NYMEX Light Sweet Crude Oil Future June 2017
| Trading Metrics calculated at close of trading on 04-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
51.15 |
50.68 |
-0.47 |
-0.9% |
48.69 |
| High |
51.29 |
51.74 |
0.45 |
0.9% |
51.29 |
| Low |
50.61 |
50.35 |
-0.26 |
-0.5% |
47.63 |
| Close |
50.71 |
51.51 |
0.80 |
1.6% |
51.07 |
| Range |
0.68 |
1.39 |
0.71 |
104.4% |
3.66 |
| ATR |
1.09 |
1.11 |
0.02 |
2.0% |
0.00 |
| Volume |
149,430 |
203,119 |
53,689 |
35.9% |
795,209 |
|
| Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.37 |
54.83 |
52.27 |
|
| R3 |
53.98 |
53.44 |
51.89 |
|
| R2 |
52.59 |
52.59 |
51.76 |
|
| R1 |
52.05 |
52.05 |
51.64 |
52.32 |
| PP |
51.20 |
51.20 |
51.20 |
51.34 |
| S1 |
50.66 |
50.66 |
51.38 |
50.93 |
| S2 |
49.81 |
49.81 |
51.26 |
|
| S3 |
48.42 |
49.27 |
51.13 |
|
| S4 |
47.03 |
47.88 |
50.75 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.98 |
59.68 |
53.08 |
|
| R3 |
57.32 |
56.02 |
52.08 |
|
| R2 |
53.66 |
53.66 |
51.74 |
|
| R1 |
52.36 |
52.36 |
51.41 |
53.01 |
| PP |
50.00 |
50.00 |
50.00 |
50.32 |
| S1 |
48.70 |
48.70 |
50.73 |
49.35 |
| S2 |
46.34 |
46.34 |
50.40 |
|
| S3 |
42.68 |
45.04 |
50.06 |
|
| S4 |
39.02 |
41.38 |
49.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.74 |
48.91 |
2.83 |
5.5% |
1.08 |
2.1% |
92% |
True |
False |
179,226 |
| 10 |
51.74 |
47.58 |
4.16 |
8.1% |
1.03 |
2.0% |
94% |
True |
False |
159,705 |
| 20 |
53.81 |
47.58 |
6.23 |
12.1% |
1.21 |
2.3% |
63% |
False |
False |
152,099 |
| 40 |
55.52 |
47.58 |
7.94 |
15.4% |
1.08 |
2.1% |
49% |
False |
False |
122,430 |
| 60 |
56.75 |
47.58 |
9.17 |
17.8% |
1.13 |
2.2% |
43% |
False |
False |
105,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.65 |
|
2.618 |
55.38 |
|
1.618 |
53.99 |
|
1.000 |
53.13 |
|
0.618 |
52.60 |
|
HIGH |
51.74 |
|
0.618 |
51.21 |
|
0.500 |
51.05 |
|
0.382 |
50.88 |
|
LOW |
50.35 |
|
0.618 |
49.49 |
|
1.000 |
48.96 |
|
1.618 |
48.10 |
|
2.618 |
46.71 |
|
4.250 |
44.44 |
|
|
| Fisher Pivots for day following 04-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
51.36 |
51.35 |
| PP |
51.20 |
51.19 |
| S1 |
51.05 |
51.04 |
|