NYMEX Light Sweet Crude Oil Future May 2017
| Trading Metrics calculated at close of trading on 07-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2017 |
07-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
50.80 |
51.70 |
0.90 |
1.8% |
50.69 |
| High |
51.82 |
52.94 |
1.12 |
2.2% |
52.94 |
| Low |
50.77 |
51.49 |
0.72 |
1.4% |
49.88 |
| Close |
51.70 |
52.24 |
0.54 |
1.0% |
52.24 |
| Range |
1.05 |
1.45 |
0.40 |
38.1% |
3.06 |
| ATR |
1.13 |
1.16 |
0.02 |
2.0% |
0.00 |
| Volume |
473,019 |
796,437 |
323,418 |
68.4% |
2,893,632 |
|
| Daily Pivots for day following 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.57 |
55.86 |
53.04 |
|
| R3 |
55.12 |
54.41 |
52.64 |
|
| R2 |
53.67 |
53.67 |
52.51 |
|
| R1 |
52.96 |
52.96 |
52.37 |
53.32 |
| PP |
52.22 |
52.22 |
52.22 |
52.40 |
| S1 |
51.51 |
51.51 |
52.11 |
51.87 |
| S2 |
50.77 |
50.77 |
51.97 |
|
| S3 |
49.32 |
50.06 |
51.84 |
|
| S4 |
47.87 |
48.61 |
51.44 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.87 |
59.61 |
53.92 |
|
| R3 |
57.81 |
56.55 |
53.08 |
|
| R2 |
54.75 |
54.75 |
52.80 |
|
| R1 |
53.49 |
53.49 |
52.52 |
54.12 |
| PP |
51.69 |
51.69 |
51.69 |
52.00 |
| S1 |
50.43 |
50.43 |
51.96 |
51.06 |
| S2 |
48.63 |
48.63 |
51.68 |
|
| S3 |
45.57 |
47.37 |
51.40 |
|
| S4 |
42.51 |
44.31 |
50.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
52.94 |
49.88 |
3.06 |
5.9% |
1.15 |
2.2% |
77% |
True |
False |
578,726 |
| 10 |
52.94 |
47.08 |
5.86 |
11.2% |
1.13 |
2.2% |
88% |
True |
False |
551,907 |
| 20 |
52.94 |
47.01 |
5.93 |
11.4% |
1.08 |
2.1% |
88% |
True |
False |
505,064 |
| 40 |
55.32 |
47.01 |
8.31 |
15.9% |
1.11 |
2.1% |
63% |
False |
False |
329,643 |
| 60 |
55.85 |
47.01 |
8.84 |
16.9% |
1.13 |
2.2% |
59% |
False |
False |
243,658 |
| 80 |
57.50 |
47.01 |
10.49 |
20.1% |
1.16 |
2.2% |
50% |
False |
False |
191,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
59.10 |
|
2.618 |
56.74 |
|
1.618 |
55.29 |
|
1.000 |
54.39 |
|
0.618 |
53.84 |
|
HIGH |
52.94 |
|
0.618 |
52.39 |
|
0.500 |
52.22 |
|
0.382 |
52.04 |
|
LOW |
51.49 |
|
0.618 |
50.59 |
|
1.000 |
50.04 |
|
1.618 |
49.14 |
|
2.618 |
47.69 |
|
4.250 |
45.33 |
|
|
| Fisher Pivots for day following 07-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
52.23 |
52.11 |
| PP |
52.22 |
51.97 |
| S1 |
52.22 |
51.84 |
|