NYMEX Light Sweet Crude Oil Future April 2017
| Trading Metrics calculated at close of trading on 14-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
48.45 |
48.45 |
0.00 |
0.0% |
53.19 |
| High |
48.68 |
48.79 |
0.11 |
0.2% |
53.80 |
| Low |
47.90 |
47.09 |
-0.81 |
-1.7% |
48.31 |
| Close |
48.40 |
47.72 |
-0.68 |
-1.4% |
48.49 |
| Range |
0.78 |
1.70 |
0.92 |
117.9% |
5.49 |
| ATR |
1.27 |
1.30 |
0.03 |
2.4% |
0.00 |
| Volume |
601,362 |
857,711 |
256,349 |
42.6% |
3,832,227 |
|
| Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.97 |
52.04 |
48.66 |
|
| R3 |
51.27 |
50.34 |
48.19 |
|
| R2 |
49.57 |
49.57 |
48.03 |
|
| R1 |
48.64 |
48.64 |
47.88 |
48.26 |
| PP |
47.87 |
47.87 |
47.87 |
47.67 |
| S1 |
46.94 |
46.94 |
47.56 |
46.56 |
| S2 |
46.17 |
46.17 |
47.41 |
|
| S3 |
44.47 |
45.24 |
47.25 |
|
| S4 |
42.77 |
43.54 |
46.79 |
|
|
| 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 |
52.92 |
47.09 |
5.83 |
12.2% |
1.88 |
3.9% |
11% |
False |
True |
858,586 |
| 10 |
54.44 |
47.09 |
7.35 |
15.4% |
1.42 |
3.0% |
9% |
False |
True |
685,733 |
| 20 |
55.03 |
47.09 |
7.94 |
16.6% |
1.17 |
2.5% |
8% |
False |
True |
565,624 |
| 40 |
55.16 |
47.09 |
8.07 |
16.9% |
1.19 |
2.5% |
8% |
False |
True |
368,634 |
| 60 |
56.92 |
47.09 |
9.83 |
20.6% |
1.22 |
2.5% |
6% |
False |
True |
265,481 |
| 80 |
56.92 |
47.09 |
9.83 |
20.6% |
1.34 |
2.8% |
6% |
False |
True |
214,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.02 |
|
2.618 |
53.24 |
|
1.618 |
51.54 |
|
1.000 |
50.49 |
|
0.618 |
49.84 |
|
HIGH |
48.79 |
|
0.618 |
48.14 |
|
0.500 |
47.94 |
|
0.382 |
47.74 |
|
LOW |
47.09 |
|
0.618 |
46.04 |
|
1.000 |
45.39 |
|
1.618 |
44.34 |
|
2.618 |
42.64 |
|
4.250 |
39.87 |
|
|
| Fisher Pivots for day following 14-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
47.94 |
48.60 |
| PP |
47.87 |
48.31 |
| S1 |
47.79 |
48.01 |
|