NYMEX Light Sweet Crude Oil Future April 2017
| Trading Metrics calculated at close of trading on 24-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2017 |
24-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
53.91 |
54.33 |
0.42 |
0.8% |
53.90 |
| High |
54.94 |
54.51 |
-0.43 |
-0.8% |
55.03 |
| Low |
53.87 |
53.76 |
-0.11 |
-0.2% |
53.35 |
| Close |
54.45 |
53.99 |
-0.46 |
-0.8% |
53.99 |
| Range |
1.07 |
0.75 |
-0.32 |
-29.9% |
1.68 |
| ATR |
1.16 |
1.13 |
-0.03 |
-2.5% |
0.00 |
| Volume |
529,880 |
395,258 |
-134,622 |
-25.4% |
2,089,928 |
|
| Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.34 |
55.91 |
54.40 |
|
| R3 |
55.59 |
55.16 |
54.20 |
|
| R2 |
54.84 |
54.84 |
54.13 |
|
| R1 |
54.41 |
54.41 |
54.06 |
54.25 |
| PP |
54.09 |
54.09 |
54.09 |
54.01 |
| S1 |
53.66 |
53.66 |
53.92 |
53.50 |
| S2 |
53.34 |
53.34 |
53.85 |
|
| S3 |
52.59 |
52.91 |
53.78 |
|
| S4 |
51.84 |
52.16 |
53.58 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.16 |
58.26 |
54.91 |
|
| R3 |
57.48 |
56.58 |
54.45 |
|
| R2 |
55.80 |
55.80 |
54.30 |
|
| R1 |
54.90 |
54.90 |
54.14 |
55.35 |
| PP |
54.12 |
54.12 |
54.12 |
54.35 |
| S1 |
53.22 |
53.22 |
53.84 |
53.67 |
| S2 |
52.44 |
52.44 |
53.68 |
|
| S3 |
50.76 |
51.54 |
53.53 |
|
| S4 |
49.08 |
49.86 |
53.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.03 |
53.29 |
1.74 |
3.2% |
1.00 |
1.9% |
40% |
False |
False |
500,382 |
| 10 |
55.03 |
53.12 |
1.91 |
3.5% |
0.99 |
1.8% |
46% |
False |
False |
402,567 |
| 20 |
55.03 |
51.86 |
3.17 |
5.9% |
1.08 |
2.0% |
67% |
False |
False |
295,537 |
| 40 |
56.92 |
51.86 |
5.06 |
9.4% |
1.20 |
2.2% |
42% |
False |
False |
193,945 |
| 60 |
56.92 |
47.34 |
9.58 |
17.7% |
1.31 |
2.4% |
69% |
False |
False |
149,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.70 |
|
2.618 |
56.47 |
|
1.618 |
55.72 |
|
1.000 |
55.26 |
|
0.618 |
54.97 |
|
HIGH |
54.51 |
|
0.618 |
54.22 |
|
0.500 |
54.14 |
|
0.382 |
54.05 |
|
LOW |
53.76 |
|
0.618 |
53.30 |
|
1.000 |
53.01 |
|
1.618 |
52.55 |
|
2.618 |
51.80 |
|
4.250 |
50.57 |
|
|
| Fisher Pivots for day following 24-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
54.14 |
54.15 |
| PP |
54.09 |
54.09 |
| S1 |
54.04 |
54.04 |
|