NYMEX Light Sweet Crude Oil Future May 2017
| Trading Metrics calculated at close of trading on 04-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
50.69 |
50.24 |
-0.45 |
-0.9% |
48.12 |
| High |
50.83 |
51.30 |
0.47 |
0.9% |
50.85 |
| Low |
50.12 |
49.88 |
-0.24 |
-0.5% |
47.08 |
| Close |
50.24 |
51.03 |
0.79 |
1.6% |
50.60 |
| Range |
0.71 |
1.42 |
0.71 |
100.0% |
3.77 |
| ATR |
1.12 |
1.14 |
0.02 |
1.9% |
0.00 |
| Volume |
440,724 |
532,054 |
91,330 |
20.7% |
2,625,443 |
|
| Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.00 |
54.43 |
51.81 |
|
| R3 |
53.58 |
53.01 |
51.42 |
|
| R2 |
52.16 |
52.16 |
51.29 |
|
| R1 |
51.59 |
51.59 |
51.16 |
51.88 |
| PP |
50.74 |
50.74 |
50.74 |
50.88 |
| S1 |
50.17 |
50.17 |
50.90 |
50.46 |
| S2 |
49.32 |
49.32 |
50.77 |
|
| S3 |
47.90 |
48.75 |
50.64 |
|
| S4 |
46.48 |
47.33 |
50.25 |
|
|
| 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 |
51.30 |
48.38 |
2.92 |
5.7% |
1.11 |
2.2% |
91% |
True |
False |
525,933 |
| 10 |
51.30 |
47.01 |
4.29 |
8.4% |
1.05 |
2.1% |
94% |
True |
False |
519,997 |
| 20 |
53.43 |
47.01 |
6.42 |
12.6% |
1.24 |
2.4% |
63% |
False |
False |
457,669 |
| 40 |
55.32 |
47.01 |
8.31 |
16.3% |
1.11 |
2.2% |
48% |
False |
False |
290,718 |
| 60 |
56.21 |
47.01 |
9.20 |
18.0% |
1.16 |
2.3% |
44% |
False |
False |
214,516 |
| 80 |
57.50 |
47.01 |
10.49 |
20.6% |
1.16 |
2.3% |
38% |
False |
False |
168,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.34 |
|
2.618 |
55.02 |
|
1.618 |
53.60 |
|
1.000 |
52.72 |
|
0.618 |
52.18 |
|
HIGH |
51.30 |
|
0.618 |
50.76 |
|
0.500 |
50.59 |
|
0.382 |
50.42 |
|
LOW |
49.88 |
|
0.618 |
49.00 |
|
1.000 |
48.46 |
|
1.618 |
47.58 |
|
2.618 |
46.16 |
|
4.250 |
43.85 |
|
|
| Fisher Pivots for day following 04-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.88 |
50.88 |
| PP |
50.74 |
50.74 |
| S1 |
50.59 |
50.59 |
|