NYMEX Light Sweet Crude Oil Future May 2017
Trading Metrics calculated at close of trading on 22-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
48.91 |
48.16 |
-0.75 |
-1.5% |
49.00 |
High |
49.48 |
48.32 |
-1.16 |
-2.3% |
50.14 |
Low |
47.99 |
47.01 |
-0.98 |
-2.0% |
47.71 |
Close |
48.24 |
48.04 |
-0.20 |
-0.4% |
49.31 |
Range |
1.49 |
1.31 |
-0.18 |
-12.1% |
2.43 |
ATR |
1.22 |
1.22 |
0.01 |
0.5% |
0.00 |
Volume |
628,119 |
680,849 |
52,730 |
8.4% |
1,758,644 |
|
Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.72 |
51.19 |
48.76 |
|
R3 |
50.41 |
49.88 |
48.40 |
|
R2 |
49.10 |
49.10 |
48.28 |
|
R1 |
48.57 |
48.57 |
48.16 |
48.18 |
PP |
47.79 |
47.79 |
47.79 |
47.60 |
S1 |
47.26 |
47.26 |
47.92 |
46.87 |
S2 |
46.48 |
46.48 |
47.80 |
|
S3 |
45.17 |
45.95 |
47.68 |
|
S4 |
43.86 |
44.64 |
47.32 |
|
|
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 |
47.01 |
3.13 |
6.5% |
1.09 |
2.3% |
33% |
False |
True |
524,952 |
10 |
51.40 |
47.01 |
4.39 |
9.1% |
1.27 |
2.7% |
23% |
False |
True |
431,168 |
20 |
55.25 |
47.01 |
8.24 |
17.2% |
1.19 |
2.5% |
13% |
False |
True |
297,139 |
40 |
55.45 |
47.01 |
8.44 |
17.6% |
1.13 |
2.3% |
12% |
False |
True |
193,345 |
60 |
57.50 |
47.01 |
10.49 |
21.8% |
1.17 |
2.4% |
10% |
False |
True |
143,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.89 |
2.618 |
51.75 |
1.618 |
50.44 |
1.000 |
49.63 |
0.618 |
49.13 |
HIGH |
48.32 |
0.618 |
47.82 |
0.500 |
47.67 |
0.382 |
47.51 |
LOW |
47.01 |
0.618 |
46.20 |
1.000 |
45.70 |
1.618 |
44.89 |
2.618 |
43.58 |
4.250 |
41.44 |
|
|
Fisher Pivots for day following 22-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
47.92 |
48.25 |
PP |
47.79 |
48.18 |
S1 |
47.67 |
48.11 |
|