NYMEX Light Sweet Crude Oil Future March 2017
| Trading Metrics calculated at close of trading on 21-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
53.47 |
53.48 |
0.01 |
0.0% |
53.80 |
| High |
53.52 |
54.68 |
1.16 |
2.2% |
53.95 |
| Low |
52.88 |
53.35 |
0.47 |
0.9% |
52.68 |
| Close |
53.40 |
54.06 |
0.66 |
1.2% |
53.40 |
| Range |
0.64 |
1.33 |
0.69 |
107.8% |
1.27 |
| ATR |
1.15 |
1.16 |
0.01 |
1.1% |
0.00 |
| Volume |
195,352 |
37,899 |
-157,453 |
-80.6% |
2,081,409 |
|
| Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.02 |
57.37 |
54.79 |
|
| R3 |
56.69 |
56.04 |
54.43 |
|
| R2 |
55.36 |
55.36 |
54.30 |
|
| R1 |
54.71 |
54.71 |
54.18 |
55.04 |
| PP |
54.03 |
54.03 |
54.03 |
54.19 |
| S1 |
53.38 |
53.38 |
53.94 |
53.71 |
| S2 |
52.70 |
52.70 |
53.82 |
|
| S3 |
51.37 |
52.05 |
53.69 |
|
| S4 |
50.04 |
50.72 |
53.33 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.15 |
56.55 |
54.10 |
|
| R3 |
55.88 |
55.28 |
53.75 |
|
| R2 |
54.61 |
54.61 |
53.63 |
|
| R1 |
54.01 |
54.01 |
53.52 |
53.68 |
| PP |
53.34 |
53.34 |
53.34 |
53.18 |
| S1 |
52.74 |
52.74 |
53.28 |
52.41 |
| S2 |
52.07 |
52.07 |
53.17 |
|
| S3 |
50.80 |
51.47 |
53.05 |
|
| S4 |
49.53 |
50.20 |
52.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.68 |
52.68 |
2.00 |
3.7% |
0.90 |
1.7% |
69% |
True |
False |
306,654 |
| 10 |
54.68 |
51.22 |
3.46 |
6.4% |
1.08 |
2.0% |
82% |
True |
False |
471,738 |
| 20 |
54.68 |
51.22 |
3.46 |
6.4% |
1.10 |
2.0% |
82% |
True |
False |
495,472 |
| 40 |
56.18 |
51.22 |
4.96 |
9.2% |
1.23 |
2.3% |
57% |
False |
False |
381,714 |
| 60 |
56.24 |
46.62 |
9.62 |
17.8% |
1.38 |
2.6% |
77% |
False |
False |
298,911 |
| 80 |
56.24 |
44.49 |
11.75 |
21.7% |
1.41 |
2.6% |
81% |
False |
False |
241,212 |
| 100 |
56.24 |
44.49 |
11.75 |
21.7% |
1.39 |
2.6% |
81% |
False |
False |
201,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.33 |
|
2.618 |
58.16 |
|
1.618 |
56.83 |
|
1.000 |
56.01 |
|
0.618 |
55.50 |
|
HIGH |
54.68 |
|
0.618 |
54.17 |
|
0.500 |
54.02 |
|
0.382 |
53.86 |
|
LOW |
53.35 |
|
0.618 |
52.53 |
|
1.000 |
52.02 |
|
1.618 |
51.20 |
|
2.618 |
49.87 |
|
4.250 |
47.70 |
|
|
| Fisher Pivots for day following 21-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
54.05 |
53.93 |
| PP |
54.03 |
53.81 |
| S1 |
54.02 |
53.68 |
|