NYMEX Light Sweet Crude Oil Future May 2017
| Trading Metrics calculated at close of trading on 10-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2017 |
10-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
51.70 |
52.31 |
0.61 |
1.2% |
50.69 |
| High |
52.94 |
53.18 |
0.24 |
0.5% |
52.94 |
| Low |
51.49 |
52.29 |
0.80 |
1.6% |
49.88 |
| Close |
52.24 |
53.08 |
0.84 |
1.6% |
52.24 |
| Range |
1.45 |
0.89 |
-0.56 |
-38.6% |
3.06 |
| ATR |
1.16 |
1.14 |
-0.02 |
-1.3% |
0.00 |
| Volume |
796,437 |
565,439 |
-230,998 |
-29.0% |
2,893,632 |
|
| Daily Pivots for day following 10-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.52 |
55.19 |
53.57 |
|
| R3 |
54.63 |
54.30 |
53.32 |
|
| R2 |
53.74 |
53.74 |
53.24 |
|
| R1 |
53.41 |
53.41 |
53.16 |
53.58 |
| PP |
52.85 |
52.85 |
52.85 |
52.93 |
| S1 |
52.52 |
52.52 |
53.00 |
52.69 |
| S2 |
51.96 |
51.96 |
52.92 |
|
| S3 |
51.07 |
51.63 |
52.84 |
|
| S4 |
50.18 |
50.74 |
52.59 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.87 |
59.61 |
53.92 |
|
| R3 |
57.81 |
56.55 |
53.08 |
|
| R2 |
54.75 |
54.75 |
52.80 |
|
| R1 |
53.49 |
53.49 |
52.52 |
54.12 |
| PP |
51.69 |
51.69 |
51.69 |
52.00 |
| S1 |
50.43 |
50.43 |
51.96 |
51.06 |
| S2 |
48.63 |
48.63 |
51.68 |
|
| S3 |
45.57 |
47.37 |
51.40 |
|
| S4 |
42.51 |
44.31 |
50.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.18 |
49.88 |
3.30 |
6.2% |
1.19 |
2.2% |
97% |
True |
False |
603,669 |
| 10 |
53.18 |
47.80 |
5.38 |
10.1% |
1.10 |
2.1% |
98% |
True |
False |
561,833 |
| 20 |
53.18 |
47.01 |
6.17 |
11.6% |
1.08 |
2.0% |
98% |
True |
False |
520,630 |
| 40 |
55.32 |
47.01 |
8.31 |
15.7% |
1.10 |
2.1% |
73% |
False |
False |
340,478 |
| 60 |
55.85 |
47.01 |
8.84 |
16.7% |
1.12 |
2.1% |
69% |
False |
False |
251,927 |
| 80 |
57.50 |
47.01 |
10.49 |
19.8% |
1.16 |
2.2% |
58% |
False |
False |
197,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.96 |
|
2.618 |
55.51 |
|
1.618 |
54.62 |
|
1.000 |
54.07 |
|
0.618 |
53.73 |
|
HIGH |
53.18 |
|
0.618 |
52.84 |
|
0.500 |
52.74 |
|
0.382 |
52.63 |
|
LOW |
52.29 |
|
0.618 |
51.74 |
|
1.000 |
51.40 |
|
1.618 |
50.85 |
|
2.618 |
49.96 |
|
4.250 |
48.51 |
|
|
| Fisher Pivots for day following 10-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
52.97 |
52.71 |
| PP |
52.85 |
52.34 |
| S1 |
52.74 |
51.98 |
|