NYMEX Light Sweet Crude Oil Future April 2017
| Trading Metrics calculated at close of trading on 16-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
48.76 |
49.01 |
0.25 |
0.5% |
53.19 |
| High |
49.04 |
49.62 |
0.58 |
1.2% |
53.80 |
| Low |
48.16 |
48.45 |
0.29 |
0.6% |
48.31 |
| Close |
48.86 |
48.75 |
-0.11 |
-0.2% |
48.49 |
| Range |
0.88 |
1.17 |
0.29 |
33.0% |
5.49 |
| ATR |
1.31 |
1.30 |
-0.01 |
-0.7% |
0.00 |
| Volume |
655,788 |
516,853 |
-138,935 |
-21.2% |
3,832,227 |
|
| Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.45 |
51.77 |
49.39 |
|
| R3 |
51.28 |
50.60 |
49.07 |
|
| R2 |
50.11 |
50.11 |
48.96 |
|
| R1 |
49.43 |
49.43 |
48.86 |
49.19 |
| PP |
48.94 |
48.94 |
48.94 |
48.82 |
| S1 |
48.26 |
48.26 |
48.64 |
48.02 |
| S2 |
47.77 |
47.77 |
48.54 |
|
| S3 |
46.60 |
47.09 |
48.43 |
|
| S4 |
45.43 |
45.92 |
48.11 |
|
|
| 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 |
50.11 |
47.09 |
3.02 |
6.2% |
1.27 |
2.6% |
55% |
False |
False |
685,734 |
| 10 |
53.80 |
47.09 |
6.71 |
13.8% |
1.42 |
2.9% |
25% |
False |
False |
690,030 |
| 20 |
55.03 |
47.09 |
7.94 |
16.3% |
1.20 |
2.5% |
21% |
False |
False |
598,670 |
| 40 |
55.03 |
47.09 |
7.94 |
16.3% |
1.15 |
2.4% |
21% |
False |
False |
392,753 |
| 60 |
56.92 |
47.09 |
9.83 |
20.2% |
1.21 |
2.5% |
17% |
False |
False |
283,433 |
| 80 |
56.92 |
47.09 |
9.83 |
20.2% |
1.34 |
2.7% |
17% |
False |
False |
228,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.59 |
|
2.618 |
52.68 |
|
1.618 |
51.51 |
|
1.000 |
50.79 |
|
0.618 |
50.34 |
|
HIGH |
49.62 |
|
0.618 |
49.17 |
|
0.500 |
49.04 |
|
0.382 |
48.90 |
|
LOW |
48.45 |
|
0.618 |
47.73 |
|
1.000 |
47.28 |
|
1.618 |
46.56 |
|
2.618 |
45.39 |
|
4.250 |
43.48 |
|
|
| Fisher Pivots for day following 16-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.04 |
48.62 |
| PP |
48.94 |
48.49 |
| S1 |
48.85 |
48.36 |
|