NYMEX Light Sweet Crude Oil Future May 2017
| Trading Metrics calculated at close of trading on 24-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
48.15 |
47.67 |
-0.48 |
-1.0% |
49.25 |
| High |
48.48 |
48.20 |
-0.28 |
-0.6% |
49.48 |
| Low |
47.58 |
47.54 |
-0.04 |
-0.1% |
47.01 |
| Close |
47.70 |
47.97 |
0.27 |
0.6% |
47.97 |
| Range |
0.90 |
0.66 |
-0.24 |
-26.7% |
2.47 |
| ATR |
1.20 |
1.16 |
-0.04 |
-3.2% |
0.00 |
| Volume |
499,878 |
421,027 |
-78,851 |
-15.8% |
2,823,571 |
|
| Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.88 |
49.59 |
48.33 |
|
| R3 |
49.22 |
48.93 |
48.15 |
|
| R2 |
48.56 |
48.56 |
48.09 |
|
| R1 |
48.27 |
48.27 |
48.03 |
48.42 |
| PP |
47.90 |
47.90 |
47.90 |
47.98 |
| S1 |
47.61 |
47.61 |
47.91 |
47.76 |
| S2 |
47.24 |
47.24 |
47.85 |
|
| S3 |
46.58 |
46.95 |
47.79 |
|
| S4 |
45.92 |
46.29 |
47.61 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.56 |
54.24 |
49.33 |
|
| R3 |
53.09 |
51.77 |
48.65 |
|
| R2 |
50.62 |
50.62 |
48.42 |
|
| R1 |
49.30 |
49.30 |
48.20 |
48.73 |
| PP |
48.15 |
48.15 |
48.15 |
47.87 |
| S1 |
46.83 |
46.83 |
47.74 |
46.26 |
| S2 |
45.68 |
45.68 |
47.52 |
|
| S3 |
43.21 |
44.36 |
47.29 |
|
| S4 |
40.74 |
41.89 |
46.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.48 |
47.01 |
2.47 |
5.1% |
1.05 |
2.2% |
39% |
False |
False |
564,714 |
| 10 |
50.14 |
47.01 |
3.13 |
6.5% |
1.03 |
2.1% |
31% |
False |
False |
458,221 |
| 20 |
54.93 |
47.01 |
7.92 |
16.5% |
1.17 |
2.4% |
12% |
False |
False |
333,341 |
| 40 |
55.45 |
47.01 |
8.44 |
17.6% |
1.11 |
2.3% |
11% |
False |
False |
212,109 |
| 60 |
57.50 |
47.01 |
10.49 |
21.9% |
1.17 |
2.4% |
9% |
False |
False |
158,350 |
| 80 |
57.50 |
47.01 |
10.49 |
21.9% |
1.24 |
2.6% |
9% |
False |
False |
128,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.01 |
|
2.618 |
49.93 |
|
1.618 |
49.27 |
|
1.000 |
48.86 |
|
0.618 |
48.61 |
|
HIGH |
48.20 |
|
0.618 |
47.95 |
|
0.500 |
47.87 |
|
0.382 |
47.79 |
|
LOW |
47.54 |
|
0.618 |
47.13 |
|
1.000 |
46.88 |
|
1.618 |
46.47 |
|
2.618 |
45.81 |
|
4.250 |
44.74 |
|
|
| Fisher Pivots for day following 24-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
47.94 |
47.90 |
| PP |
47.90 |
47.82 |
| S1 |
47.87 |
47.75 |
|