NYMEX Light Sweet Crude Oil Future May 2017
Trading Metrics calculated at close of trading on 02-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
54.41 |
54.16 |
-0.25 |
-0.5% |
54.16 |
High |
54.85 |
54.26 |
-0.59 |
-1.1% |
55.32 |
Low |
54.10 |
53.00 |
-1.10 |
-2.0% |
53.67 |
Close |
54.28 |
53.07 |
-1.21 |
-2.2% |
54.32 |
Range |
0.75 |
1.26 |
0.51 |
68.0% |
1.65 |
ATR |
1.04 |
1.06 |
0.02 |
1.7% |
0.00 |
Volume |
125,116 |
176,399 |
51,283 |
41.0% |
437,609 |
|
Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.22 |
56.41 |
53.76 |
|
R3 |
55.96 |
55.15 |
53.42 |
|
R2 |
54.70 |
54.70 |
53.30 |
|
R1 |
53.89 |
53.89 |
53.19 |
53.67 |
PP |
53.44 |
53.44 |
53.44 |
53.33 |
S1 |
52.63 |
52.63 |
52.95 |
52.41 |
S2 |
52.18 |
52.18 |
52.84 |
|
S3 |
50.92 |
51.37 |
52.72 |
|
S4 |
49.66 |
50.11 |
52.38 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.39 |
58.50 |
55.23 |
|
R3 |
57.74 |
56.85 |
54.77 |
|
R2 |
56.09 |
56.09 |
54.62 |
|
R1 |
55.20 |
55.20 |
54.47 |
55.65 |
PP |
54.44 |
54.44 |
54.44 |
54.66 |
S1 |
53.55 |
53.55 |
54.17 |
54.00 |
S2 |
52.79 |
52.79 |
54.02 |
|
S3 |
51.14 |
51.90 |
53.87 |
|
S4 |
49.49 |
50.25 |
53.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.93 |
53.00 |
1.93 |
3.6% |
0.87 |
1.6% |
4% |
False |
True |
141,894 |
10 |
55.32 |
53.00 |
2.32 |
4.4% |
0.94 |
1.8% |
3% |
False |
True |
127,304 |
20 |
55.45 |
52.40 |
3.05 |
5.7% |
0.99 |
1.9% |
22% |
False |
False |
106,752 |
40 |
56.63 |
52.40 |
4.23 |
8.0% |
1.13 |
2.1% |
16% |
False |
False |
82,922 |
60 |
57.50 |
52.40 |
5.10 |
9.6% |
1.15 |
2.2% |
13% |
False |
False |
66,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.62 |
2.618 |
57.56 |
1.618 |
56.30 |
1.000 |
55.52 |
0.618 |
55.04 |
HIGH |
54.26 |
0.618 |
53.78 |
0.500 |
53.63 |
0.382 |
53.48 |
LOW |
53.00 |
0.618 |
52.22 |
1.000 |
51.74 |
1.618 |
50.96 |
2.618 |
49.70 |
4.250 |
47.65 |
|
|
Fisher Pivots for day following 02-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
53.63 |
53.93 |
PP |
53.44 |
53.64 |
S1 |
53.26 |
53.36 |
|