NYMEX Light Sweet Crude Oil Future May 2017
| Trading Metrics calculated at close of trading on 12-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
53.13 |
53.40 |
0.27 |
0.5% |
50.69 |
| High |
53.45 |
53.76 |
0.31 |
0.6% |
52.94 |
| Low |
52.70 |
52.71 |
0.01 |
0.0% |
49.88 |
| Close |
53.40 |
53.11 |
-0.29 |
-0.5% |
52.24 |
| Range |
0.75 |
1.05 |
0.30 |
40.0% |
3.06 |
| ATR |
1.11 |
1.11 |
0.00 |
-0.4% |
0.00 |
| Volume |
598,003 |
629,805 |
31,802 |
5.3% |
2,893,632 |
|
| Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.34 |
55.78 |
53.69 |
|
| R3 |
55.29 |
54.73 |
53.40 |
|
| R2 |
54.24 |
54.24 |
53.30 |
|
| R1 |
53.68 |
53.68 |
53.21 |
53.44 |
| PP |
53.19 |
53.19 |
53.19 |
53.07 |
| S1 |
52.63 |
52.63 |
53.01 |
52.39 |
| S2 |
52.14 |
52.14 |
52.92 |
|
| S3 |
51.09 |
51.58 |
52.82 |
|
| S4 |
50.04 |
50.53 |
52.53 |
|
|
| 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 |
53.76 |
50.77 |
2.99 |
5.6% |
1.04 |
2.0% |
78% |
True |
False |
612,540 |
| 10 |
53.76 |
49.27 |
4.49 |
8.5% |
1.06 |
2.0% |
86% |
True |
False |
579,515 |
| 20 |
53.76 |
47.01 |
6.75 |
12.7% |
1.05 |
2.0% |
90% |
True |
False |
542,899 |
| 40 |
55.32 |
47.01 |
8.31 |
15.6% |
1.10 |
2.1% |
73% |
False |
False |
367,582 |
| 60 |
55.45 |
47.01 |
8.44 |
15.9% |
1.11 |
2.1% |
72% |
False |
False |
270,899 |
| 80 |
57.50 |
47.01 |
10.49 |
19.8% |
1.14 |
2.2% |
58% |
False |
False |
212,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.22 |
|
2.618 |
56.51 |
|
1.618 |
55.46 |
|
1.000 |
54.81 |
|
0.618 |
54.41 |
|
HIGH |
53.76 |
|
0.618 |
53.36 |
|
0.500 |
53.24 |
|
0.382 |
53.11 |
|
LOW |
52.71 |
|
0.618 |
52.06 |
|
1.000 |
51.66 |
|
1.618 |
51.01 |
|
2.618 |
49.96 |
|
4.250 |
48.25 |
|
|
| Fisher Pivots for day following 12-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
53.24 |
53.08 |
| PP |
53.19 |
53.05 |
| S1 |
53.15 |
53.03 |
|