NYMEX Light Sweet Crude Oil Future April 2017
Trading Metrics calculated at close of trading on 15-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
48.45 |
48.76 |
0.31 |
0.6% |
53.19 |
High |
48.79 |
49.04 |
0.25 |
0.5% |
53.80 |
Low |
47.09 |
48.16 |
1.07 |
2.3% |
48.31 |
Close |
47.72 |
48.86 |
1.14 |
2.4% |
48.49 |
Range |
1.70 |
0.88 |
-0.82 |
-48.2% |
5.49 |
ATR |
1.30 |
1.31 |
0.00 |
0.1% |
0.00 |
Volume |
857,711 |
655,788 |
-201,923 |
-23.5% |
3,832,227 |
|
Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.33 |
50.97 |
49.34 |
|
R3 |
50.45 |
50.09 |
49.10 |
|
R2 |
49.57 |
49.57 |
49.02 |
|
R1 |
49.21 |
49.21 |
48.94 |
49.39 |
PP |
48.69 |
48.69 |
48.69 |
48.78 |
S1 |
48.33 |
48.33 |
48.78 |
48.51 |
S2 |
47.81 |
47.81 |
48.70 |
|
S3 |
46.93 |
47.45 |
48.62 |
|
S4 |
46.05 |
46.57 |
48.38 |
|
|
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 |
50.84 |
47.09 |
3.75 |
7.7% |
1.48 |
3.0% |
47% |
False |
False |
797,065 |
10 |
53.80 |
47.09 |
6.71 |
13.7% |
1.43 |
2.9% |
26% |
False |
False |
702,183 |
20 |
55.03 |
47.09 |
7.94 |
16.3% |
1.18 |
2.4% |
22% |
False |
False |
585,729 |
40 |
55.03 |
47.09 |
7.94 |
16.3% |
1.17 |
2.4% |
22% |
False |
False |
382,317 |
60 |
56.92 |
47.09 |
9.83 |
20.1% |
1.21 |
2.5% |
18% |
False |
False |
275,334 |
80 |
56.92 |
47.09 |
9.83 |
20.1% |
1.34 |
2.7% |
18% |
False |
False |
221,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.78 |
2.618 |
51.34 |
1.618 |
50.46 |
1.000 |
49.92 |
0.618 |
49.58 |
HIGH |
49.04 |
0.618 |
48.70 |
0.500 |
48.60 |
0.382 |
48.50 |
LOW |
48.16 |
0.618 |
47.62 |
1.000 |
47.28 |
1.618 |
46.74 |
2.618 |
45.86 |
4.250 |
44.42 |
|
|
Fisher Pivots for day following 15-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
48.77 |
48.60 |
PP |
48.69 |
48.33 |
S1 |
48.60 |
48.07 |
|