NYMEX Light Sweet Crude Oil Future June 2017
Trading Metrics calculated at close of trading on 31-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
50.05 |
50.72 |
0.67 |
1.3% |
48.69 |
High |
50.89 |
51.29 |
0.40 |
0.8% |
51.29 |
Low |
49.73 |
50.33 |
0.60 |
1.2% |
47.63 |
Close |
50.78 |
51.07 |
0.29 |
0.6% |
51.07 |
Range |
1.16 |
0.96 |
-0.20 |
-17.2% |
3.66 |
ATR |
1.13 |
1.12 |
-0.01 |
-1.1% |
0.00 |
Volume |
213,803 |
161,672 |
-52,131 |
-24.4% |
795,209 |
|
Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.78 |
53.38 |
51.60 |
|
R3 |
52.82 |
52.42 |
51.33 |
|
R2 |
51.86 |
51.86 |
51.25 |
|
R1 |
51.46 |
51.46 |
51.16 |
51.66 |
PP |
50.90 |
50.90 |
50.90 |
51.00 |
S1 |
50.50 |
50.50 |
50.98 |
50.70 |
S2 |
49.94 |
49.94 |
50.89 |
|
S3 |
48.98 |
49.54 |
50.81 |
|
S4 |
48.02 |
48.58 |
50.54 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.98 |
59.68 |
53.08 |
|
R3 |
57.32 |
56.02 |
52.08 |
|
R2 |
53.66 |
53.66 |
51.74 |
|
R1 |
52.36 |
52.36 |
51.41 |
53.01 |
PP |
50.00 |
50.00 |
50.00 |
50.32 |
S1 |
48.70 |
48.70 |
50.73 |
49.35 |
S2 |
46.34 |
46.34 |
50.40 |
|
S3 |
42.68 |
45.04 |
50.06 |
|
S4 |
39.02 |
41.38 |
49.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.29 |
47.63 |
3.66 |
7.2% |
1.09 |
2.1% |
94% |
True |
False |
159,041 |
10 |
51.29 |
47.58 |
3.71 |
7.3% |
1.05 |
2.1% |
94% |
True |
False |
157,089 |
20 |
54.68 |
47.58 |
7.10 |
13.9% |
1.20 |
2.3% |
49% |
False |
False |
142,988 |
40 |
55.73 |
47.58 |
8.15 |
16.0% |
1.08 |
2.1% |
43% |
False |
False |
116,540 |
60 |
57.13 |
47.58 |
9.55 |
18.7% |
1.14 |
2.2% |
37% |
False |
False |
101,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.37 |
2.618 |
53.80 |
1.618 |
52.84 |
1.000 |
52.25 |
0.618 |
51.88 |
HIGH |
51.29 |
0.618 |
50.92 |
0.500 |
50.81 |
0.382 |
50.70 |
LOW |
50.33 |
0.618 |
49.74 |
1.000 |
49.37 |
1.618 |
48.78 |
2.618 |
47.82 |
4.250 |
46.25 |
|
|
Fisher Pivots for day following 31-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
50.98 |
50.75 |
PP |
50.90 |
50.42 |
S1 |
50.81 |
50.10 |
|