NYMEX Light Sweet Crude Oil Future April 2017
| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
50.22 |
49.61 |
-0.61 |
-1.2% |
53.19 |
| High |
50.84 |
50.11 |
-0.73 |
-1.4% |
53.80 |
| Low |
48.59 |
48.31 |
-0.28 |
-0.6% |
48.31 |
| Close |
49.28 |
48.49 |
-0.79 |
-1.6% |
48.49 |
| Range |
2.25 |
1.80 |
-0.45 |
-20.0% |
5.49 |
| ATR |
1.27 |
1.31 |
0.04 |
2.9% |
0.00 |
| Volume |
1,073,506 |
796,960 |
-276,546 |
-25.8% |
3,832,227 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.37 |
53.23 |
49.48 |
|
| R3 |
52.57 |
51.43 |
48.99 |
|
| R2 |
50.77 |
50.77 |
48.82 |
|
| R1 |
49.63 |
49.63 |
48.66 |
49.30 |
| PP |
48.97 |
48.97 |
48.97 |
48.81 |
| S1 |
47.83 |
47.83 |
48.33 |
47.50 |
| S2 |
47.17 |
47.17 |
48.16 |
|
| S3 |
45.37 |
46.03 |
48.00 |
|
| S4 |
43.57 |
44.23 |
47.50 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.67 |
63.07 |
51.51 |
|
| R3 |
61.18 |
57.58 |
50.00 |
|
| R2 |
55.69 |
55.69 |
49.50 |
|
| R1 |
52.09 |
52.09 |
48.99 |
51.15 |
| PP |
50.20 |
50.20 |
50.20 |
49.73 |
| S1 |
46.60 |
46.60 |
47.99 |
45.66 |
| S2 |
44.71 |
44.71 |
47.48 |
|
| S3 |
39.22 |
41.11 |
46.98 |
|
| S4 |
33.73 |
35.62 |
45.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.80 |
48.31 |
5.49 |
11.3% |
1.76 |
3.6% |
3% |
False |
True |
766,445 |
| 10 |
54.61 |
48.31 |
6.30 |
13.0% |
1.34 |
2.8% |
3% |
False |
True |
638,655 |
| 20 |
55.03 |
48.31 |
6.72 |
13.9% |
1.17 |
2.4% |
3% |
False |
True |
520,611 |
| 40 |
55.16 |
48.31 |
6.85 |
14.1% |
1.18 |
2.4% |
3% |
False |
True |
336,510 |
| 60 |
56.92 |
48.31 |
8.61 |
17.8% |
1.23 |
2.5% |
2% |
False |
True |
243,454 |
| 80 |
56.92 |
45.18 |
11.74 |
24.2% |
1.36 |
2.8% |
28% |
False |
False |
196,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.76 |
|
2.618 |
54.82 |
|
1.618 |
53.02 |
|
1.000 |
51.91 |
|
0.618 |
51.22 |
|
HIGH |
50.11 |
|
0.618 |
49.42 |
|
0.500 |
49.21 |
|
0.382 |
49.00 |
|
LOW |
48.31 |
|
0.618 |
47.20 |
|
1.000 |
46.51 |
|
1.618 |
45.40 |
|
2.618 |
43.60 |
|
4.250 |
40.66 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.21 |
50.62 |
| PP |
48.97 |
49.91 |
| S1 |
48.73 |
49.20 |
|