NYMEX Light Sweet Crude Oil Future June 2017
| Trading Metrics calculated at close of trading on 02-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2017 |
02-May-2017 |
Change |
Change % |
Previous Week |
| Open |
49.17 |
48.78 |
-0.39 |
-0.8% |
49.68 |
| High |
49.32 |
49.28 |
-0.04 |
-0.1% |
50.22 |
| Low |
48.59 |
47.35 |
-1.24 |
-2.6% |
48.20 |
| Close |
48.84 |
47.66 |
-1.18 |
-2.4% |
49.33 |
| Range |
0.73 |
1.93 |
1.20 |
164.4% |
2.02 |
| ATR |
1.11 |
1.17 |
0.06 |
5.2% |
0.00 |
| Volume |
364,386 |
702,375 |
337,989 |
92.8% |
3,166,035 |
|
| Daily Pivots for day following 02-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.89 |
52.70 |
48.72 |
|
| R3 |
51.96 |
50.77 |
48.19 |
|
| R2 |
50.03 |
50.03 |
48.01 |
|
| R1 |
48.84 |
48.84 |
47.84 |
48.47 |
| PP |
48.10 |
48.10 |
48.10 |
47.91 |
| S1 |
46.91 |
46.91 |
47.48 |
46.54 |
| S2 |
46.17 |
46.17 |
47.31 |
|
| S3 |
44.24 |
44.98 |
47.13 |
|
| S4 |
42.31 |
43.05 |
46.60 |
|
|
| 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 |
47.35 |
2.85 |
6.0% |
1.22 |
2.6% |
11% |
False |
True |
625,531 |
| 10 |
53.08 |
47.35 |
5.73 |
12.0% |
1.34 |
2.8% |
5% |
False |
True |
635,872 |
| 20 |
54.14 |
47.35 |
6.79 |
14.2% |
1.15 |
2.4% |
5% |
False |
True |
455,903 |
| 40 |
54.68 |
47.35 |
7.33 |
15.4% |
1.17 |
2.5% |
4% |
False |
True |
301,067 |
| 60 |
55.71 |
47.35 |
8.36 |
17.5% |
1.10 |
2.3% |
4% |
False |
True |
231,244 |
| 80 |
57.13 |
47.35 |
9.78 |
20.5% |
1.13 |
2.4% |
3% |
False |
True |
191,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.48 |
|
2.618 |
54.33 |
|
1.618 |
52.40 |
|
1.000 |
51.21 |
|
0.618 |
50.47 |
|
HIGH |
49.28 |
|
0.618 |
48.54 |
|
0.500 |
48.32 |
|
0.382 |
48.09 |
|
LOW |
47.35 |
|
0.618 |
46.16 |
|
1.000 |
45.42 |
|
1.618 |
44.23 |
|
2.618 |
42.30 |
|
4.250 |
39.15 |
|
|
| Fisher Pivots for day following 02-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
48.32 |
48.56 |
| PP |
48.10 |
48.26 |
| S1 |
47.88 |
47.96 |
|