NYMEX Light Sweet Crude Oil Future May 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 |
49.60 |
49.29 |
-0.31 |
-0.6% |
49.00 |
| High |
50.14 |
49.71 |
-0.43 |
-0.9% |
50.14 |
| Low |
49.01 |
49.10 |
0.09 |
0.2% |
47.71 |
| Close |
49.24 |
49.31 |
0.07 |
0.1% |
49.31 |
| Range |
1.13 |
0.61 |
-0.52 |
-46.0% |
2.43 |
| ATR |
1.27 |
1.22 |
-0.05 |
-3.7% |
0.00 |
| Volume |
376,317 |
345,780 |
-30,537 |
-8.1% |
1,758,644 |
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.20 |
50.87 |
49.65 |
|
| R3 |
50.59 |
50.26 |
49.48 |
|
| R2 |
49.98 |
49.98 |
49.42 |
|
| R1 |
49.65 |
49.65 |
49.37 |
49.82 |
| PP |
49.37 |
49.37 |
49.37 |
49.46 |
| S1 |
49.04 |
49.04 |
49.25 |
49.21 |
| S2 |
48.76 |
48.76 |
49.20 |
|
| S3 |
48.15 |
48.43 |
49.14 |
|
| S4 |
47.54 |
47.82 |
48.97 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.34 |
55.26 |
50.65 |
|
| R3 |
53.91 |
52.83 |
49.98 |
|
| R2 |
51.48 |
51.48 |
49.76 |
|
| R1 |
50.40 |
50.40 |
49.53 |
50.94 |
| PP |
49.05 |
49.05 |
49.05 |
49.33 |
| S1 |
47.97 |
47.97 |
49.09 |
48.51 |
| S2 |
46.62 |
46.62 |
48.86 |
|
| S3 |
44.19 |
45.54 |
48.64 |
|
| S4 |
41.76 |
43.11 |
47.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.14 |
47.71 |
2.43 |
4.9% |
1.00 |
2.0% |
66% |
False |
False |
351,728 |
| 10 |
54.29 |
47.71 |
6.58 |
13.3% |
1.37 |
2.8% |
24% |
False |
False |
311,262 |
| 20 |
55.32 |
47.71 |
7.61 |
15.4% |
1.15 |
2.3% |
21% |
False |
False |
218,079 |
| 40 |
55.45 |
47.71 |
7.74 |
15.7% |
1.12 |
2.3% |
21% |
False |
False |
150,636 |
| 60 |
57.50 |
47.71 |
9.79 |
19.9% |
1.16 |
2.4% |
16% |
False |
False |
113,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.30 |
|
2.618 |
51.31 |
|
1.618 |
50.70 |
|
1.000 |
50.32 |
|
0.618 |
50.09 |
|
HIGH |
49.71 |
|
0.618 |
49.48 |
|
0.500 |
49.41 |
|
0.382 |
49.33 |
|
LOW |
49.10 |
|
0.618 |
48.72 |
|
1.000 |
48.49 |
|
1.618 |
48.11 |
|
2.618 |
47.50 |
|
4.250 |
46.51 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.41 |
49.46 |
| PP |
49.37 |
49.41 |
| S1 |
49.34 |
49.36 |
|