NYMEX Light Sweet Crude Oil Future June 2017
Trading Metrics calculated at close of trading on 30-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
48.99 |
50.05 |
1.06 |
2.2% |
49.67 |
High |
50.10 |
50.89 |
0.79 |
1.6% |
50.00 |
Low |
48.91 |
49.73 |
0.82 |
1.7% |
47.58 |
Close |
50.00 |
50.78 |
0.78 |
1.6% |
48.51 |
Range |
1.19 |
1.16 |
-0.03 |
-2.5% |
2.42 |
ATR |
1.13 |
1.13 |
0.00 |
0.2% |
0.00 |
Volume |
168,108 |
213,803 |
45,695 |
27.2% |
775,687 |
|
Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.95 |
53.52 |
51.42 |
|
R3 |
52.79 |
52.36 |
51.10 |
|
R2 |
51.63 |
51.63 |
50.99 |
|
R1 |
51.20 |
51.20 |
50.89 |
51.42 |
PP |
50.47 |
50.47 |
50.47 |
50.57 |
S1 |
50.04 |
50.04 |
50.67 |
50.26 |
S2 |
49.31 |
49.31 |
50.57 |
|
S3 |
48.15 |
48.88 |
50.46 |
|
S4 |
46.99 |
47.72 |
50.14 |
|
|
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 |
50.89 |
47.63 |
3.26 |
6.4% |
1.02 |
2.0% |
97% |
True |
False |
152,395 |
10 |
50.89 |
47.58 |
3.31 |
6.5% |
1.01 |
2.0% |
97% |
True |
False |
150,083 |
20 |
54.68 |
47.58 |
7.10 |
14.0% |
1.19 |
2.3% |
45% |
False |
False |
138,146 |
40 |
55.88 |
47.58 |
8.30 |
16.3% |
1.08 |
2.1% |
39% |
False |
False |
114,306 |
60 |
57.13 |
47.58 |
9.55 |
18.8% |
1.14 |
2.2% |
34% |
False |
False |
99,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.82 |
2.618 |
53.93 |
1.618 |
52.77 |
1.000 |
52.05 |
0.618 |
51.61 |
HIGH |
50.89 |
0.618 |
50.45 |
0.500 |
50.31 |
0.382 |
50.17 |
LOW |
49.73 |
0.618 |
49.01 |
1.000 |
48.57 |
1.618 |
47.85 |
2.618 |
46.69 |
4.250 |
44.80 |
|
|
Fisher Pivots for day following 30-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
50.62 |
50.39 |
PP |
50.47 |
50.01 |
S1 |
50.31 |
49.62 |
|