NYMEX Light Sweet Crude Oil Future May 2017
| Trading Metrics calculated at close of trading on 27-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
47.67 |
48.12 |
0.45 |
0.9% |
49.25 |
| High |
48.20 |
48.28 |
0.08 |
0.2% |
49.48 |
| Low |
47.54 |
47.08 |
-0.46 |
-1.0% |
47.01 |
| Close |
47.97 |
47.73 |
-0.24 |
-0.5% |
47.97 |
| Range |
0.66 |
1.20 |
0.54 |
81.8% |
2.47 |
| ATR |
1.16 |
1.17 |
0.00 |
0.2% |
0.00 |
| Volume |
421,027 |
466,176 |
45,149 |
10.7% |
2,823,571 |
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.30 |
50.71 |
48.39 |
|
| R3 |
50.10 |
49.51 |
48.06 |
|
| R2 |
48.90 |
48.90 |
47.95 |
|
| R1 |
48.31 |
48.31 |
47.84 |
48.01 |
| PP |
47.70 |
47.70 |
47.70 |
47.54 |
| S1 |
47.11 |
47.11 |
47.62 |
46.81 |
| S2 |
46.50 |
46.50 |
47.51 |
|
| S3 |
45.30 |
45.91 |
47.40 |
|
| S4 |
44.10 |
44.71 |
47.07 |
|
|
| 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 |
5.2% |
1.11 |
2.3% |
29% |
False |
False |
539,209 |
| 10 |
50.14 |
47.01 |
3.13 |
6.6% |
1.07 |
2.2% |
23% |
False |
False |
479,427 |
| 20 |
54.85 |
47.01 |
7.84 |
16.4% |
1.20 |
2.5% |
9% |
False |
False |
350,175 |
| 40 |
55.45 |
47.01 |
8.44 |
17.7% |
1.11 |
2.3% |
9% |
False |
False |
222,651 |
| 60 |
57.50 |
47.01 |
10.49 |
22.0% |
1.17 |
2.5% |
7% |
False |
False |
165,671 |
| 80 |
57.50 |
47.01 |
10.49 |
22.0% |
1.23 |
2.6% |
7% |
False |
False |
133,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.38 |
|
2.618 |
51.42 |
|
1.618 |
50.22 |
|
1.000 |
49.48 |
|
0.618 |
49.02 |
|
HIGH |
48.28 |
|
0.618 |
47.82 |
|
0.500 |
47.68 |
|
0.382 |
47.54 |
|
LOW |
47.08 |
|
0.618 |
46.34 |
|
1.000 |
45.88 |
|
1.618 |
45.14 |
|
2.618 |
43.94 |
|
4.250 |
41.98 |
|
|
| Fisher Pivots for day following 27-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
47.71 |
47.78 |
| PP |
47.70 |
47.76 |
| S1 |
47.68 |
47.75 |
|