NYMEX Light Sweet Crude Oil Future May 2017
| Trading Metrics calculated at close of trading on 03-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
50.32 |
50.69 |
0.37 |
0.7% |
48.12 |
| High |
50.85 |
50.83 |
-0.02 |
0.0% |
50.85 |
| Low |
49.90 |
50.12 |
0.22 |
0.4% |
47.08 |
| Close |
50.60 |
50.24 |
-0.36 |
-0.7% |
50.60 |
| Range |
0.95 |
0.71 |
-0.24 |
-25.3% |
3.77 |
| ATR |
1.15 |
1.12 |
-0.03 |
-2.7% |
0.00 |
| Volume |
527,607 |
440,724 |
-86,883 |
-16.5% |
2,625,443 |
|
| Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.53 |
52.09 |
50.63 |
|
| R3 |
51.82 |
51.38 |
50.44 |
|
| R2 |
51.11 |
51.11 |
50.37 |
|
| R1 |
50.67 |
50.67 |
50.31 |
50.54 |
| PP |
50.40 |
50.40 |
50.40 |
50.33 |
| S1 |
49.96 |
49.96 |
50.17 |
49.83 |
| S2 |
49.69 |
49.69 |
50.11 |
|
| S3 |
48.98 |
49.25 |
50.04 |
|
| S4 |
48.27 |
48.54 |
49.85 |
|
|
| 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 |
47.80 |
3.05 |
6.1% |
1.01 |
2.0% |
80% |
False |
False |
519,998 |
| 10 |
50.85 |
47.01 |
3.84 |
7.6% |
1.06 |
2.1% |
84% |
False |
False |
529,604 |
| 20 |
54.29 |
47.01 |
7.28 |
14.5% |
1.22 |
2.4% |
44% |
False |
False |
440,726 |
| 40 |
55.32 |
47.01 |
8.31 |
16.5% |
1.10 |
2.2% |
39% |
False |
False |
278,437 |
| 60 |
56.63 |
47.01 |
9.62 |
19.1% |
1.15 |
2.3% |
34% |
False |
False |
206,147 |
| 80 |
57.50 |
47.01 |
10.49 |
20.9% |
1.16 |
2.3% |
31% |
False |
False |
162,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.85 |
|
2.618 |
52.69 |
|
1.618 |
51.98 |
|
1.000 |
51.54 |
|
0.618 |
51.27 |
|
HIGH |
50.83 |
|
0.618 |
50.56 |
|
0.500 |
50.48 |
|
0.382 |
50.39 |
|
LOW |
50.12 |
|
0.618 |
49.68 |
|
1.000 |
49.41 |
|
1.618 |
48.97 |
|
2.618 |
48.26 |
|
4.250 |
47.10 |
|
|
| Fisher Pivots for day following 03-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.48 |
50.18 |
| PP |
50.40 |
50.12 |
| S1 |
50.32 |
50.06 |
|