NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
48.33 |
47.25 |
-1.08 |
-2.2% |
48.37 |
| High |
48.33 |
47.30 |
-1.03 |
-2.1% |
48.64 |
| Low |
48.33 |
47.07 |
-1.26 |
-2.6% |
47.36 |
| Close |
48.33 |
47.26 |
-1.07 |
-2.2% |
47.98 |
| Range |
0.00 |
0.23 |
0.23 |
|
1.28 |
| ATR |
0.47 |
0.53 |
0.06 |
12.0% |
0.00 |
| Volume |
154 |
853 |
699 |
453.9% |
2,296 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.90 |
47.81 |
47.39 |
|
| R3 |
47.67 |
47.58 |
47.32 |
|
| R2 |
47.44 |
47.44 |
47.30 |
|
| R1 |
47.35 |
47.35 |
47.28 |
47.40 |
| PP |
47.21 |
47.21 |
47.21 |
47.23 |
| S1 |
47.12 |
47.12 |
47.24 |
47.17 |
| S2 |
46.98 |
46.98 |
47.22 |
|
| S3 |
46.75 |
46.89 |
47.20 |
|
| S4 |
46.52 |
46.66 |
47.13 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.83 |
51.19 |
48.68 |
|
| R3 |
50.55 |
49.91 |
48.33 |
|
| R2 |
49.27 |
49.27 |
48.21 |
|
| R1 |
48.63 |
48.63 |
48.10 |
48.31 |
| PP |
47.99 |
47.99 |
47.99 |
47.84 |
| S1 |
47.35 |
47.35 |
47.86 |
47.03 |
| S2 |
46.71 |
46.71 |
47.75 |
|
| S3 |
45.43 |
46.07 |
47.63 |
|
| S4 |
44.15 |
44.79 |
47.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.33 |
47.07 |
1.26 |
2.7% |
0.05 |
0.1% |
15% |
False |
True |
532 |
| 10 |
48.94 |
47.07 |
1.87 |
4.0% |
0.05 |
0.1% |
10% |
False |
True |
392 |
| 20 |
51.43 |
47.07 |
4.36 |
9.2% |
0.04 |
0.1% |
4% |
False |
True |
333 |
| 40 |
51.90 |
47.07 |
4.83 |
10.2% |
0.09 |
0.2% |
4% |
False |
True |
340 |
| 60 |
54.08 |
47.07 |
7.01 |
14.8% |
0.06 |
0.1% |
3% |
False |
True |
341 |
| 80 |
54.64 |
47.07 |
7.57 |
16.0% |
0.06 |
0.1% |
3% |
False |
True |
294 |
| 100 |
56.34 |
47.07 |
9.27 |
19.6% |
0.08 |
0.2% |
2% |
False |
True |
258 |
| 120 |
57.21 |
47.07 |
10.14 |
21.5% |
0.06 |
0.1% |
2% |
False |
True |
231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.28 |
|
2.618 |
47.90 |
|
1.618 |
47.67 |
|
1.000 |
47.53 |
|
0.618 |
47.44 |
|
HIGH |
47.30 |
|
0.618 |
47.21 |
|
0.500 |
47.19 |
|
0.382 |
47.16 |
|
LOW |
47.07 |
|
0.618 |
46.93 |
|
1.000 |
46.84 |
|
1.618 |
46.70 |
|
2.618 |
46.47 |
|
4.250 |
46.09 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
47.24 |
47.70 |
| PP |
47.21 |
47.55 |
| S1 |
47.19 |
47.41 |
|