NYMEX Light Sweet Crude Oil Future June 2017
| Trading Metrics calculated at close of trading on 01-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2017 |
01-May-2017 |
Change |
Change % |
Previous Week |
| Open |
49.27 |
49.17 |
-0.10 |
-0.2% |
49.68 |
| High |
49.76 |
49.32 |
-0.44 |
-0.9% |
50.22 |
| Low |
48.80 |
48.59 |
-0.21 |
-0.4% |
48.20 |
| Close |
49.33 |
48.84 |
-0.49 |
-1.0% |
49.33 |
| Range |
0.96 |
0.73 |
-0.23 |
-24.0% |
2.02 |
| ATR |
1.14 |
1.11 |
-0.03 |
-2.5% |
0.00 |
| Volume |
633,992 |
364,386 |
-269,606 |
-42.5% |
3,166,035 |
|
| Daily Pivots for day following 01-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.11 |
50.70 |
49.24 |
|
| R3 |
50.38 |
49.97 |
49.04 |
|
| R2 |
49.65 |
49.65 |
48.97 |
|
| R1 |
49.24 |
49.24 |
48.91 |
49.08 |
| PP |
48.92 |
48.92 |
48.92 |
48.84 |
| S1 |
48.51 |
48.51 |
48.77 |
48.35 |
| S2 |
48.19 |
48.19 |
48.71 |
|
| S3 |
47.46 |
47.78 |
48.64 |
|
| S4 |
46.73 |
47.05 |
48.44 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.31 |
54.34 |
50.44 |
|
| R3 |
53.29 |
52.32 |
49.89 |
|
| R2 |
51.27 |
51.27 |
49.70 |
|
| R1 |
50.30 |
50.30 |
49.52 |
49.78 |
| PP |
49.25 |
49.25 |
49.25 |
48.99 |
| S1 |
48.28 |
48.28 |
49.14 |
47.76 |
| S2 |
47.23 |
47.23 |
48.96 |
|
| S3 |
45.21 |
46.26 |
48.77 |
|
| S4 |
43.19 |
44.24 |
48.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.20 |
48.20 |
2.00 |
4.1% |
1.03 |
2.1% |
32% |
False |
False |
602,504 |
| 10 |
53.30 |
48.20 |
5.10 |
10.4% |
1.23 |
2.5% |
13% |
False |
False |
612,815 |
| 20 |
54.14 |
48.20 |
5.94 |
12.2% |
1.09 |
2.2% |
11% |
False |
False |
428,256 |
| 40 |
54.68 |
47.58 |
7.10 |
14.5% |
1.14 |
2.3% |
18% |
False |
False |
285,622 |
| 60 |
55.73 |
47.58 |
8.15 |
16.7% |
1.08 |
2.2% |
15% |
False |
False |
220,445 |
| 80 |
57.13 |
47.58 |
9.55 |
19.6% |
1.12 |
2.3% |
13% |
False |
False |
183,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.42 |
|
2.618 |
51.23 |
|
1.618 |
50.50 |
|
1.000 |
50.05 |
|
0.618 |
49.77 |
|
HIGH |
49.32 |
|
0.618 |
49.04 |
|
0.500 |
48.96 |
|
0.382 |
48.87 |
|
LOW |
48.59 |
|
0.618 |
48.14 |
|
1.000 |
47.86 |
|
1.618 |
47.41 |
|
2.618 |
46.68 |
|
4.250 |
45.49 |
|
|
| Fisher Pivots for day following 01-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
48.96 |
48.98 |
| PP |
48.92 |
48.93 |
| S1 |
48.88 |
48.89 |
|