NYMEX Light Sweet Crude Oil Future May 2017
| Trading Metrics calculated at close of trading on 29-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
47.89 |
48.47 |
0.58 |
1.2% |
49.25 |
| High |
48.74 |
49.63 |
0.89 |
1.8% |
49.48 |
| Low |
47.80 |
48.38 |
0.58 |
1.2% |
47.01 |
| Close |
48.37 |
49.51 |
1.14 |
2.4% |
47.97 |
| Range |
0.94 |
1.25 |
0.31 |
33.0% |
2.47 |
| ATR |
1.15 |
1.16 |
0.01 |
0.7% |
0.00 |
| Volume |
502,377 |
548,615 |
46,238 |
9.2% |
2,823,571 |
|
| Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.92 |
52.47 |
50.20 |
|
| R3 |
51.67 |
51.22 |
49.85 |
|
| R2 |
50.42 |
50.42 |
49.74 |
|
| R1 |
49.97 |
49.97 |
49.62 |
50.20 |
| PP |
49.17 |
49.17 |
49.17 |
49.29 |
| S1 |
48.72 |
48.72 |
49.40 |
48.95 |
| S2 |
47.92 |
47.92 |
49.28 |
|
| S3 |
46.67 |
47.47 |
49.17 |
|
| S4 |
45.42 |
46.22 |
48.82 |
|
|
| 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 |
49.63 |
47.08 |
2.55 |
5.2% |
0.99 |
2.0% |
95% |
True |
False |
487,614 |
| 10 |
50.14 |
47.01 |
3.13 |
6.3% |
1.04 |
2.1% |
80% |
False |
False |
506,283 |
| 20 |
54.29 |
47.01 |
7.28 |
14.7% |
1.22 |
2.5% |
34% |
False |
False |
386,770 |
| 40 |
55.45 |
47.01 |
8.44 |
17.0% |
1.11 |
2.2% |
30% |
False |
False |
244,674 |
| 60 |
57.50 |
47.01 |
10.49 |
21.2% |
1.19 |
2.4% |
24% |
False |
False |
182,395 |
| 80 |
57.50 |
47.01 |
10.49 |
21.2% |
1.17 |
2.4% |
24% |
False |
False |
145,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.94 |
|
2.618 |
52.90 |
|
1.618 |
51.65 |
|
1.000 |
50.88 |
|
0.618 |
50.40 |
|
HIGH |
49.63 |
|
0.618 |
49.15 |
|
0.500 |
49.01 |
|
0.382 |
48.86 |
|
LOW |
48.38 |
|
0.618 |
47.61 |
|
1.000 |
47.13 |
|
1.618 |
46.36 |
|
2.618 |
45.11 |
|
4.250 |
43.07 |
|
|
| Fisher Pivots for day following 29-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.34 |
49.13 |
| PP |
49.17 |
48.74 |
| S1 |
49.01 |
48.36 |
|