NYMEX Light Sweet Crude Oil Future June 2017
| Trading Metrics calculated at close of trading on 06-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2017 |
06-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
51.63 |
51.30 |
-0.33 |
-0.6% |
48.69 |
| High |
52.33 |
52.25 |
-0.08 |
-0.2% |
51.29 |
| Low |
51.20 |
51.23 |
0.03 |
0.1% |
47.63 |
| Close |
51.60 |
52.13 |
0.53 |
1.0% |
51.07 |
| Range |
1.13 |
1.02 |
-0.11 |
-9.7% |
3.66 |
| ATR |
1.11 |
1.10 |
-0.01 |
-0.6% |
0.00 |
| Volume |
212,873 |
166,493 |
-46,380 |
-21.8% |
795,209 |
|
| Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.93 |
54.55 |
52.69 |
|
| R3 |
53.91 |
53.53 |
52.41 |
|
| R2 |
52.89 |
52.89 |
52.32 |
|
| R1 |
52.51 |
52.51 |
52.22 |
52.70 |
| PP |
51.87 |
51.87 |
51.87 |
51.97 |
| S1 |
51.49 |
51.49 |
52.04 |
51.68 |
| S2 |
50.85 |
50.85 |
51.94 |
|
| S3 |
49.83 |
50.47 |
51.85 |
|
| S4 |
48.81 |
49.45 |
51.57 |
|
|
| 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 |
50.33 |
2.00 |
3.8% |
1.04 |
2.0% |
90% |
False |
False |
178,717 |
| 10 |
52.33 |
47.63 |
4.70 |
9.0% |
1.03 |
2.0% |
96% |
False |
False |
165,556 |
| 20 |
52.33 |
47.58 |
4.75 |
9.1% |
1.06 |
2.0% |
96% |
False |
False |
153,537 |
| 40 |
55.52 |
47.58 |
7.94 |
15.2% |
1.07 |
2.0% |
57% |
False |
False |
126,317 |
| 60 |
56.40 |
47.58 |
8.82 |
16.9% |
1.11 |
2.1% |
52% |
False |
False |
109,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.59 |
|
2.618 |
54.92 |
|
1.618 |
53.90 |
|
1.000 |
53.27 |
|
0.618 |
52.88 |
|
HIGH |
52.25 |
|
0.618 |
51.86 |
|
0.500 |
51.74 |
|
0.382 |
51.62 |
|
LOW |
51.23 |
|
0.618 |
50.60 |
|
1.000 |
50.21 |
|
1.618 |
49.58 |
|
2.618 |
48.56 |
|
4.250 |
46.90 |
|
|
| Fisher Pivots for day following 06-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
52.00 |
51.87 |
| PP |
51.87 |
51.60 |
| S1 |
51.74 |
51.34 |
|