NYMEX Light Sweet Crude Oil Future August 2017
| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
49.88 |
48.84 |
-1.04 |
-2.1% |
51.78 |
| High |
49.95 |
49.40 |
-0.55 |
-1.1% |
52.22 |
| Low |
47.98 |
48.15 |
0.17 |
0.4% |
48.44 |
| Close |
48.56 |
48.60 |
0.04 |
0.1% |
50.05 |
| Range |
1.97 |
1.25 |
-0.72 |
-36.5% |
3.78 |
| ATR |
1.47 |
1.45 |
-0.02 |
-1.1% |
0.00 |
| Volume |
152,455 |
149,702 |
-2,753 |
-1.8% |
695,487 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.47 |
51.78 |
49.29 |
|
| R3 |
51.22 |
50.53 |
48.94 |
|
| R2 |
49.97 |
49.97 |
48.83 |
|
| R1 |
49.28 |
49.28 |
48.71 |
49.00 |
| PP |
48.72 |
48.72 |
48.72 |
48.58 |
| S1 |
48.03 |
48.03 |
48.49 |
47.75 |
| S2 |
47.47 |
47.47 |
48.37 |
|
| S3 |
46.22 |
46.78 |
48.26 |
|
| S4 |
44.97 |
45.53 |
47.91 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.58 |
59.59 |
52.13 |
|
| R3 |
57.80 |
55.81 |
51.09 |
|
| R2 |
54.02 |
54.02 |
50.74 |
|
| R1 |
52.03 |
52.03 |
50.40 |
51.14 |
| PP |
50.24 |
50.24 |
50.24 |
49.79 |
| S1 |
48.25 |
48.25 |
49.70 |
47.36 |
| S2 |
46.46 |
46.46 |
49.36 |
|
| S3 |
42.68 |
44.47 |
49.01 |
|
| S4 |
38.90 |
40.69 |
47.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.22 |
47.98 |
4.24 |
8.7% |
1.95 |
4.0% |
15% |
False |
False |
140,552 |
| 10 |
52.22 |
47.98 |
4.24 |
8.7% |
1.54 |
3.2% |
15% |
False |
False |
127,155 |
| 20 |
52.22 |
44.45 |
7.77 |
16.0% |
1.55 |
3.2% |
53% |
False |
False |
102,083 |
| 40 |
54.63 |
44.45 |
10.18 |
20.9% |
1.31 |
2.7% |
41% |
False |
False |
75,233 |
| 60 |
54.63 |
44.45 |
10.18 |
20.9% |
1.25 |
2.6% |
41% |
False |
False |
60,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.71 |
|
2.618 |
52.67 |
|
1.618 |
51.42 |
|
1.000 |
50.65 |
|
0.618 |
50.17 |
|
HIGH |
49.40 |
|
0.618 |
48.92 |
|
0.500 |
48.78 |
|
0.382 |
48.63 |
|
LOW |
48.15 |
|
0.618 |
47.38 |
|
1.000 |
46.90 |
|
1.618 |
46.13 |
|
2.618 |
44.88 |
|
4.250 |
42.84 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
48.78 |
49.26 |
| PP |
48.72 |
49.04 |
| S1 |
48.66 |
48.82 |
|