NYMEX Light Sweet Crude Oil Future June 2017
| Trading Metrics calculated at close of trading on 05-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
50.68 |
51.63 |
0.95 |
1.9% |
48.69 |
| High |
51.74 |
52.33 |
0.59 |
1.1% |
51.29 |
| Low |
50.35 |
51.20 |
0.85 |
1.7% |
47.63 |
| Close |
51.51 |
51.60 |
0.09 |
0.2% |
51.07 |
| Range |
1.39 |
1.13 |
-0.26 |
-18.7% |
3.66 |
| ATR |
1.11 |
1.11 |
0.00 |
0.1% |
0.00 |
| Volume |
203,119 |
212,873 |
9,754 |
4.8% |
795,209 |
|
| Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.10 |
54.48 |
52.22 |
|
| R3 |
53.97 |
53.35 |
51.91 |
|
| R2 |
52.84 |
52.84 |
51.81 |
|
| R1 |
52.22 |
52.22 |
51.70 |
51.97 |
| PP |
51.71 |
51.71 |
51.71 |
51.58 |
| S1 |
51.09 |
51.09 |
51.50 |
50.84 |
| S2 |
50.58 |
50.58 |
51.39 |
|
| S3 |
49.45 |
49.96 |
51.29 |
|
| S4 |
48.32 |
48.83 |
50.98 |
|
|
| 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 |
52.33 |
49.73 |
2.60 |
5.0% |
1.06 |
2.1% |
72% |
True |
False |
188,179 |
| 10 |
52.33 |
47.63 |
4.70 |
9.1% |
1.01 |
2.0% |
84% |
True |
False |
161,894 |
| 20 |
52.33 |
47.58 |
4.75 |
9.2% |
1.13 |
2.2% |
85% |
True |
False |
154,277 |
| 40 |
55.52 |
47.58 |
7.94 |
15.4% |
1.07 |
2.1% |
51% |
False |
False |
125,446 |
| 60 |
56.40 |
47.58 |
8.82 |
17.1% |
1.12 |
2.2% |
46% |
False |
False |
108,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.13 |
|
2.618 |
55.29 |
|
1.618 |
54.16 |
|
1.000 |
53.46 |
|
0.618 |
53.03 |
|
HIGH |
52.33 |
|
0.618 |
51.90 |
|
0.500 |
51.77 |
|
0.382 |
51.63 |
|
LOW |
51.20 |
|
0.618 |
50.50 |
|
1.000 |
50.07 |
|
1.618 |
49.37 |
|
2.618 |
48.24 |
|
4.250 |
46.40 |
|
|
| Fisher Pivots for day following 05-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.77 |
51.51 |
| PP |
51.71 |
51.43 |
| S1 |
51.66 |
51.34 |
|