NYMEX Light Sweet Crude Oil Future April 2017
| Trading Metrics calculated at close of trading on 13-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
49.61 |
48.45 |
-1.16 |
-2.3% |
53.19 |
| High |
50.11 |
48.68 |
-1.43 |
-2.9% |
53.80 |
| Low |
48.31 |
47.90 |
-0.41 |
-0.8% |
48.31 |
| Close |
48.49 |
48.40 |
-0.09 |
-0.2% |
48.49 |
| Range |
1.80 |
0.78 |
-1.02 |
-56.7% |
5.49 |
| ATR |
1.31 |
1.27 |
-0.04 |
-2.9% |
0.00 |
| Volume |
796,960 |
601,362 |
-195,598 |
-24.5% |
3,832,227 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.67 |
50.31 |
48.83 |
|
| R3 |
49.89 |
49.53 |
48.61 |
|
| R2 |
49.11 |
49.11 |
48.54 |
|
| R1 |
48.75 |
48.75 |
48.47 |
48.54 |
| PP |
48.33 |
48.33 |
48.33 |
48.22 |
| S1 |
47.97 |
47.97 |
48.33 |
47.76 |
| S2 |
47.55 |
47.55 |
48.26 |
|
| S3 |
46.77 |
47.19 |
48.19 |
|
| S4 |
45.99 |
46.41 |
47.97 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.67 |
63.07 |
51.51 |
|
| R3 |
61.18 |
57.58 |
50.00 |
|
| R2 |
55.69 |
55.69 |
49.50 |
|
| R1 |
52.09 |
52.09 |
48.99 |
51.15 |
| PP |
50.20 |
50.20 |
50.20 |
49.73 |
| S1 |
46.60 |
46.60 |
47.99 |
45.66 |
| S2 |
44.71 |
44.71 |
47.48 |
|
| S3 |
39.22 |
41.11 |
46.98 |
|
| S4 |
33.73 |
35.62 |
45.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.80 |
47.90 |
5.90 |
12.2% |
1.76 |
3.6% |
8% |
False |
True |
785,979 |
| 10 |
54.44 |
47.90 |
6.54 |
13.5% |
1.36 |
2.8% |
8% |
False |
True |
659,353 |
| 20 |
55.03 |
47.90 |
7.13 |
14.7% |
1.15 |
2.4% |
7% |
False |
True |
536,064 |
| 40 |
55.16 |
47.90 |
7.26 |
15.0% |
1.17 |
2.4% |
7% |
False |
True |
348,846 |
| 60 |
56.92 |
47.90 |
9.02 |
18.6% |
1.22 |
2.5% |
6% |
False |
True |
252,351 |
| 80 |
56.92 |
46.29 |
10.63 |
22.0% |
1.35 |
2.8% |
20% |
False |
False |
203,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.00 |
|
2.618 |
50.72 |
|
1.618 |
49.94 |
|
1.000 |
49.46 |
|
0.618 |
49.16 |
|
HIGH |
48.68 |
|
0.618 |
48.38 |
|
0.500 |
48.29 |
|
0.382 |
48.20 |
|
LOW |
47.90 |
|
0.618 |
47.42 |
|
1.000 |
47.12 |
|
1.618 |
46.64 |
|
2.618 |
45.86 |
|
4.250 |
44.59 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
48.36 |
49.37 |
| PP |
48.33 |
49.05 |
| S1 |
48.29 |
48.72 |
|