56.13 |
44.13 |
12.00 |
23.4% |
1.13 |
2.2% |
60% |
False |
False |
126,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.49 |
|
2.618 |
54.11 |
|
1.618 |
53.26 |
|
1.000 |
52.73 |
|
0.618 |
52.41 |
|
HIGH |
51.88 |
|
0.618 |
51.56 |
|
0.500 |
51.46 |
|
0.382 |
51.35 |
|
LOW |
51.03 |
|
0.618 |
50.50 |
|
1.000 |
50.18 |
|
1.618 |
49.65 |
|
2.618 |
48.80 |
|
4.250 |
47.42 |
|
|
| Fisher Pivots for day following 24-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.46 |
51.32 |
| PP |
51.42 |
51.27 |
| S1 |
51.39 |
51.23 |
|