NYMEX Light Sweet Crude Oil Future June 2017
| Trading Metrics calculated at close of trading on 27-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
49.36 |
49.22 |
-0.14 |
-0.3% |
53.34 |
| High |
50.20 |
49.43 |
-0.77 |
-1.5% |
53.63 |
| Low |
48.94 |
48.20 |
-0.74 |
-1.5% |
49.20 |
| Close |
49.62 |
48.97 |
-0.65 |
-1.3% |
49.62 |
| Range |
1.26 |
1.23 |
-0.03 |
-2.4% |
4.43 |
| ATR |
1.14 |
1.16 |
0.02 |
1.8% |
0.00 |
| Volume |
655,717 |
771,189 |
115,472 |
17.6% |
2,825,080 |
|
| Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.56 |
51.99 |
49.65 |
|
| R3 |
51.33 |
50.76 |
49.31 |
|
| R2 |
50.10 |
50.10 |
49.20 |
|
| R1 |
49.53 |
49.53 |
49.08 |
49.20 |
| PP |
48.87 |
48.87 |
48.87 |
48.70 |
| S1 |
48.30 |
48.30 |
48.86 |
47.97 |
| S2 |
47.64 |
47.64 |
48.74 |
|
| S3 |
46.41 |
47.07 |
48.63 |
|
| S4 |
45.18 |
45.84 |
48.29 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.11 |
61.29 |
52.06 |
|
| R3 |
59.68 |
56.86 |
50.84 |
|
| R2 |
55.25 |
55.25 |
50.43 |
|
| R1 |
52.43 |
52.43 |
50.03 |
51.63 |
| PP |
50.82 |
50.82 |
50.82 |
50.41 |
| S1 |
48.00 |
48.00 |
49.21 |
47.20 |
| S2 |
46.39 |
46.39 |
48.81 |
|
| S3 |
41.96 |
43.57 |
48.40 |
|
| S4 |
37.53 |
39.14 |
47.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.93 |
48.20 |
2.73 |
5.6% |
1.27 |
2.6% |
28% |
False |
True |
643,903 |
| 10 |
53.80 |
48.20 |
5.60 |
11.4% |
1.18 |
2.4% |
14% |
False |
True |
561,984 |
| 20 |
54.14 |
48.20 |
5.94 |
12.1% |
1.11 |
2.3% |
13% |
False |
True |
397,111 |
| 40 |
54.68 |
47.58 |
7.10 |
14.5% |
1.15 |
2.4% |
20% |
False |
False |
265,000 |
| 60 |
55.88 |
47.58 |
8.30 |
16.9% |
1.09 |
2.2% |
17% |
False |
False |
206,577 |
| 80 |
57.95 |
47.58 |
10.37 |
21.2% |
1.15 |
2.4% |
13% |
False |
False |
172,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.66 |
|
2.618 |
52.65 |
|
1.618 |
51.42 |
|
1.000 |
50.66 |
|
0.618 |
50.19 |
|
HIGH |
49.43 |
|
0.618 |
48.96 |
|
0.500 |
48.82 |
|
0.382 |
48.67 |
|
LOW |
48.20 |
|
0.618 |
47.44 |
|
1.000 |
46.97 |
|
1.618 |
46.21 |
|
2.618 |
44.98 |
|
4.250 |
42.97 |
|
|
| Fisher Pivots for day following 27-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
48.92 |
49.20 |
| PP |
48.87 |
49.12 |
| S1 |
48.82 |
49.05 |
|