NYMEX Light Sweet Crude Oil Future May 2017
Trading Metrics calculated at close of trading on 20-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
49.29 |
49.25 |
-0.04 |
-0.1% |
49.00 |
High |
49.71 |
49.36 |
-0.35 |
-0.7% |
50.14 |
Low |
49.10 |
48.46 |
-0.64 |
-1.3% |
47.71 |
Close |
49.31 |
48.91 |
-0.40 |
-0.8% |
49.31 |
Range |
0.61 |
0.90 |
0.29 |
47.5% |
2.43 |
ATR |
1.22 |
1.20 |
-0.02 |
-1.9% |
0.00 |
Volume |
345,780 |
593,698 |
247,918 |
71.7% |
1,758,644 |
|
Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.61 |
51.16 |
49.41 |
|
R3 |
50.71 |
50.26 |
49.16 |
|
R2 |
49.81 |
49.81 |
49.08 |
|
R1 |
49.36 |
49.36 |
48.99 |
49.14 |
PP |
48.91 |
48.91 |
48.91 |
48.80 |
S1 |
48.46 |
48.46 |
48.83 |
48.24 |
S2 |
48.01 |
48.01 |
48.75 |
|
S3 |
47.11 |
47.56 |
48.66 |
|
S4 |
46.21 |
46.66 |
48.42 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.34 |
55.26 |
50.65 |
|
R3 |
53.91 |
52.83 |
49.98 |
|
R2 |
51.48 |
51.48 |
49.76 |
|
R1 |
50.40 |
50.40 |
49.53 |
50.94 |
PP |
49.05 |
49.05 |
49.05 |
49.33 |
S1 |
47.97 |
47.97 |
49.09 |
48.51 |
S2 |
46.62 |
46.62 |
48.86 |
|
S3 |
44.19 |
45.54 |
48.64 |
|
S4 |
41.76 |
43.11 |
47.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.14 |
47.71 |
2.43 |
5.0% |
1.02 |
2.1% |
49% |
False |
False |
419,645 |
10 |
54.29 |
47.71 |
6.58 |
13.5% |
1.38 |
2.8% |
18% |
False |
False |
351,848 |
20 |
55.32 |
47.71 |
7.61 |
15.6% |
1.17 |
2.4% |
16% |
False |
False |
243,728 |
40 |
55.45 |
47.71 |
7.74 |
15.8% |
1.10 |
2.3% |
16% |
False |
False |
163,653 |
60 |
57.50 |
47.71 |
9.79 |
20.0% |
1.16 |
2.4% |
12% |
False |
False |
122,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.19 |
2.618 |
51.72 |
1.618 |
50.82 |
1.000 |
50.26 |
0.618 |
49.92 |
HIGH |
49.36 |
0.618 |
49.02 |
0.500 |
48.91 |
0.382 |
48.80 |
LOW |
48.46 |
0.618 |
47.90 |
1.000 |
47.56 |
1.618 |
47.00 |
2.618 |
46.10 |
4.250 |
44.64 |
|
|
Fisher Pivots for day following 20-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
48.91 |
49.30 |
PP |
48.91 |
49.17 |
S1 |
48.91 |
49.04 |
|