NYMEX Light Sweet Crude Oil Future May 2017
Trading Metrics calculated at close of trading on 11-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2017 |
11-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
52.31 |
53.13 |
0.82 |
1.6% |
50.69 |
High |
53.18 |
53.45 |
0.27 |
0.5% |
52.94 |
Low |
52.29 |
52.70 |
0.41 |
0.8% |
49.88 |
Close |
53.08 |
53.40 |
0.32 |
0.6% |
52.24 |
Range |
0.89 |
0.75 |
-0.14 |
-15.7% |
3.06 |
ATR |
1.14 |
1.11 |
-0.03 |
-2.4% |
0.00 |
Volume |
565,439 |
598,003 |
32,564 |
5.8% |
2,893,632 |
|
Daily Pivots for day following 11-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.43 |
55.17 |
53.81 |
|
R3 |
54.68 |
54.42 |
53.61 |
|
R2 |
53.93 |
53.93 |
53.54 |
|
R1 |
53.67 |
53.67 |
53.47 |
53.80 |
PP |
53.18 |
53.18 |
53.18 |
53.25 |
S1 |
52.92 |
52.92 |
53.33 |
53.05 |
S2 |
52.43 |
52.43 |
53.26 |
|
S3 |
51.68 |
52.17 |
53.19 |
|
S4 |
50.93 |
51.42 |
52.99 |
|
|
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 |
53.45 |
50.74 |
2.71 |
5.1% |
1.06 |
2.0% |
98% |
True |
False |
616,859 |
10 |
53.45 |
48.38 |
5.07 |
9.5% |
1.08 |
2.0% |
99% |
True |
False |
571,396 |
20 |
53.45 |
47.01 |
6.44 |
12.1% |
1.04 |
1.9% |
99% |
True |
False |
530,842 |
40 |
55.32 |
47.01 |
8.31 |
15.6% |
1.09 |
2.0% |
77% |
False |
False |
353,525 |
60 |
55.85 |
47.01 |
8.84 |
16.6% |
1.12 |
2.1% |
72% |
False |
False |
261,275 |
80 |
57.50 |
47.01 |
10.49 |
19.6% |
1.14 |
2.1% |
61% |
False |
False |
204,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.64 |
2.618 |
55.41 |
1.618 |
54.66 |
1.000 |
54.20 |
0.618 |
53.91 |
HIGH |
53.45 |
0.618 |
53.16 |
0.500 |
53.08 |
0.382 |
52.99 |
LOW |
52.70 |
0.618 |
52.24 |
1.000 |
51.95 |
1.618 |
51.49 |
2.618 |
50.74 |
4.250 |
49.51 |
|
|
Fisher Pivots for day following 11-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
53.29 |
53.09 |
PP |
53.18 |
52.78 |
S1 |
53.08 |
52.47 |
|