NYMEX Light Sweet Crude Oil Future June 2017
| Trading Metrics calculated at close of trading on 24-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
50.71 |
49.68 |
-1.03 |
-2.0% |
53.34 |
| High |
50.93 |
50.22 |
-0.71 |
-1.4% |
53.63 |
| Low |
49.20 |
49.03 |
-0.17 |
-0.3% |
49.20 |
| Close |
49.62 |
49.23 |
-0.39 |
-0.8% |
49.62 |
| Range |
1.73 |
1.19 |
-0.54 |
-31.2% |
4.43 |
| ATR |
1.14 |
1.14 |
0.00 |
0.3% |
0.00 |
| Volume |
687,474 |
517,897 |
-169,577 |
-24.7% |
2,825,080 |
|
| Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.06 |
52.34 |
49.88 |
|
| R3 |
51.87 |
51.15 |
49.56 |
|
| R2 |
50.68 |
50.68 |
49.45 |
|
| R1 |
49.96 |
49.96 |
49.34 |
49.73 |
| PP |
49.49 |
49.49 |
49.49 |
49.38 |
| S1 |
48.77 |
48.77 |
49.12 |
48.54 |
| S2 |
48.30 |
48.30 |
49.01 |
|
| S3 |
47.11 |
47.58 |
48.90 |
|
| S4 |
45.92 |
46.39 |
48.58 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.11 |
61.29 |
52.06 |
|
| R3 |
59.68 |
56.86 |
50.84 |
|
| R2 |
55.25 |
55.25 |
50.43 |
|
| R1 |
52.43 |
52.43 |
50.03 |
51.63 |
| PP |
50.82 |
50.82 |
50.82 |
50.41 |
| S1 |
48.00 |
48.00 |
49.21 |
47.20 |
| S2 |
46.39 |
46.39 |
48.81 |
|
| S3 |
41.96 |
43.57 |
48.40 |
|
| S4 |
37.53 |
39.14 |
47.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.30 |
49.03 |
4.27 |
8.7% |
1.43 |
2.9% |
5% |
False |
True |
623,126 |
| 10 |
54.14 |
49.03 |
5.11 |
10.4% |
1.09 |
2.2% |
4% |
False |
True |
447,113 |
| 20 |
54.14 |
47.63 |
6.51 |
13.2% |
1.10 |
2.2% |
25% |
False |
False |
317,390 |
| 40 |
55.18 |
47.58 |
7.60 |
15.4% |
1.13 |
2.3% |
22% |
False |
False |
222,178 |
| 60 |
55.88 |
47.58 |
8.30 |
16.9% |
1.09 |
2.2% |
20% |
False |
False |
176,685 |
| 80 |
57.95 |
47.58 |
10.37 |
21.1% |
1.13 |
2.3% |
16% |
False |
False |
148,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.28 |
|
2.618 |
53.34 |
|
1.618 |
52.15 |
|
1.000 |
51.41 |
|
0.618 |
50.96 |
|
HIGH |
50.22 |
|
0.618 |
49.77 |
|
0.500 |
49.63 |
|
0.382 |
49.48 |
|
LOW |
49.03 |
|
0.618 |
48.29 |
|
1.000 |
47.84 |
|
1.618 |
47.10 |
|
2.618 |
45.91 |
|
4.250 |
43.97 |
|
|
| Fisher Pivots for day following 24-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.63 |
50.21 |
| PP |
49.49 |
49.88 |
| S1 |
49.36 |
49.56 |
|