NYMEX Light Sweet Crude Oil Future May 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 |
53.30 |
50.76 |
-2.54 |
-4.8% |
54.34 |
High |
53.43 |
51.40 |
-2.03 |
-3.8% |
54.93 |
Low |
50.61 |
49.14 |
-1.47 |
-2.9% |
53.00 |
Close |
50.83 |
49.83 |
-1.00 |
-2.0% |
53.78 |
Range |
2.82 |
2.26 |
-0.56 |
-19.9% |
1.93 |
ATR |
1.17 |
1.25 |
0.08 |
6.6% |
0.00 |
Volume |
322,580 |
377,326 |
54,746 |
17.0% |
730,626 |
|
Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.90 |
55.63 |
51.07 |
|
R3 |
54.64 |
53.37 |
50.45 |
|
R2 |
52.38 |
52.38 |
50.24 |
|
R1 |
51.11 |
51.11 |
50.04 |
50.62 |
PP |
50.12 |
50.12 |
50.12 |
49.88 |
S1 |
48.85 |
48.85 |
49.62 |
48.36 |
S2 |
47.86 |
47.86 |
49.42 |
|
S3 |
45.60 |
46.59 |
49.21 |
|
S4 |
43.34 |
44.33 |
48.59 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.69 |
58.67 |
54.84 |
|
R3 |
57.76 |
56.74 |
54.31 |
|
R2 |
55.83 |
55.83 |
54.13 |
|
R1 |
54.81 |
54.81 |
53.96 |
54.36 |
PP |
53.90 |
53.90 |
53.90 |
53.68 |
S1 |
52.88 |
52.88 |
53.60 |
52.43 |
S2 |
51.97 |
51.97 |
53.43 |
|
S3 |
50.04 |
50.95 |
53.25 |
|
S4 |
48.11 |
49.02 |
52.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.29 |
49.14 |
5.15 |
10.3% |
1.56 |
3.1% |
13% |
False |
True |
237,318 |
10 |
54.93 |
49.14 |
5.79 |
11.6% |
1.22 |
2.4% |
12% |
False |
True |
189,606 |
20 |
55.32 |
49.14 |
6.18 |
12.4% |
1.09 |
2.2% |
11% |
False |
True |
147,175 |
40 |
55.85 |
49.14 |
6.71 |
13.5% |
1.15 |
2.3% |
10% |
False |
True |
107,639 |
60 |
57.50 |
49.14 |
8.36 |
16.8% |
1.19 |
2.4% |
8% |
False |
True |
82,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.01 |
2.618 |
57.32 |
1.618 |
55.06 |
1.000 |
53.66 |
0.618 |
52.80 |
HIGH |
51.40 |
0.618 |
50.54 |
0.500 |
50.27 |
0.382 |
50.00 |
LOW |
49.14 |
0.618 |
47.74 |
1.000 |
46.88 |
1.618 |
45.48 |
2.618 |
43.22 |
4.250 |
39.54 |
|
|
Fisher Pivots for day following 09-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
50.27 |
51.72 |
PP |
50.12 |
51.09 |
S1 |
49.98 |
50.46 |
|