NYMEX Light Sweet Crude Oil Future May 2017
Trading Metrics calculated at close of trading on 14-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
49.00 |
49.00 |
0.00 |
0.0% |
53.65 |
High |
49.25 |
49.36 |
0.11 |
0.2% |
54.29 |
Low |
48.45 |
47.71 |
-0.74 |
-1.5% |
48.85 |
Close |
48.94 |
48.35 |
-0.59 |
-1.2% |
49.03 |
Range |
0.80 |
1.65 |
0.85 |
106.3% |
5.44 |
ATR |
1.25 |
1.28 |
0.03 |
2.3% |
0.00 |
Volume |
254,113 |
393,761 |
139,648 |
55.0% |
1,353,983 |
|
Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.42 |
52.54 |
49.26 |
|
R3 |
51.77 |
50.89 |
48.80 |
|
R2 |
50.12 |
50.12 |
48.65 |
|
R1 |
49.24 |
49.24 |
48.50 |
48.86 |
PP |
48.47 |
48.47 |
48.47 |
48.28 |
S1 |
47.59 |
47.59 |
48.20 |
47.21 |
S2 |
46.82 |
46.82 |
48.05 |
|
S3 |
45.17 |
45.94 |
47.90 |
|
S4 |
43.52 |
44.29 |
47.44 |
|
|
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 |
53.43 |
47.71 |
5.72 |
11.8% |
1.86 |
3.9% |
11% |
False |
True |
324,165 |
10 |
54.85 |
47.71 |
7.14 |
14.8% |
1.41 |
2.9% |
9% |
False |
True |
240,902 |
20 |
55.32 |
47.71 |
7.61 |
15.7% |
1.15 |
2.4% |
8% |
False |
True |
176,207 |
40 |
55.85 |
47.71 |
8.14 |
16.8% |
1.16 |
2.4% |
8% |
False |
True |
126,492 |
60 |
57.50 |
47.71 |
9.79 |
20.2% |
1.18 |
2.4% |
7% |
False |
True |
96,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.37 |
2.618 |
53.68 |
1.618 |
52.03 |
1.000 |
51.01 |
0.618 |
50.38 |
HIGH |
49.36 |
0.618 |
48.73 |
0.500 |
48.54 |
0.382 |
48.34 |
LOW |
47.71 |
0.618 |
46.69 |
1.000 |
46.06 |
1.618 |
45.04 |
2.618 |
43.39 |
4.250 |
40.70 |
|
|
Fisher Pivots for day following 14-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
48.54 |
49.18 |
PP |
48.47 |
48.90 |
S1 |
48.41 |
48.63 |
|