NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 24-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
47.97 |
48.41 |
0.44 |
0.9% |
48.68 |
| High |
47.97 |
48.41 |
0.44 |
0.9% |
49.32 |
| Low |
47.97 |
48.41 |
0.44 |
0.9% |
47.97 |
| Close |
47.97 |
48.41 |
0.44 |
0.9% |
47.97 |
| Range |
|
|
|
|
|
| ATR |
0.54 |
0.53 |
-0.01 |
-1.3% |
0.00 |
| Volume |
2,504 |
742 |
-1,762 |
-70.4% |
5,471 |
|
| Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.41 |
48.41 |
48.41 |
|
| R3 |
48.41 |
48.41 |
48.41 |
|
| R2 |
48.41 |
48.41 |
48.41 |
|
| R1 |
48.41 |
48.41 |
48.41 |
48.41 |
| PP |
48.41 |
48.41 |
48.41 |
48.41 |
| S1 |
48.41 |
48.41 |
48.41 |
48.41 |
| S2 |
48.41 |
48.41 |
48.41 |
|
| S3 |
48.41 |
48.41 |
48.41 |
|
| S4 |
48.41 |
48.41 |
48.41 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.47 |
51.57 |
48.71 |
|
| R3 |
51.12 |
50.22 |
48.34 |
|
| R2 |
49.77 |
49.77 |
48.22 |
|
| R1 |
48.87 |
48.87 |
48.09 |
48.65 |
| PP |
48.42 |
48.42 |
48.42 |
48.31 |
| S1 |
47.52 |
47.52 |
47.85 |
47.30 |
| S2 |
47.07 |
47.07 |
47.72 |
|
| S3 |
45.72 |
46.17 |
47.60 |
|
| S4 |
44.37 |
44.82 |
47.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.32 |
47.97 |
1.35 |
2.8% |
0.07 |
0.1% |
33% |
False |
False |
1,077 |
| 10 |
49.32 |
47.97 |
1.35 |
2.8% |
0.08 |
0.2% |
33% |
False |
False |
962 |
| 20 |
49.83 |
46.44 |
3.39 |
7.0% |
0.09 |
0.2% |
58% |
False |
False |
928 |
| 40 |
50.14 |
46.00 |
4.14 |
8.6% |
0.06 |
0.1% |
58% |
False |
False |
717 |
| 60 |
51.43 |
46.00 |
5.43 |
11.2% |
0.09 |
0.2% |
44% |
False |
False |
541 |
| 80 |
54.08 |
46.00 |
8.08 |
16.7% |
0.07 |
0.1% |
30% |
False |
False |
547 |
| 100 |
54.41 |
46.00 |
8.41 |
17.4% |
0.06 |
0.1% |
29% |
False |
False |
468 |
| 120 |
56.22 |
46.00 |
10.22 |
21.1% |
0.06 |
0.1% |
24% |
False |
False |
411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.41 |
|
2.618 |
48.41 |
|
1.618 |
48.41 |
|
1.000 |
48.41 |
|
0.618 |
48.41 |
|
HIGH |
48.41 |
|
0.618 |
48.41 |
|
0.500 |
48.41 |
|
0.382 |
48.41 |
|
LOW |
48.41 |
|
0.618 |
48.41 |
|
1.000 |
48.41 |
|
1.618 |
48.41 |
|
2.618 |
48.41 |
|
4.250 |
48.41 |
|
|
| Fisher Pivots for day following 24-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
48.41 |
48.45 |
| PP |
48.41 |
48.43 |
| S1 |
48.41 |
48.42 |
|