NYMEX Light Sweet Crude Oil Future May 2017
| Trading Metrics calculated at close of trading on 06-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
53.02 |
53.65 |
0.63 |
1.2% |
54.34 |
| High |
53.84 |
54.03 |
0.19 |
0.4% |
54.93 |
| Low |
53.00 |
53.21 |
0.21 |
0.4% |
53.00 |
| Close |
53.78 |
53.71 |
-0.07 |
-0.1% |
53.78 |
| Range |
0.84 |
0.82 |
-0.02 |
-2.4% |
1.93 |
| ATR |
1.04 |
1.03 |
-0.02 |
-1.5% |
0.00 |
| Volume |
105,653 |
187,845 |
82,192 |
77.8% |
730,626 |
|
| Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.11 |
55.73 |
54.16 |
|
| R3 |
55.29 |
54.91 |
53.94 |
|
| R2 |
54.47 |
54.47 |
53.86 |
|
| R1 |
54.09 |
54.09 |
53.79 |
54.28 |
| PP |
53.65 |
53.65 |
53.65 |
53.75 |
| S1 |
53.27 |
53.27 |
53.63 |
53.46 |
| S2 |
52.83 |
52.83 |
53.56 |
|
| S3 |
52.01 |
52.45 |
53.48 |
|
| S4 |
51.19 |
51.63 |
53.26 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.69 |
58.67 |
54.84 |
|
| R3 |
57.76 |
56.74 |
54.31 |
|
| R2 |
55.83 |
55.83 |
54.13 |
|
| R1 |
54.81 |
54.81 |
53.96 |
54.36 |
| PP |
53.90 |
53.90 |
53.90 |
53.68 |
| S1 |
52.88 |
52.88 |
53.60 |
52.43 |
| S2 |
51.97 |
51.97 |
53.43 |
|
| S3 |
50.04 |
50.95 |
53.25 |
|
| S4 |
48.11 |
49.02 |
52.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.85 |
53.00 |
1.85 |
3.4% |
0.93 |
1.7% |
38% |
False |
False |
157,797 |
| 10 |
55.32 |
53.00 |
2.32 |
4.3% |
0.95 |
1.8% |
31% |
False |
False |
135,608 |
| 20 |
55.32 |
52.40 |
2.92 |
5.4% |
0.99 |
1.8% |
45% |
False |
False |
116,148 |
| 40 |
56.63 |
52.40 |
4.23 |
7.9% |
1.11 |
2.1% |
31% |
False |
False |
88,858 |
| 60 |
57.50 |
52.40 |
5.10 |
9.5% |
1.14 |
2.1% |
26% |
False |
False |
70,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.52 |
|
2.618 |
56.18 |
|
1.618 |
55.36 |
|
1.000 |
54.85 |
|
0.618 |
54.54 |
|
HIGH |
54.03 |
|
0.618 |
53.72 |
|
0.500 |
53.62 |
|
0.382 |
53.52 |
|
LOW |
53.21 |
|
0.618 |
52.70 |
|
1.000 |
52.39 |
|
1.618 |
51.88 |
|
2.618 |
51.06 |
|
4.250 |
49.73 |
|
|
| Fisher Pivots for day following 06-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
53.68 |
53.68 |
| PP |
53.65 |
53.66 |
| S1 |
53.62 |
53.63 |
|