NYMEX Light Sweet Crude Oil Future May 2017
| Trading Metrics calculated at close of trading on 06-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2017 |
06-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
51.18 |
50.80 |
-0.38 |
-0.7% |
48.12 |
| High |
51.88 |
51.82 |
-0.06 |
-0.1% |
50.85 |
| Low |
50.74 |
50.77 |
0.03 |
0.1% |
47.08 |
| Close |
51.15 |
51.70 |
0.55 |
1.1% |
50.60 |
| Range |
1.14 |
1.05 |
-0.09 |
-7.9% |
3.77 |
| ATR |
1.14 |
1.13 |
-0.01 |
-0.6% |
0.00 |
| Volume |
651,398 |
473,019 |
-178,379 |
-27.4% |
2,625,443 |
|
| Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.58 |
54.19 |
52.28 |
|
| R3 |
53.53 |
53.14 |
51.99 |
|
| R2 |
52.48 |
52.48 |
51.89 |
|
| R1 |
52.09 |
52.09 |
51.80 |
52.29 |
| PP |
51.43 |
51.43 |
51.43 |
51.53 |
| S1 |
51.04 |
51.04 |
51.60 |
51.24 |
| S2 |
50.38 |
50.38 |
51.51 |
|
| S3 |
49.33 |
49.99 |
51.41 |
|
| S4 |
48.28 |
48.94 |
51.12 |
|
|
| 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 |
49.88 |
2.00 |
3.9% |
1.05 |
2.0% |
91% |
False |
False |
524,960 |
| 10 |
51.88 |
47.08 |
4.80 |
9.3% |
1.05 |
2.0% |
96% |
False |
False |
514,366 |
| 20 |
51.88 |
47.01 |
4.87 |
9.4% |
1.10 |
2.1% |
96% |
False |
False |
478,894 |
| 40 |
55.32 |
47.01 |
8.31 |
16.1% |
1.09 |
2.1% |
56% |
False |
False |
313,035 |
| 60 |
55.85 |
47.01 |
8.84 |
17.1% |
1.13 |
2.2% |
53% |
False |
False |
231,391 |
| 80 |
57.50 |
47.01 |
10.49 |
20.3% |
1.17 |
2.3% |
45% |
False |
False |
181,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.28 |
|
2.618 |
54.57 |
|
1.618 |
53.52 |
|
1.000 |
52.87 |
|
0.618 |
52.47 |
|
HIGH |
51.82 |
|
0.618 |
51.42 |
|
0.500 |
51.30 |
|
0.382 |
51.17 |
|
LOW |
50.77 |
|
0.618 |
50.12 |
|
1.000 |
49.72 |
|
1.618 |
49.07 |
|
2.618 |
48.02 |
|
4.250 |
46.31 |
|
|
| Fisher Pivots for day following 06-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.57 |
51.43 |
| PP |
51.43 |
51.15 |
| S1 |
51.30 |
50.88 |
|