NYMEX Light Sweet Crude Oil Future May 2017
| Trading Metrics calculated at close of trading on 31-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
49.60 |
50.32 |
0.72 |
1.5% |
48.12 |
| High |
50.47 |
50.85 |
0.38 |
0.8% |
50.85 |
| Low |
49.27 |
49.90 |
0.63 |
1.3% |
47.08 |
| Close |
50.35 |
50.60 |
0.25 |
0.5% |
50.60 |
| Range |
1.20 |
0.95 |
-0.25 |
-20.8% |
3.77 |
| ATR |
1.16 |
1.15 |
-0.02 |
-1.3% |
0.00 |
| Volume |
580,668 |
527,607 |
-53,061 |
-9.1% |
2,625,443 |
|
| Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.30 |
52.90 |
51.12 |
|
| R3 |
52.35 |
51.95 |
50.86 |
|
| R2 |
51.40 |
51.40 |
50.77 |
|
| R1 |
51.00 |
51.00 |
50.69 |
51.20 |
| PP |
50.45 |
50.45 |
50.45 |
50.55 |
| S1 |
50.05 |
50.05 |
50.51 |
50.25 |
| S2 |
49.50 |
49.50 |
50.43 |
|
| S3 |
48.55 |
49.10 |
50.34 |
|
| S4 |
47.60 |
48.15 |
50.08 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.82 |
59.48 |
52.67 |
|
| R3 |
57.05 |
55.71 |
51.64 |
|
| R2 |
53.28 |
53.28 |
51.29 |
|
| R1 |
51.94 |
51.94 |
50.95 |
52.61 |
| PP |
49.51 |
49.51 |
49.51 |
49.85 |
| S1 |
48.17 |
48.17 |
50.25 |
48.84 |
| S2 |
45.74 |
45.74 |
49.91 |
|
| S3 |
41.97 |
44.40 |
49.56 |
|
| S4 |
38.20 |
40.63 |
48.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.85 |
47.08 |
3.77 |
7.5% |
1.11 |
2.2% |
93% |
True |
False |
525,088 |
| 10 |
50.85 |
47.01 |
3.84 |
7.6% |
1.08 |
2.1% |
93% |
True |
False |
544,901 |
| 20 |
54.29 |
47.01 |
7.28 |
14.4% |
1.23 |
2.4% |
49% |
False |
False |
428,082 |
| 40 |
55.33 |
47.01 |
8.32 |
16.4% |
1.11 |
2.2% |
43% |
False |
False |
268,545 |
| 60 |
56.63 |
47.01 |
9.62 |
19.0% |
1.16 |
2.3% |
37% |
False |
False |
199,228 |
| 80 |
57.50 |
47.01 |
10.49 |
20.7% |
1.16 |
2.3% |
34% |
False |
False |
157,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.89 |
|
2.618 |
53.34 |
|
1.618 |
52.39 |
|
1.000 |
51.80 |
|
0.618 |
51.44 |
|
HIGH |
50.85 |
|
0.618 |
50.49 |
|
0.500 |
50.38 |
|
0.382 |
50.26 |
|
LOW |
49.90 |
|
0.618 |
49.31 |
|
1.000 |
48.95 |
|
1.618 |
48.36 |
|
2.618 |
47.41 |
|
4.250 |
45.86 |
|
|
| Fisher Pivots for day following 31-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.53 |
50.27 |
| PP |
50.45 |
49.94 |
| S1 |
50.38 |
49.62 |
|