NYMEX Light Sweet Crude Oil Future April 2017
Trading Metrics calculated at close of trading on 09-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
52.79 |
50.22 |
-2.57 |
-4.9% |
54.02 |
High |
52.92 |
50.84 |
-2.08 |
-3.9% |
54.61 |
Low |
50.05 |
48.59 |
-1.46 |
-2.9% |
52.54 |
Close |
50.28 |
49.28 |
-1.00 |
-2.0% |
53.33 |
Range |
2.87 |
2.25 |
-0.62 |
-21.6% |
2.07 |
ATR |
1.20 |
1.27 |
0.08 |
6.3% |
0.00 |
Volume |
963,392 |
1,073,506 |
110,114 |
11.4% |
2,554,328 |
|
Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.32 |
55.05 |
50.52 |
|
R3 |
54.07 |
52.80 |
49.90 |
|
R2 |
51.82 |
51.82 |
49.69 |
|
R1 |
50.55 |
50.55 |
49.49 |
50.06 |
PP |
49.57 |
49.57 |
49.57 |
49.33 |
S1 |
48.30 |
48.30 |
49.07 |
47.81 |
S2 |
47.32 |
47.32 |
48.87 |
|
S3 |
45.07 |
46.05 |
48.66 |
|
S4 |
42.82 |
43.80 |
48.04 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.70 |
58.59 |
54.47 |
|
R3 |
57.63 |
56.52 |
53.90 |
|
R2 |
55.56 |
55.56 |
53.71 |
|
R1 |
54.45 |
54.45 |
53.52 |
53.97 |
PP |
53.49 |
53.49 |
53.49 |
53.26 |
S1 |
52.38 |
52.38 |
53.14 |
51.90 |
S2 |
51.42 |
51.42 |
52.95 |
|
S3 |
49.35 |
50.31 |
52.76 |
|
S4 |
47.28 |
48.24 |
52.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.80 |
48.59 |
5.21 |
10.6% |
1.57 |
3.2% |
13% |
False |
True |
694,325 |
10 |
54.61 |
48.59 |
6.02 |
12.2% |
1.24 |
2.5% |
11% |
False |
True |
598,485 |
20 |
55.03 |
48.59 |
6.44 |
13.1% |
1.11 |
2.3% |
11% |
False |
True |
496,946 |
40 |
55.16 |
48.59 |
6.57 |
13.3% |
1.18 |
2.4% |
11% |
False |
True |
319,215 |
60 |
56.92 |
48.59 |
8.33 |
16.9% |
1.23 |
2.5% |
8% |
False |
True |
231,640 |
80 |
56.92 |
45.18 |
11.74 |
23.8% |
1.35 |
2.7% |
35% |
False |
False |
187,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.40 |
2.618 |
56.73 |
1.618 |
54.48 |
1.000 |
53.09 |
0.618 |
52.23 |
HIGH |
50.84 |
0.618 |
49.98 |
0.500 |
49.72 |
0.382 |
49.45 |
LOW |
48.59 |
0.618 |
47.20 |
1.000 |
46.34 |
1.618 |
44.95 |
2.618 |
42.70 |
4.250 |
39.03 |
|
|
Fisher Pivots for day following 09-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
49.72 |
51.20 |
PP |
49.57 |
50.56 |
S1 |
49.43 |
49.92 |
|