NYMEX Light Sweet Crude Oil Future June 2017
Trading Metrics calculated at close of trading on 28-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
48.69 |
48.40 |
-0.29 |
-0.6% |
49.67 |
High |
48.81 |
49.29 |
0.48 |
1.0% |
50.00 |
Low |
47.63 |
48.35 |
0.72 |
1.5% |
47.58 |
Close |
48.30 |
48.90 |
0.60 |
1.2% |
48.51 |
Range |
1.18 |
0.94 |
-0.24 |
-20.3% |
2.42 |
ATR |
1.13 |
1.12 |
-0.01 |
-0.9% |
0.00 |
Volume |
104,492 |
147,134 |
42,642 |
40.8% |
775,687 |
|
Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.67 |
51.22 |
49.42 |
|
R3 |
50.73 |
50.28 |
49.16 |
|
R2 |
49.79 |
49.79 |
49.07 |
|
R1 |
49.34 |
49.34 |
48.99 |
49.57 |
PP |
48.85 |
48.85 |
48.85 |
48.96 |
S1 |
48.40 |
48.40 |
48.81 |
48.63 |
S2 |
47.91 |
47.91 |
48.73 |
|
S3 |
46.97 |
47.46 |
48.64 |
|
S4 |
46.03 |
46.52 |
48.38 |
|
|
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 |
49.29 |
47.58 |
1.71 |
3.5% |
0.97 |
2.0% |
77% |
True |
False |
140,183 |
10 |
50.54 |
47.58 |
2.96 |
6.1% |
0.96 |
2.0% |
45% |
False |
False |
140,233 |
20 |
55.18 |
47.58 |
7.60 |
15.5% |
1.17 |
2.4% |
17% |
False |
False |
129,156 |
40 |
55.88 |
47.58 |
8.30 |
17.0% |
1.08 |
2.2% |
16% |
False |
False |
109,318 |
60 |
57.95 |
47.58 |
10.37 |
21.2% |
1.16 |
2.4% |
13% |
False |
False |
95,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.29 |
2.618 |
51.75 |
1.618 |
50.81 |
1.000 |
50.23 |
0.618 |
49.87 |
HIGH |
49.29 |
0.618 |
48.93 |
0.500 |
48.82 |
0.382 |
48.71 |
LOW |
48.35 |
0.618 |
47.77 |
1.000 |
47.41 |
1.618 |
46.83 |
2.618 |
45.89 |
4.250 |
44.36 |
|
|
Fisher Pivots for day following 28-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
48.87 |
48.75 |
PP |
48.85 |
48.61 |
S1 |
48.82 |
48.46 |
|