NYMEX Light Sweet Crude Oil Future June 2017
Trading Metrics calculated at close of trading on 27-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
48.21 |
48.69 |
0.48 |
1.0% |
49.67 |
High |
48.74 |
48.81 |
0.07 |
0.1% |
50.00 |
Low |
48.09 |
47.63 |
-0.46 |
-1.0% |
47.58 |
Close |
48.51 |
48.30 |
-0.21 |
-0.4% |
48.51 |
Range |
0.65 |
1.18 |
0.53 |
81.5% |
2.42 |
ATR |
1.13 |
1.13 |
0.00 |
0.3% |
0.00 |
Volume |
128,442 |
104,492 |
-23,950 |
-18.6% |
775,687 |
|
Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.79 |
51.22 |
48.95 |
|
R3 |
50.61 |
50.04 |
48.62 |
|
R2 |
49.43 |
49.43 |
48.52 |
|
R1 |
48.86 |
48.86 |
48.41 |
48.56 |
PP |
48.25 |
48.25 |
48.25 |
48.09 |
S1 |
47.68 |
47.68 |
48.19 |
47.38 |
S2 |
47.07 |
47.07 |
48.08 |
|
S3 |
45.89 |
46.50 |
47.98 |
|
S4 |
44.71 |
45.32 |
47.65 |
|
|
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% |
1.07 |
2.2% |
30% |
False |
False |
147,662 |
10 |
50.54 |
47.58 |
2.96 |
6.1% |
1.02 |
2.1% |
24% |
False |
False |
142,262 |
20 |
55.18 |
47.58 |
7.60 |
15.7% |
1.18 |
2.4% |
9% |
False |
False |
127,856 |
40 |
55.88 |
47.58 |
8.30 |
17.2% |
1.08 |
2.2% |
9% |
False |
False |
107,348 |
60 |
57.95 |
47.58 |
10.37 |
21.5% |
1.15 |
2.4% |
7% |
False |
False |
93,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.83 |
2.618 |
51.90 |
1.618 |
50.72 |
1.000 |
49.99 |
0.618 |
49.54 |
HIGH |
48.81 |
0.618 |
48.36 |
0.500 |
48.22 |
0.382 |
48.08 |
LOW |
47.63 |
0.618 |
46.90 |
1.000 |
46.45 |
1.618 |
45.72 |
2.618 |
44.54 |
4.250 |
42.62 |
|
|
Fisher Pivots for day following 27-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
48.27 |
48.32 |
PP |
48.25 |
48.31 |
S1 |
48.22 |
48.31 |
|