NYMEX Light Sweet Crude Oil Future April 2017
| Trading Metrics calculated at close of trading on 17-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
49.01 |
48.79 |
-0.22 |
-0.4% |
48.45 |
| High |
49.62 |
49.20 |
-0.42 |
-0.8% |
49.62 |
| Low |
48.45 |
48.60 |
0.15 |
0.3% |
47.09 |
| Close |
48.75 |
48.78 |
0.03 |
0.1% |
48.78 |
| Range |
1.17 |
0.60 |
-0.57 |
-48.7% |
2.53 |
| ATR |
1.30 |
1.25 |
-0.05 |
-3.8% |
0.00 |
| Volume |
516,853 |
172,340 |
-344,513 |
-66.7% |
2,804,054 |
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.66 |
50.32 |
49.11 |
|
| R3 |
50.06 |
49.72 |
48.95 |
|
| R2 |
49.46 |
49.46 |
48.89 |
|
| R1 |
49.12 |
49.12 |
48.84 |
48.99 |
| PP |
48.86 |
48.86 |
48.86 |
48.80 |
| S1 |
48.52 |
48.52 |
48.73 |
48.39 |
| S2 |
48.26 |
48.26 |
48.67 |
|
| S3 |
47.66 |
47.92 |
48.62 |
|
| S4 |
47.06 |
47.32 |
48.45 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.09 |
54.96 |
50.17 |
|
| R3 |
53.56 |
52.43 |
49.48 |
|
| R2 |
51.03 |
51.03 |
49.24 |
|
| R1 |
49.90 |
49.90 |
49.01 |
50.47 |
| PP |
48.50 |
48.50 |
48.50 |
48.78 |
| S1 |
47.37 |
47.37 |
48.55 |
47.94 |
| S2 |
45.97 |
45.97 |
48.32 |
|
| S3 |
43.44 |
44.84 |
48.08 |
|
| S4 |
40.91 |
42.31 |
47.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.62 |
47.09 |
2.53 |
5.2% |
1.03 |
2.1% |
67% |
False |
False |
560,810 |
| 10 |
53.80 |
47.09 |
6.71 |
13.8% |
1.39 |
2.9% |
25% |
False |
False |
663,628 |
| 20 |
55.03 |
47.09 |
7.94 |
16.3% |
1.18 |
2.4% |
21% |
False |
False |
584,626 |
| 40 |
55.03 |
47.09 |
7.94 |
16.3% |
1.15 |
2.4% |
21% |
False |
False |
394,564 |
| 60 |
56.92 |
47.09 |
9.83 |
20.2% |
1.20 |
2.5% |
17% |
False |
False |
285,623 |
| 80 |
56.92 |
47.09 |
9.83 |
20.2% |
1.33 |
2.7% |
17% |
False |
False |
229,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.75 |
|
2.618 |
50.77 |
|
1.618 |
50.17 |
|
1.000 |
49.80 |
|
0.618 |
49.57 |
|
HIGH |
49.20 |
|
0.618 |
48.97 |
|
0.500 |
48.90 |
|
0.382 |
48.83 |
|
LOW |
48.60 |
|
0.618 |
48.23 |
|
1.000 |
48.00 |
|
1.618 |
47.63 |
|
2.618 |
47.03 |
|
4.250 |
46.05 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
48.90 |
48.89 |
| PP |
48.86 |
48.85 |
| S1 |
48.82 |
48.82 |
|