NYMEX Light Sweet Crude Oil Future May 2017
| Trading Metrics calculated at close of trading on 15-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
49.00 |
49.22 |
0.22 |
0.4% |
53.65 |
| High |
49.36 |
49.58 |
0.22 |
0.4% |
54.29 |
| Low |
47.71 |
48.78 |
1.07 |
2.2% |
48.85 |
| Close |
48.35 |
49.38 |
1.03 |
2.1% |
49.03 |
| Range |
1.65 |
0.80 |
-0.85 |
-51.5% |
5.44 |
| ATR |
1.28 |
1.28 |
0.00 |
-0.3% |
0.00 |
| Volume |
393,761 |
388,673 |
-5,088 |
-1.3% |
1,353,983 |
|
| Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.65 |
51.31 |
49.82 |
|
| R3 |
50.85 |
50.51 |
49.60 |
|
| R2 |
50.05 |
50.05 |
49.53 |
|
| R1 |
49.71 |
49.71 |
49.45 |
49.88 |
| PP |
49.25 |
49.25 |
49.25 |
49.33 |
| S1 |
48.91 |
48.91 |
49.31 |
49.08 |
| S2 |
48.45 |
48.45 |
49.23 |
|
| S3 |
47.65 |
48.11 |
49.16 |
|
| S4 |
46.85 |
47.31 |
48.94 |
|
|
| 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 |
51.40 |
47.71 |
3.69 |
7.5% |
1.46 |
3.0% |
45% |
False |
False |
337,383 |
| 10 |
54.29 |
47.71 |
6.58 |
13.3% |
1.41 |
2.9% |
25% |
False |
False |
267,258 |
| 20 |
55.32 |
47.71 |
7.61 |
15.4% |
1.15 |
2.3% |
22% |
False |
False |
192,266 |
| 40 |
55.45 |
47.71 |
7.74 |
15.7% |
1.14 |
2.3% |
22% |
False |
False |
134,899 |
| 60 |
57.50 |
47.71 |
9.79 |
19.8% |
1.17 |
2.4% |
17% |
False |
False |
102,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.98 |
|
2.618 |
51.67 |
|
1.618 |
50.87 |
|
1.000 |
50.38 |
|
0.618 |
50.07 |
|
HIGH |
49.58 |
|
0.618 |
49.27 |
|
0.500 |
49.18 |
|
0.382 |
49.09 |
|
LOW |
48.78 |
|
0.618 |
48.29 |
|
1.000 |
47.98 |
|
1.618 |
47.49 |
|
2.618 |
46.69 |
|
4.250 |
45.38 |
|
|
| Fisher Pivots for day following 15-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.31 |
49.14 |
| PP |
49.25 |
48.89 |
| S1 |
49.18 |
48.65 |
|