NYMEX Light Sweet Crude Oil Future May 2017
| Trading Metrics calculated at close of trading on 24-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2017 |
24-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
54.20 |
54.62 |
0.42 |
0.8% |
54.16 |
| High |
55.25 |
54.81 |
-0.44 |
-0.8% |
55.32 |
| Low |
54.20 |
54.09 |
-0.11 |
-0.2% |
53.67 |
| Close |
54.76 |
54.32 |
-0.44 |
-0.8% |
54.32 |
| Range |
1.05 |
0.72 |
-0.33 |
-31.4% |
1.65 |
| ATR |
1.13 |
1.10 |
-0.03 |
-2.6% |
0.00 |
| Volume |
112,374 |
84,501 |
-27,873 |
-24.8% |
437,609 |
|
| Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.57 |
56.16 |
54.72 |
|
| R3 |
55.85 |
55.44 |
54.52 |
|
| R2 |
55.13 |
55.13 |
54.45 |
|
| R1 |
54.72 |
54.72 |
54.39 |
54.57 |
| PP |
54.41 |
54.41 |
54.41 |
54.33 |
| S1 |
54.00 |
54.00 |
54.25 |
53.85 |
| S2 |
53.69 |
53.69 |
54.19 |
|
| S3 |
52.97 |
53.28 |
54.12 |
|
| S4 |
52.25 |
52.56 |
53.92 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.39 |
58.50 |
55.23 |
|
| R3 |
57.74 |
56.85 |
54.77 |
|
| R2 |
56.09 |
56.09 |
54.62 |
|
| R1 |
55.20 |
55.20 |
54.47 |
55.65 |
| PP |
54.44 |
54.44 |
54.44 |
54.66 |
| S1 |
53.55 |
53.55 |
54.17 |
54.00 |
| S2 |
52.79 |
52.79 |
54.02 |
|
| S3 |
51.14 |
51.90 |
53.87 |
|
| S4 |
49.49 |
50.25 |
53.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
55.32 |
53.62 |
1.70 |
3.1% |
0.97 |
1.8% |
41% |
False |
False |
103,666 |
| 10 |
55.32 |
53.47 |
1.85 |
3.4% |
0.96 |
1.8% |
46% |
False |
False |
99,983 |
| 20 |
55.45 |
52.40 |
3.05 |
5.6% |
1.05 |
1.9% |
63% |
False |
False |
90,876 |
| 40 |
57.50 |
52.40 |
5.10 |
9.4% |
1.16 |
2.1% |
38% |
False |
False |
70,855 |
| 60 |
57.50 |
47.90 |
9.60 |
17.7% |
1.26 |
2.3% |
67% |
False |
False |
59,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.87 |
|
2.618 |
56.69 |
|
1.618 |
55.97 |
|
1.000 |
55.53 |
|
0.618 |
55.25 |
|
HIGH |
54.81 |
|
0.618 |
54.53 |
|
0.500 |
54.45 |
|
0.382 |
54.37 |
|
LOW |
54.09 |
|
0.618 |
53.65 |
|
1.000 |
53.37 |
|
1.618 |
52.93 |
|
2.618 |
52.21 |
|
4.250 |
51.03 |
|
|
| Fisher Pivots for day following 24-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
54.45 |
54.46 |
| PP |
54.41 |
54.41 |
| S1 |
54.36 |
54.37 |
|