NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 05-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
48.43 |
48.37 |
-0.06 |
-0.1% |
50.14 |
| High |
48.43 |
48.64 |
0.21 |
0.4% |
50.14 |
| Low |
48.41 |
48.37 |
-0.04 |
-0.1% |
48.41 |
| Close |
48.43 |
48.37 |
-0.06 |
-0.1% |
48.43 |
| Range |
0.02 |
0.27 |
0.25 |
1,250.0% |
1.73 |
| ATR |
0.54 |
0.52 |
-0.02 |
-3.5% |
0.00 |
| Volume |
389 |
342 |
-47 |
-12.1% |
692 |
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.27 |
49.09 |
48.52 |
|
| R3 |
49.00 |
48.82 |
48.44 |
|
| R2 |
48.73 |
48.73 |
48.42 |
|
| R1 |
48.55 |
48.55 |
48.39 |
48.51 |
| PP |
48.46 |
48.46 |
48.46 |
48.44 |
| S1 |
48.28 |
48.28 |
48.35 |
48.24 |
| S2 |
48.19 |
48.19 |
48.32 |
|
| S3 |
47.92 |
48.01 |
48.30 |
|
| S4 |
47.65 |
47.74 |
48.22 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.18 |
53.04 |
49.38 |
|
| R3 |
52.45 |
51.31 |
48.91 |
|
| R2 |
50.72 |
50.72 |
48.75 |
|
| R1 |
49.58 |
49.58 |
48.59 |
49.29 |
| PP |
48.99 |
48.99 |
48.99 |
48.85 |
| S1 |
47.85 |
47.85 |
48.27 |
47.56 |
| S2 |
47.26 |
47.26 |
48.11 |
|
| S3 |
45.53 |
46.12 |
47.95 |
|
| S4 |
43.80 |
44.39 |
47.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.14 |
48.37 |
1.77 |
3.7% |
0.06 |
0.1% |
0% |
False |
True |
206 |
| 10 |
51.43 |
48.37 |
3.06 |
6.3% |
0.03 |
0.1% |
0% |
False |
True |
311 |
| 20 |
51.43 |
48.24 |
3.19 |
6.6% |
0.04 |
0.1% |
4% |
False |
False |
233 |
| 40 |
54.08 |
47.07 |
7.01 |
14.5% |
0.09 |
0.2% |
19% |
False |
False |
373 |
| 60 |
54.08 |
47.07 |
7.01 |
14.5% |
0.06 |
0.1% |
19% |
False |
False |
306 |
| 80 |
55.79 |
47.07 |
8.72 |
18.0% |
0.06 |
0.1% |
15% |
False |
False |
264 |
| 100 |
56.96 |
47.07 |
9.89 |
20.4% |
0.07 |
0.2% |
13% |
False |
False |
230 |
| 120 |
57.21 |
47.07 |
10.14 |
21.0% |
0.07 |
0.1% |
13% |
False |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
49.79 |
|
2.618 |
49.35 |
|
1.618 |
49.08 |
|
1.000 |
48.91 |
|
0.618 |
48.81 |
|
HIGH |
48.64 |
|
0.618 |
48.54 |
|
0.500 |
48.51 |
|
0.382 |
48.47 |
|
LOW |
48.37 |
|
0.618 |
48.20 |
|
1.000 |
48.10 |
|
1.618 |
47.93 |
|
2.618 |
47.66 |
|
4.250 |
47.22 |
|
|
| Fisher Pivots for day following 05-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
48.51 |
48.66 |
| PP |
48.46 |
48.56 |
| S1 |
48.42 |
48.47 |
|