NYMEX Light Sweet Crude Oil Future September 2017
| Trading Metrics calculated at close of trading on 28-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
43.65 |
43.89 |
0.24 |
0.5% |
45.11 |
| High |
44.70 |
45.14 |
0.44 |
1.0% |
45.51 |
| Low |
43.55 |
43.89 |
0.34 |
0.8% |
42.27 |
| Close |
44.49 |
44.99 |
0.50 |
1.1% |
43.27 |
| Range |
1.15 |
1.25 |
0.10 |
8.7% |
3.24 |
| ATR |
1.27 |
1.27 |
0.00 |
-0.1% |
0.00 |
| Volume |
139,064 |
139,852 |
788 |
0.6% |
720,729 |
|
| Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.42 |
47.96 |
45.68 |
|
| R3 |
47.17 |
46.71 |
45.33 |
|
| R2 |
45.92 |
45.92 |
45.22 |
|
| R1 |
45.46 |
45.46 |
45.10 |
45.69 |
| PP |
44.67 |
44.67 |
44.67 |
44.79 |
| S1 |
44.21 |
44.21 |
44.88 |
44.44 |
| S2 |
43.42 |
43.42 |
44.76 |
|
| S3 |
42.17 |
42.96 |
44.65 |
|
| S4 |
40.92 |
41.71 |
44.30 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.40 |
51.58 |
45.05 |
|
| R3 |
50.16 |
48.34 |
44.16 |
|
| R2 |
46.92 |
46.92 |
43.86 |
|
| R1 |
45.10 |
45.10 |
43.57 |
44.39 |
| PP |
43.68 |
43.68 |
43.68 |
43.33 |
| S1 |
41.86 |
41.86 |
42.97 |
41.15 |
| S2 |
40.44 |
40.44 |
42.68 |
|
| S3 |
37.20 |
38.62 |
42.38 |
|
| S4 |
33.96 |
35.38 |
41.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
45.14 |
42.49 |
2.65 |
5.9% |
1.04 |
2.3% |
94% |
True |
False |
130,252 |
| 10 |
45.51 |
42.27 |
3.24 |
7.2% |
1.13 |
2.5% |
84% |
False |
False |
128,102 |
| 20 |
49.57 |
42.27 |
7.30 |
16.2% |
1.25 |
2.8% |
37% |
False |
False |
115,342 |
| 40 |
52.38 |
42.27 |
10.11 |
22.5% |
1.37 |
3.0% |
27% |
False |
False |
87,234 |
| 60 |
54.77 |
42.27 |
12.50 |
27.8% |
1.27 |
2.8% |
22% |
False |
False |
73,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.45 |
|
2.618 |
48.41 |
|
1.618 |
47.16 |
|
1.000 |
46.39 |
|
0.618 |
45.91 |
|
HIGH |
45.14 |
|
0.618 |
44.66 |
|
0.500 |
44.52 |
|
0.382 |
44.37 |
|
LOW |
43.89 |
|
0.618 |
43.12 |
|
1.000 |
42.64 |
|
1.618 |
41.87 |
|
2.618 |
40.62 |
|
4.250 |
38.58 |
|
|
| Fisher Pivots for day following 28-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
44.83 |
44.66 |
| PP |
44.67 |
44.33 |
| S1 |
44.52 |
44.01 |
|