NYMEX Light Sweet Crude Oil Future June 2017
Trading Metrics calculated at close of trading on 24-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
48.65 |
48.21 |
-0.44 |
-0.9% |
49.67 |
High |
49.00 |
48.74 |
-0.26 |
-0.5% |
50.00 |
Low |
48.16 |
48.09 |
-0.07 |
-0.1% |
47.58 |
Close |
48.26 |
48.51 |
0.25 |
0.5% |
48.51 |
Range |
0.84 |
0.65 |
-0.19 |
-22.6% |
2.42 |
ATR |
1.17 |
1.13 |
-0.04 |
-3.2% |
0.00 |
Volume |
129,872 |
128,442 |
-1,430 |
-1.1% |
775,687 |
|
Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.40 |
50.10 |
48.87 |
|
R3 |
49.75 |
49.45 |
48.69 |
|
R2 |
49.10 |
49.10 |
48.63 |
|
R1 |
48.80 |
48.80 |
48.57 |
48.95 |
PP |
48.45 |
48.45 |
48.45 |
48.52 |
S1 |
48.15 |
48.15 |
48.45 |
48.30 |
S2 |
47.80 |
47.80 |
48.39 |
|
S3 |
47.15 |
47.50 |
48.33 |
|
S4 |
46.50 |
46.85 |
48.15 |
|
|
Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.96 |
54.65 |
49.84 |
|
R3 |
53.54 |
52.23 |
49.18 |
|
R2 |
51.12 |
51.12 |
48.95 |
|
R1 |
49.81 |
49.81 |
48.73 |
49.26 |
PP |
48.70 |
48.70 |
48.70 |
48.42 |
S1 |
47.39 |
47.39 |
48.29 |
46.84 |
S2 |
46.28 |
46.28 |
48.07 |
|
S3 |
43.86 |
44.97 |
47.84 |
|
S4 |
41.44 |
42.55 |
47.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.00 |
47.58 |
2.42 |
5.0% |
1.01 |
2.1% |
38% |
False |
False |
155,137 |
10 |
50.54 |
47.58 |
2.96 |
6.1% |
0.99 |
2.0% |
31% |
False |
False |
142,393 |
20 |
55.18 |
47.58 |
7.60 |
15.7% |
1.15 |
2.4% |
12% |
False |
False |
126,966 |
40 |
55.88 |
47.58 |
8.30 |
17.1% |
1.09 |
2.2% |
11% |
False |
False |
106,333 |
60 |
57.95 |
47.58 |
10.37 |
21.4% |
1.15 |
2.4% |
9% |
False |
False |
92,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.50 |
2.618 |
50.44 |
1.618 |
49.79 |
1.000 |
49.39 |
0.618 |
49.14 |
HIGH |
48.74 |
0.618 |
48.49 |
0.500 |
48.42 |
0.382 |
48.34 |
LOW |
48.09 |
0.618 |
47.69 |
1.000 |
47.44 |
1.618 |
47.04 |
2.618 |
46.39 |
4.250 |
45.33 |
|
|
Fisher Pivots for day following 24-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
48.48 |
48.44 |
PP |
48.45 |
48.36 |
S1 |
48.42 |
48.29 |
|