NYMEX Light Sweet Crude Oil Future May 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 |
50.76 |
50.15 |
-0.61 |
-1.2% |
53.65 |
High |
51.40 |
50.64 |
-0.76 |
-1.5% |
54.29 |
Low |
49.14 |
48.85 |
-0.29 |
-0.6% |
48.85 |
Close |
49.83 |
49.03 |
-0.80 |
-1.6% |
49.03 |
Range |
2.26 |
1.79 |
-0.47 |
-20.8% |
5.44 |
ATR |
1.25 |
1.29 |
0.04 |
3.1% |
0.00 |
Volume |
377,326 |
273,046 |
-104,280 |
-27.6% |
1,353,983 |
|
Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.88 |
53.74 |
50.01 |
|
R3 |
53.09 |
51.95 |
49.52 |
|
R2 |
51.30 |
51.30 |
49.36 |
|
R1 |
50.16 |
50.16 |
49.19 |
49.84 |
PP |
49.51 |
49.51 |
49.51 |
49.34 |
S1 |
48.37 |
48.37 |
48.87 |
48.05 |
S2 |
47.72 |
47.72 |
48.70 |
|
S3 |
45.93 |
46.58 |
48.54 |
|
S4 |
44.14 |
44.79 |
48.05 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.04 |
63.48 |
52.02 |
|
R3 |
61.60 |
58.04 |
50.53 |
|
R2 |
56.16 |
56.16 |
50.03 |
|
R1 |
52.60 |
52.60 |
49.53 |
51.66 |
PP |
50.72 |
50.72 |
50.72 |
50.26 |
S1 |
47.16 |
47.16 |
48.53 |
46.22 |
S2 |
45.28 |
45.28 |
48.03 |
|
S3 |
39.84 |
41.72 |
47.53 |
|
S4 |
34.40 |
36.28 |
46.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.29 |
48.85 |
5.44 |
11.1% |
1.75 |
3.6% |
3% |
False |
True |
270,796 |
10 |
54.93 |
48.85 |
6.08 |
12.4% |
1.32 |
2.7% |
3% |
False |
True |
208,460 |
20 |
55.32 |
48.85 |
6.47 |
13.2% |
1.14 |
2.3% |
3% |
False |
True |
154,222 |
40 |
55.85 |
48.85 |
7.00 |
14.3% |
1.15 |
2.3% |
3% |
False |
True |
112,955 |
60 |
57.50 |
48.85 |
8.65 |
17.6% |
1.19 |
2.4% |
2% |
False |
True |
86,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.25 |
2.618 |
55.33 |
1.618 |
53.54 |
1.000 |
52.43 |
0.618 |
51.75 |
HIGH |
50.64 |
0.618 |
49.96 |
0.500 |
49.75 |
0.382 |
49.53 |
LOW |
48.85 |
0.618 |
47.74 |
1.000 |
47.06 |
1.618 |
45.95 |
2.618 |
44.16 |
4.250 |
41.24 |
|
|
Fisher Pivots for day following 10-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
49.75 |
51.14 |
PP |
49.51 |
50.44 |
S1 |
49.27 |
49.73 |
|