NYMEX Light Sweet Crude Oil Future May 2017
| Trading Metrics calculated at close of trading on 20-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2017 |
20-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
52.36 |
50.63 |
-1.73 |
-3.3% |
52.31 |
| High |
52.65 |
50.97 |
-1.68 |
-3.2% |
53.76 |
| Low |
50.09 |
50.18 |
0.09 |
0.2% |
52.29 |
| Close |
50.44 |
50.27 |
-0.17 |
-0.3% |
53.18 |
| Range |
2.56 |
0.79 |
-1.77 |
-69.1% |
1.47 |
| ATR |
1.13 |
1.11 |
-0.02 |
-2.1% |
0.00 |
| Volume |
133,173 |
25,720 |
-107,453 |
-80.7% |
2,274,082 |
|
| Daily Pivots for day following 20-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.84 |
52.35 |
50.70 |
|
| R3 |
52.05 |
51.56 |
50.49 |
|
| R2 |
51.26 |
51.26 |
50.41 |
|
| R1 |
50.77 |
50.77 |
50.34 |
50.62 |
| PP |
50.47 |
50.47 |
50.47 |
50.40 |
| S1 |
49.98 |
49.98 |
50.20 |
49.83 |
| S2 |
49.68 |
49.68 |
50.13 |
|
| S3 |
48.89 |
49.19 |
50.05 |
|
| S4 |
48.10 |
48.40 |
49.84 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.49 |
56.80 |
53.99 |
|
| R3 |
56.02 |
55.33 |
53.58 |
|
| R2 |
54.55 |
54.55 |
53.45 |
|
| R1 |
53.86 |
53.86 |
53.31 |
54.21 |
| PP |
53.08 |
53.08 |
53.08 |
53.25 |
| S1 |
52.39 |
52.39 |
53.05 |
52.74 |
| S2 |
51.61 |
51.61 |
52.91 |
|
| S3 |
50.14 |
50.92 |
52.78 |
|
| S4 |
48.67 |
49.45 |
52.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.39 |
50.09 |
3.30 |
6.6% |
1.07 |
2.1% |
5% |
False |
False |
233,622 |
| 10 |
53.76 |
50.09 |
3.67 |
7.3% |
1.05 |
2.1% |
5% |
False |
False |
423,081 |
| 20 |
53.76 |
47.08 |
6.68 |
13.3% |
1.04 |
2.1% |
48% |
False |
False |
470,066 |
| 40 |
55.25 |
47.01 |
8.24 |
16.4% |
1.11 |
2.2% |
40% |
False |
False |
383,603 |
| 60 |
55.45 |
47.01 |
8.44 |
16.8% |
1.10 |
2.2% |
39% |
False |
False |
285,586 |
| 80 |
57.50 |
47.01 |
10.49 |
20.9% |
1.14 |
2.3% |
31% |
False |
False |
225,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.33 |
|
2.618 |
53.04 |
|
1.618 |
52.25 |
|
1.000 |
51.76 |
|
0.618 |
51.46 |
|
HIGH |
50.97 |
|
0.618 |
50.67 |
|
0.500 |
50.58 |
|
0.382 |
50.48 |
|
LOW |
50.18 |
|
0.618 |
49.69 |
|
1.000 |
49.39 |
|
1.618 |
48.90 |
|
2.618 |
48.11 |
|
4.250 |
46.82 |
|
|
| Fisher Pivots for day following 20-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.58 |
51.47 |
| PP |
50.47 |
51.07 |
| S1 |
50.37 |
50.67 |
|