NYMEX Light Sweet Crude Oil Future May 2017
| Trading Metrics calculated at close of trading on 30-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
48.47 |
49.60 |
1.13 |
2.3% |
49.25 |
| High |
49.63 |
50.47 |
0.84 |
1.7% |
49.48 |
| Low |
48.38 |
49.27 |
0.89 |
1.8% |
47.01 |
| Close |
49.51 |
50.35 |
0.84 |
1.7% |
47.97 |
| Range |
1.25 |
1.20 |
-0.05 |
-4.0% |
2.47 |
| ATR |
1.16 |
1.16 |
0.00 |
0.2% |
0.00 |
| Volume |
548,615 |
580,668 |
32,053 |
5.8% |
2,823,571 |
|
| Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.63 |
53.19 |
51.01 |
|
| R3 |
52.43 |
51.99 |
50.68 |
|
| R2 |
51.23 |
51.23 |
50.57 |
|
| R1 |
50.79 |
50.79 |
50.46 |
51.01 |
| PP |
50.03 |
50.03 |
50.03 |
50.14 |
| S1 |
49.59 |
49.59 |
50.24 |
49.81 |
| S2 |
48.83 |
48.83 |
50.13 |
|
| S3 |
47.63 |
48.39 |
50.02 |
|
| S4 |
46.43 |
47.19 |
49.69 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.56 |
54.24 |
49.33 |
|
| R3 |
53.09 |
51.77 |
48.65 |
|
| R2 |
50.62 |
50.62 |
48.42 |
|
| R1 |
49.30 |
49.30 |
48.20 |
48.73 |
| PP |
48.15 |
48.15 |
48.15 |
47.87 |
| S1 |
46.83 |
46.83 |
47.74 |
46.26 |
| S2 |
45.68 |
45.68 |
47.52 |
|
| S3 |
43.21 |
44.36 |
47.29 |
|
| S4 |
40.74 |
41.89 |
46.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.47 |
47.08 |
3.39 |
6.7% |
1.05 |
2.1% |
96% |
True |
False |
503,772 |
| 10 |
50.47 |
47.01 |
3.46 |
6.9% |
1.05 |
2.1% |
97% |
True |
False |
526,718 |
| 20 |
54.29 |
47.01 |
7.28 |
14.5% |
1.22 |
2.4% |
46% |
False |
False |
406,984 |
| 40 |
55.45 |
47.01 |
8.44 |
16.8% |
1.11 |
2.2% |
40% |
False |
False |
256,868 |
| 60 |
56.63 |
47.01 |
9.62 |
19.1% |
1.16 |
2.3% |
35% |
False |
False |
190,943 |
| 80 |
57.50 |
47.01 |
10.49 |
20.8% |
1.17 |
2.3% |
32% |
False |
False |
151,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.57 |
|
2.618 |
53.61 |
|
1.618 |
52.41 |
|
1.000 |
51.67 |
|
0.618 |
51.21 |
|
HIGH |
50.47 |
|
0.618 |
50.01 |
|
0.500 |
49.87 |
|
0.382 |
49.73 |
|
LOW |
49.27 |
|
0.618 |
48.53 |
|
1.000 |
48.07 |
|
1.618 |
47.33 |
|
2.618 |
46.13 |
|
4.250 |
44.17 |
|
|
| Fisher Pivots for day following 30-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
50.19 |
49.95 |
| PP |
50.03 |
49.54 |
| S1 |
49.87 |
49.14 |
|