NYMEX Light Sweet Crude Oil Future May 2017
| Trading Metrics calculated at close of trading on 05-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
50.24 |
51.18 |
0.94 |
1.9% |
48.12 |
| High |
51.30 |
51.88 |
0.58 |
1.1% |
50.85 |
| Low |
49.88 |
50.74 |
0.86 |
1.7% |
47.08 |
| Close |
51.03 |
51.15 |
0.12 |
0.2% |
50.60 |
| Range |
1.42 |
1.14 |
-0.28 |
-19.7% |
3.77 |
| ATR |
1.14 |
1.14 |
0.00 |
0.0% |
0.00 |
| Volume |
532,054 |
651,398 |
119,344 |
22.4% |
2,625,443 |
|
| Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.68 |
54.05 |
51.78 |
|
| R3 |
53.54 |
52.91 |
51.46 |
|
| R2 |
52.40 |
52.40 |
51.36 |
|
| R1 |
51.77 |
51.77 |
51.25 |
51.52 |
| PP |
51.26 |
51.26 |
51.26 |
51.13 |
| S1 |
50.63 |
50.63 |
51.05 |
50.38 |
| S2 |
50.12 |
50.12 |
50.94 |
|
| S3 |
48.98 |
49.49 |
50.84 |
|
| S4 |
47.84 |
48.35 |
50.52 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.82 |
59.48 |
52.67 |
|
| R3 |
57.05 |
55.71 |
51.64 |
|
| R2 |
53.28 |
53.28 |
51.29 |
|
| R1 |
51.94 |
51.94 |
50.95 |
52.61 |
| PP |
49.51 |
49.51 |
49.51 |
49.85 |
| S1 |
48.17 |
48.17 |
50.25 |
48.84 |
| S2 |
45.74 |
45.74 |
49.91 |
|
| S3 |
41.97 |
44.40 |
49.56 |
|
| S4 |
38.20 |
40.63 |
48.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.88 |
49.27 |
2.61 |
5.1% |
1.08 |
2.1% |
72% |
True |
False |
546,490 |
| 10 |
51.88 |
47.08 |
4.80 |
9.4% |
1.04 |
2.0% |
85% |
True |
False |
517,052 |
| 20 |
51.88 |
47.01 |
4.87 |
9.5% |
1.16 |
2.3% |
85% |
True |
False |
474,110 |
| 40 |
55.32 |
47.01 |
8.31 |
16.2% |
1.10 |
2.1% |
50% |
False |
False |
304,761 |
| 60 |
55.85 |
47.01 |
8.84 |
17.3% |
1.14 |
2.2% |
47% |
False |
False |
224,443 |
| 80 |
57.50 |
47.01 |
10.49 |
20.5% |
1.16 |
2.3% |
39% |
False |
False |
176,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.73 |
|
2.618 |
54.86 |
|
1.618 |
53.72 |
|
1.000 |
53.02 |
|
0.618 |
52.58 |
|
HIGH |
51.88 |
|
0.618 |
51.44 |
|
0.500 |
51.31 |
|
0.382 |
51.18 |
|
LOW |
50.74 |
|
0.618 |
50.04 |
|
1.000 |
49.60 |
|
1.618 |
48.90 |
|
2.618 |
47.76 |
|
4.250 |
45.90 |
|
|
| Fisher Pivots for day following 05-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.31 |
51.06 |
| PP |
51.26 |
50.97 |
| S1 |
51.20 |
50.88 |
|