NYMEX Light Sweet Crude Oil Future May 2017
Trading Metrics calculated at close of trading on 23-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
48.16 |
48.15 |
-0.01 |
0.0% |
49.00 |
High |
48.32 |
48.48 |
0.16 |
0.3% |
50.14 |
Low |
47.01 |
47.58 |
0.57 |
1.2% |
47.71 |
Close |
48.04 |
47.70 |
-0.34 |
-0.7% |
49.31 |
Range |
1.31 |
0.90 |
-0.41 |
-31.3% |
2.43 |
ATR |
1.22 |
1.20 |
-0.02 |
-1.9% |
0.00 |
Volume |
680,849 |
499,878 |
-180,971 |
-26.6% |
1,758,644 |
|
Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.62 |
50.06 |
48.20 |
|
R3 |
49.72 |
49.16 |
47.95 |
|
R2 |
48.82 |
48.82 |
47.87 |
|
R1 |
48.26 |
48.26 |
47.78 |
48.09 |
PP |
47.92 |
47.92 |
47.92 |
47.84 |
S1 |
47.36 |
47.36 |
47.62 |
47.19 |
S2 |
47.02 |
47.02 |
47.54 |
|
S3 |
46.12 |
46.46 |
47.45 |
|
S4 |
45.22 |
45.56 |
47.21 |
|
|
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 |
49.71 |
47.01 |
2.70 |
5.7% |
1.04 |
2.2% |
26% |
False |
False |
549,664 |
10 |
50.64 |
47.01 |
3.63 |
7.6% |
1.14 |
2.4% |
19% |
False |
False |
443,423 |
20 |
54.93 |
47.01 |
7.92 |
16.6% |
1.18 |
2.5% |
9% |
False |
False |
316,514 |
40 |
55.45 |
47.01 |
8.44 |
17.7% |
1.13 |
2.4% |
8% |
False |
False |
203,404 |
60 |
57.50 |
47.01 |
10.49 |
22.0% |
1.17 |
2.5% |
7% |
False |
False |
151,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.31 |
2.618 |
50.84 |
1.618 |
49.94 |
1.000 |
49.38 |
0.618 |
49.04 |
HIGH |
48.48 |
0.618 |
48.14 |
0.500 |
48.03 |
0.382 |
47.92 |
LOW |
47.58 |
0.618 |
47.02 |
1.000 |
46.68 |
1.618 |
46.12 |
2.618 |
45.22 |
4.250 |
43.76 |
|
|
Fisher Pivots for day following 23-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
48.03 |
48.25 |
PP |
47.92 |
48.06 |
S1 |
47.81 |
47.88 |
|