NYMEX Light Sweet Crude Oil Future May 2017
Trading Metrics calculated at close of trading on 16-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
49.22 |
49.60 |
0.38 |
0.8% |
53.65 |
High |
49.58 |
50.14 |
0.56 |
1.1% |
54.29 |
Low |
48.78 |
49.01 |
0.23 |
0.5% |
48.85 |
Close |
49.38 |
49.24 |
-0.14 |
-0.3% |
49.03 |
Range |
0.80 |
1.13 |
0.33 |
41.3% |
5.44 |
ATR |
1.28 |
1.27 |
-0.01 |
-0.8% |
0.00 |
Volume |
388,673 |
376,317 |
-12,356 |
-3.2% |
1,353,983 |
|
Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.85 |
52.18 |
49.86 |
|
R3 |
51.72 |
51.05 |
49.55 |
|
R2 |
50.59 |
50.59 |
49.45 |
|
R1 |
49.92 |
49.92 |
49.34 |
49.69 |
PP |
49.46 |
49.46 |
49.46 |
49.35 |
S1 |
48.79 |
48.79 |
49.14 |
48.56 |
S2 |
48.33 |
48.33 |
49.03 |
|
S3 |
47.20 |
47.66 |
48.93 |
|
S4 |
46.07 |
46.53 |
48.62 |
|
|
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 |
50.64 |
47.71 |
2.93 |
6.0% |
1.23 |
2.5% |
52% |
False |
False |
337,182 |
10 |
54.29 |
47.71 |
6.58 |
13.4% |
1.40 |
2.8% |
23% |
False |
False |
287,250 |
20 |
55.32 |
47.71 |
7.61 |
15.5% |
1.17 |
2.4% |
20% |
False |
False |
207,277 |
40 |
55.45 |
47.71 |
7.74 |
15.7% |
1.12 |
2.3% |
20% |
False |
False |
142,993 |
60 |
57.50 |
47.71 |
9.79 |
19.9% |
1.17 |
2.4% |
16% |
False |
False |
107,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.94 |
2.618 |
53.10 |
1.618 |
51.97 |
1.000 |
51.27 |
0.618 |
50.84 |
HIGH |
50.14 |
0.618 |
49.71 |
0.500 |
49.58 |
0.382 |
49.44 |
LOW |
49.01 |
0.618 |
48.31 |
1.000 |
47.88 |
1.618 |
47.18 |
2.618 |
46.05 |
4.250 |
44.21 |
|
|
Fisher Pivots for day following 16-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
49.58 |
49.14 |
PP |
49.46 |
49.03 |
S1 |
49.35 |
48.93 |
|