NYMEX Light Sweet Crude Oil Future April 2017
| Trading Metrics calculated at close of trading on 07-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
53.19 |
53.17 |
-0.02 |
0.0% |
54.02 |
| High |
53.56 |
53.80 |
0.24 |
0.4% |
54.61 |
| Low |
52.76 |
52.71 |
-0.05 |
-0.1% |
52.54 |
| Close |
53.20 |
53.14 |
-0.06 |
-0.1% |
53.33 |
| Range |
0.80 |
1.09 |
0.29 |
36.3% |
2.07 |
| ATR |
1.05 |
1.05 |
0.00 |
0.3% |
0.00 |
| Volume |
503,692 |
494,677 |
-9,015 |
-1.8% |
2,554,328 |
|
| Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.49 |
55.90 |
53.74 |
|
| R3 |
55.40 |
54.81 |
53.44 |
|
| R2 |
54.31 |
54.31 |
53.34 |
|
| R1 |
53.72 |
53.72 |
53.24 |
53.47 |
| PP |
53.22 |
53.22 |
53.22 |
53.09 |
| S1 |
52.63 |
52.63 |
53.04 |
52.38 |
| S2 |
52.13 |
52.13 |
52.94 |
|
| S3 |
51.04 |
51.54 |
52.84 |
|
| S4 |
49.95 |
50.45 |
52.54 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.70 |
58.59 |
54.47 |
|
| R3 |
57.63 |
56.52 |
53.90 |
|
| R2 |
55.56 |
55.56 |
53.71 |
|
| R1 |
54.45 |
54.45 |
53.52 |
53.97 |
| PP |
53.49 |
53.49 |
53.49 |
53.26 |
| S1 |
52.38 |
52.38 |
53.14 |
51.90 |
| S2 |
51.42 |
51.42 |
52.95 |
|
| S3 |
49.35 |
50.31 |
52.76 |
|
| S4 |
47.28 |
48.24 |
52.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.44 |
52.54 |
1.90 |
3.6% |
0.96 |
1.8% |
32% |
False |
False |
512,881 |
| 10 |
54.94 |
52.54 |
2.40 |
4.5% |
0.96 |
1.8% |
25% |
False |
False |
497,731 |
| 20 |
55.03 |
51.86 |
3.17 |
6.0% |
1.01 |
1.9% |
40% |
False |
False |
424,192 |
| 40 |
55.54 |
51.86 |
3.68 |
6.9% |
1.15 |
2.2% |
35% |
False |
False |
272,536 |
| 60 |
56.92 |
51.86 |
5.06 |
9.5% |
1.17 |
2.2% |
25% |
False |
False |
200,271 |
| 80 |
56.92 |
45.18 |
11.74 |
22.1% |
1.34 |
2.5% |
68% |
False |
False |
162,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.43 |
|
2.618 |
56.65 |
|
1.618 |
55.56 |
|
1.000 |
54.89 |
|
0.618 |
54.47 |
|
HIGH |
53.80 |
|
0.618 |
53.38 |
|
0.500 |
53.26 |
|
0.382 |
53.13 |
|
LOW |
52.71 |
|
0.618 |
52.04 |
|
1.000 |
51.62 |
|
1.618 |
50.95 |
|
2.618 |
49.86 |
|
4.250 |
48.08 |
|
|
| Fisher Pivots for day following 07-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
53.26 |
53.18 |
| PP |
53.22 |
53.16 |
| S1 |
53.18 |
53.15 |
|