NYMEX Light Sweet Crude Oil Future April 2017
| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
53.17 |
52.79 |
-0.38 |
-0.7% |
54.02 |
| High |
53.80 |
52.92 |
-0.88 |
-1.6% |
54.61 |
| Low |
52.71 |
50.05 |
-2.66 |
-5.0% |
52.54 |
| Close |
53.14 |
50.28 |
-2.86 |
-5.4% |
53.33 |
| Range |
1.09 |
2.87 |
1.78 |
163.3% |
2.07 |
| ATR |
1.05 |
1.20 |
0.15 |
13.8% |
0.00 |
| Volume |
494,677 |
963,392 |
468,715 |
94.8% |
2,554,328 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.69 |
57.86 |
51.86 |
|
| R3 |
56.82 |
54.99 |
51.07 |
|
| R2 |
53.95 |
53.95 |
50.81 |
|
| R1 |
52.12 |
52.12 |
50.54 |
51.60 |
| PP |
51.08 |
51.08 |
51.08 |
50.83 |
| S1 |
49.25 |
49.25 |
50.02 |
48.73 |
| S2 |
48.21 |
48.21 |
49.75 |
|
| S3 |
45.34 |
46.38 |
49.49 |
|
| S4 |
42.47 |
43.51 |
48.70 |
|
|
| 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 |
53.80 |
50.05 |
3.75 |
7.5% |
1.37 |
2.7% |
6% |
False |
True |
607,302 |
| 10 |
54.94 |
50.05 |
4.89 |
9.7% |
1.12 |
2.2% |
5% |
False |
True |
544,122 |
| 20 |
55.03 |
50.05 |
4.98 |
9.9% |
1.07 |
2.1% |
5% |
False |
True |
460,319 |
| 40 |
55.16 |
50.05 |
5.11 |
10.2% |
1.17 |
2.3% |
5% |
False |
True |
294,610 |
| 60 |
56.92 |
50.05 |
6.87 |
13.7% |
1.20 |
2.4% |
3% |
False |
True |
215,107 |
| 80 |
56.92 |
45.18 |
11.74 |
23.3% |
1.34 |
2.7% |
43% |
False |
False |
174,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.12 |
|
2.618 |
60.43 |
|
1.618 |
57.56 |
|
1.000 |
55.79 |
|
0.618 |
54.69 |
|
HIGH |
52.92 |
|
0.618 |
51.82 |
|
0.500 |
51.49 |
|
0.382 |
51.15 |
|
LOW |
50.05 |
|
0.618 |
48.28 |
|
1.000 |
47.18 |
|
1.618 |
45.41 |
|
2.618 |
42.54 |
|
4.250 |
37.85 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.49 |
51.93 |
| PP |
51.08 |
51.38 |
| S1 |
50.68 |
50.83 |
|