NYMEX Light Sweet Crude Oil Future January 2019
| Trading Metrics calculated at close of trading on 28-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
49.89 |
50.03 |
0.14 |
0.3% |
48.41 |
| High |
49.89 |
50.04 |
0.15 |
0.3% |
50.04 |
| Low |
49.89 |
50.02 |
0.13 |
0.3% |
48.41 |
| Close |
49.89 |
50.04 |
0.15 |
0.3% |
50.04 |
| Range |
0.00 |
0.02 |
0.02 |
|
1.63 |
| ATR |
0.52 |
0.49 |
-0.03 |
-5.1% |
0.00 |
| Volume |
1,029 |
2,027 |
998 |
97.0% |
6,029 |
|
| Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.09 |
50.09 |
50.05 |
|
| R3 |
50.07 |
50.07 |
50.05 |
|
| R2 |
50.05 |
50.05 |
50.04 |
|
| R1 |
50.05 |
50.05 |
50.04 |
50.05 |
| PP |
50.03 |
50.03 |
50.03 |
50.04 |
| S1 |
50.03 |
50.03 |
50.04 |
50.03 |
| S2 |
50.01 |
50.01 |
50.04 |
|
| S3 |
49.99 |
50.01 |
50.03 |
|
| S4 |
49.97 |
49.99 |
50.03 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.39 |
53.84 |
50.94 |
|
| R3 |
52.76 |
52.21 |
50.49 |
|
| R2 |
51.13 |
51.13 |
50.34 |
|
| R1 |
50.58 |
50.58 |
50.19 |
50.86 |
| PP |
49.50 |
49.50 |
49.50 |
49.63 |
| S1 |
48.95 |
48.95 |
49.89 |
49.23 |
| S2 |
47.87 |
47.87 |
49.74 |
|
| S3 |
46.24 |
47.32 |
49.59 |
|
| S4 |
44.61 |
45.69 |
49.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.04 |
48.41 |
1.63 |
3.3% |
0.00 |
0.0% |
100% |
True |
False |
1,205 |
| 10 |
50.04 |
47.97 |
2.07 |
4.1% |
0.04 |
0.1% |
100% |
True |
False |
1,150 |
| 20 |
50.04 |
47.32 |
2.72 |
5.4% |
0.07 |
0.1% |
100% |
True |
False |
1,125 |
| 40 |
50.04 |
46.00 |
4.04 |
8.1% |
0.06 |
0.1% |
100% |
True |
False |
833 |
| 60 |
51.43 |
46.00 |
5.43 |
10.9% |
0.07 |
0.1% |
74% |
False |
False |
626 |
| 80 |
54.08 |
46.00 |
8.08 |
16.1% |
0.07 |
0.1% |
50% |
False |
False |
605 |
| 100 |
54.08 |
46.00 |
8.08 |
16.1% |
0.06 |
0.1% |
50% |
False |
False |
512 |
| 120 |
55.79 |
46.00 |
9.79 |
19.6% |
0.06 |
0.1% |
41% |
False |
False |
453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.13 |
|
2.618 |
50.09 |
|
1.618 |
50.07 |
|
1.000 |
50.06 |
|
0.618 |
50.05 |
|
HIGH |
50.04 |
|
0.618 |
50.03 |
|
0.500 |
50.03 |
|
0.382 |
50.03 |
|
LOW |
50.02 |
|
0.618 |
50.01 |
|
1.000 |
50.00 |
|
1.618 |
49.99 |
|
2.618 |
49.97 |
|
4.250 |
49.94 |
|
|
| Fisher Pivots for day following 28-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.04 |
50.00 |
| PP |
50.03 |
49.96 |
| S1 |
50.03 |
49.93 |
|