NYMEX Light Sweet Crude Oil Future June 2017
Trading Metrics calculated at close of trading on 29-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
48.40 |
48.99 |
0.59 |
1.2% |
49.67 |
High |
49.29 |
50.10 |
0.81 |
1.6% |
50.00 |
Low |
48.35 |
48.91 |
0.56 |
1.2% |
47.58 |
Close |
48.90 |
50.00 |
1.10 |
2.2% |
48.51 |
Range |
0.94 |
1.19 |
0.25 |
26.6% |
2.42 |
ATR |
1.12 |
1.13 |
0.01 |
0.5% |
0.00 |
Volume |
147,134 |
168,108 |
20,974 |
14.3% |
775,687 |
|
Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.24 |
52.81 |
50.65 |
|
R3 |
52.05 |
51.62 |
50.33 |
|
R2 |
50.86 |
50.86 |
50.22 |
|
R1 |
50.43 |
50.43 |
50.11 |
50.65 |
PP |
49.67 |
49.67 |
49.67 |
49.78 |
S1 |
49.24 |
49.24 |
49.89 |
49.46 |
S2 |
48.48 |
48.48 |
49.78 |
|
S3 |
47.29 |
48.05 |
49.67 |
|
S4 |
46.10 |
46.86 |
49.35 |
|
|
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 |
50.10 |
47.63 |
2.47 |
4.9% |
0.96 |
1.9% |
96% |
True |
False |
135,609 |
10 |
50.54 |
47.58 |
2.96 |
5.9% |
1.00 |
2.0% |
82% |
False |
False |
140,480 |
20 |
54.68 |
47.58 |
7.10 |
14.2% |
1.20 |
2.4% |
34% |
False |
False |
132,889 |
40 |
55.88 |
47.58 |
8.30 |
16.6% |
1.08 |
2.2% |
29% |
False |
False |
111,310 |
60 |
57.95 |
47.58 |
10.37 |
20.7% |
1.17 |
2.3% |
23% |
False |
False |
97,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.16 |
2.618 |
53.22 |
1.618 |
52.03 |
1.000 |
51.29 |
0.618 |
50.84 |
HIGH |
50.10 |
0.618 |
49.65 |
0.500 |
49.51 |
0.382 |
49.36 |
LOW |
48.91 |
0.618 |
48.17 |
1.000 |
47.72 |
1.618 |
46.98 |
2.618 |
45.79 |
4.250 |
43.85 |
|
|
Fisher Pivots for day following 29-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
49.84 |
49.62 |
PP |
49.67 |
49.24 |
S1 |
49.51 |
48.87 |
|