NYMEX Light Sweet Crude Oil Future July 2017
| Trading Metrics calculated at close of trading on 27-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
49.71 |
49.52 |
-0.19 |
-0.4% |
53.63 |
| High |
50.52 |
49.76 |
-0.76 |
-1.5% |
53.95 |
| Low |
49.29 |
48.55 |
-0.74 |
-1.5% |
49.54 |
| Close |
49.96 |
49.31 |
-0.65 |
-1.3% |
49.97 |
| Range |
1.23 |
1.21 |
-0.02 |
-1.6% |
4.41 |
| ATR |
1.11 |
1.13 |
0.02 |
1.9% |
0.00 |
| Volume |
111,607 |
250,769 |
139,162 |
124.7% |
456,966 |
|
| Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.84 |
52.28 |
49.98 |
|
| R3 |
51.63 |
51.07 |
49.64 |
|
| R2 |
50.42 |
50.42 |
49.53 |
|
| R1 |
49.86 |
49.86 |
49.42 |
49.54 |
| PP |
49.21 |
49.21 |
49.21 |
49.04 |
| S1 |
48.65 |
48.65 |
49.20 |
48.33 |
| S2 |
48.00 |
48.00 |
49.09 |
|
| S3 |
46.79 |
47.44 |
48.98 |
|
| S4 |
45.58 |
46.23 |
48.64 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.38 |
61.59 |
52.40 |
|
| R3 |
59.97 |
57.18 |
51.18 |
|
| R2 |
55.56 |
55.56 |
50.78 |
|
| R1 |
52.77 |
52.77 |
50.37 |
51.96 |
| PP |
51.15 |
51.15 |
51.15 |
50.75 |
| S1 |
48.36 |
48.36 |
49.57 |
47.55 |
| S2 |
46.74 |
46.74 |
49.16 |
|
| S3 |
42.33 |
43.95 |
48.76 |
|
| S4 |
37.92 |
39.54 |
47.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.29 |
48.55 |
2.74 |
5.6% |
1.26 |
2.6% |
28% |
False |
True |
135,465 |
| 10 |
54.12 |
48.55 |
5.57 |
11.3% |
1.16 |
2.3% |
14% |
False |
True |
111,204 |
| 20 |
54.45 |
48.55 |
5.90 |
12.0% |
1.09 |
2.2% |
13% |
False |
True |
94,415 |
| 40 |
54.95 |
48.01 |
6.94 |
14.1% |
1.12 |
2.3% |
19% |
False |
False |
72,001 |
| 60 |
56.13 |
48.01 |
8.12 |
16.5% |
1.05 |
2.1% |
16% |
False |
False |
59,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.90 |
|
2.618 |
52.93 |
|
1.618 |
51.72 |
|
1.000 |
50.97 |
|
0.618 |
50.51 |
|
HIGH |
49.76 |
|
0.618 |
49.30 |
|
0.500 |
49.16 |
|
0.382 |
49.01 |
|
LOW |
48.55 |
|
0.618 |
47.80 |
|
1.000 |
47.34 |
|
1.618 |
46.59 |
|
2.618 |
45.38 |
|
4.250 |
43.41 |
|
|
| Fisher Pivots for day following 27-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
49.26 |
49.54 |
| PP |
49.21 |
49.46 |
| S1 |
49.16 |
49.39 |
|