NYMEX Light Sweet Crude Oil Future April 2017
Trading Metrics calculated at close of trading on 21-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
48.70 |
47.93 |
-0.77 |
-1.6% |
48.45 |
High |
48.74 |
48.73 |
-0.01 |
0.0% |
49.62 |
Low |
47.84 |
47.23 |
-0.61 |
-1.3% |
47.09 |
Close |
48.22 |
47.34 |
-0.88 |
-1.8% |
48.78 |
Range |
0.90 |
1.50 |
0.60 |
66.7% |
2.53 |
ATR |
1.22 |
1.24 |
0.02 |
1.6% |
0.00 |
Volume |
103,177 |
25,169 |
-78,008 |
-75.6% |
2,804,054 |
|
Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.27 |
51.30 |
48.17 |
|
R3 |
50.77 |
49.80 |
47.75 |
|
R2 |
49.27 |
49.27 |
47.62 |
|
R1 |
48.30 |
48.30 |
47.48 |
48.04 |
PP |
47.77 |
47.77 |
47.77 |
47.63 |
S1 |
46.80 |
46.80 |
47.20 |
46.54 |
S2 |
46.27 |
46.27 |
47.07 |
|
S3 |
44.77 |
45.30 |
46.93 |
|
S4 |
43.27 |
43.80 |
46.52 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.09 |
54.96 |
50.17 |
|
R3 |
53.56 |
52.43 |
49.48 |
|
R2 |
51.03 |
51.03 |
49.24 |
|
R1 |
49.90 |
49.90 |
49.01 |
50.47 |
PP |
48.50 |
48.50 |
48.50 |
48.78 |
S1 |
47.37 |
47.37 |
48.55 |
47.94 |
S2 |
45.97 |
45.97 |
48.32 |
|
S3 |
43.44 |
44.84 |
48.08 |
|
S4 |
40.91 |
42.31 |
47.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.62 |
47.23 |
2.39 |
5.0% |
1.01 |
2.1% |
5% |
False |
True |
294,665 |
10 |
52.92 |
47.09 |
5.83 |
12.3% |
1.45 |
3.1% |
4% |
False |
False |
576,625 |
20 |
54.94 |
47.09 |
7.85 |
16.6% |
1.20 |
2.5% |
3% |
False |
False |
537,178 |
40 |
55.03 |
47.09 |
7.94 |
16.8% |
1.14 |
2.4% |
3% |
False |
False |
391,904 |
60 |
56.92 |
47.09 |
9.83 |
20.8% |
1.20 |
2.5% |
3% |
False |
False |
286,242 |
80 |
56.92 |
47.09 |
9.83 |
20.8% |
1.31 |
2.8% |
3% |
False |
False |
229,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.11 |
2.618 |
52.66 |
1.618 |
51.16 |
1.000 |
50.23 |
0.618 |
49.66 |
HIGH |
48.73 |
0.618 |
48.16 |
0.500 |
47.98 |
0.382 |
47.80 |
LOW |
47.23 |
0.618 |
46.30 |
1.000 |
45.73 |
1.618 |
44.80 |
2.618 |
43.30 |
4.250 |
40.86 |
|
|
Fisher Pivots for day following 21-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
47.98 |
48.22 |
PP |
47.77 |
47.92 |
S1 |
47.55 |
47.63 |
|