NYMEX Light Sweet Crude Oil Future May 2017
| Trading Metrics calculated at close of trading on 28-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
54.34 |
54.40 |
0.06 |
0.1% |
54.16 |
| High |
54.93 |
54.61 |
-0.32 |
-0.6% |
55.32 |
| Low |
54.28 |
53.62 |
-0.66 |
-1.2% |
53.67 |
| Close |
54.42 |
54.43 |
0.01 |
0.0% |
54.32 |
| Range |
0.65 |
0.99 |
0.34 |
52.3% |
1.65 |
| ATR |
1.07 |
1.06 |
-0.01 |
-0.5% |
0.00 |
| Volume |
129,483 |
193,975 |
64,492 |
49.8% |
437,609 |
|
| Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.19 |
56.80 |
54.97 |
|
| R3 |
56.20 |
55.81 |
54.70 |
|
| R2 |
55.21 |
55.21 |
54.61 |
|
| R1 |
54.82 |
54.82 |
54.52 |
55.02 |
| PP |
54.22 |
54.22 |
54.22 |
54.32 |
| S1 |
53.83 |
53.83 |
54.34 |
54.03 |
| S2 |
53.23 |
53.23 |
54.25 |
|
| S3 |
52.24 |
52.84 |
54.16 |
|
| S4 |
51.25 |
51.85 |
53.89 |
|
|
| 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 |
55.25 |
53.62 |
1.63 |
3.0% |
0.92 |
1.7% |
50% |
False |
True |
129,598 |
| 10 |
55.32 |
53.47 |
1.85 |
3.4% |
0.89 |
1.6% |
52% |
False |
False |
111,511 |
| 20 |
55.45 |
52.40 |
3.05 |
5.6% |
1.02 |
1.9% |
67% |
False |
False |
101,417 |
| 40 |
57.50 |
52.40 |
5.10 |
9.4% |
1.17 |
2.1% |
40% |
False |
False |
77,446 |
| 60 |
57.50 |
52.00 |
5.50 |
10.1% |
1.18 |
2.2% |
44% |
False |
False |
63,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.82 |
|
2.618 |
57.20 |
|
1.618 |
56.21 |
|
1.000 |
55.60 |
|
0.618 |
55.22 |
|
HIGH |
54.61 |
|
0.618 |
54.23 |
|
0.500 |
54.12 |
|
0.382 |
54.00 |
|
LOW |
53.62 |
|
0.618 |
53.01 |
|
1.000 |
52.63 |
|
1.618 |
52.02 |
|
2.618 |
51.03 |
|
4.250 |
49.41 |
|
|
| Fisher Pivots for day following 28-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
54.33 |
54.38 |
| PP |
54.22 |
54.33 |
| S1 |
54.12 |
54.28 |
|