NYMEX Light Sweet Crude Oil Future April 2017
| Trading Metrics calculated at close of trading on 20-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
48.79 |
48.70 |
-0.09 |
-0.2% |
48.45 |
| High |
49.20 |
48.74 |
-0.46 |
-0.9% |
49.62 |
| Low |
48.60 |
47.84 |
-0.76 |
-1.6% |
47.09 |
| Close |
48.78 |
48.22 |
-0.56 |
-1.1% |
48.78 |
| Range |
0.60 |
0.90 |
0.30 |
50.0% |
2.53 |
| ATR |
1.25 |
1.22 |
-0.02 |
-1.8% |
0.00 |
| Volume |
172,340 |
103,177 |
-69,163 |
-40.1% |
2,804,054 |
|
| Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.97 |
50.49 |
48.72 |
|
| R3 |
50.07 |
49.59 |
48.47 |
|
| R2 |
49.17 |
49.17 |
48.39 |
|
| R1 |
48.69 |
48.69 |
48.30 |
48.48 |
| PP |
48.27 |
48.27 |
48.27 |
48.16 |
| S1 |
47.79 |
47.79 |
48.14 |
47.58 |
| S2 |
47.37 |
47.37 |
48.06 |
|
| S3 |
46.47 |
46.89 |
47.97 |
|
| S4 |
45.57 |
45.99 |
47.73 |
|
|
| 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% |
1.05 |
2.2% |
45% |
False |
False |
461,173 |
| 10 |
53.80 |
47.09 |
6.71 |
13.9% |
1.40 |
2.9% |
17% |
False |
False |
623,576 |
| 20 |
55.03 |
47.09 |
7.94 |
16.5% |
1.19 |
2.5% |
14% |
False |
False |
569,185 |
| 40 |
55.03 |
47.09 |
7.94 |
16.5% |
1.13 |
2.3% |
14% |
False |
False |
393,761 |
| 60 |
56.92 |
47.09 |
9.83 |
20.4% |
1.20 |
2.5% |
11% |
False |
False |
286,749 |
| 80 |
56.92 |
47.09 |
9.83 |
20.4% |
1.31 |
2.7% |
11% |
False |
False |
230,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.57 |
|
2.618 |
51.10 |
|
1.618 |
50.20 |
|
1.000 |
49.64 |
|
0.618 |
49.30 |
|
HIGH |
48.74 |
|
0.618 |
48.40 |
|
0.500 |
48.29 |
|
0.382 |
48.18 |
|
LOW |
47.84 |
|
0.618 |
47.28 |
|
1.000 |
46.94 |
|
1.618 |
46.38 |
|
2.618 |
45.48 |
|
4.250 |
44.02 |
|
|
| Fisher Pivots for day following 20-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
48.29 |
48.73 |
| PP |
48.27 |
48.56 |
| S1 |
48.24 |
48.39 |
|