NYMEX Light Sweet Crude Oil Future July 2017
| Trading Metrics calculated at close of trading on 03-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
| Open |
49.09 |
48.52 |
-0.57 |
-1.2% |
50.02 |
| High |
49.60 |
48.57 |
-1.03 |
-2.1% |
50.56 |
| Low |
47.69 |
47.65 |
-0.04 |
-0.1% |
48.55 |
| Close |
47.99 |
48.18 |
0.19 |
0.4% |
49.62 |
| Range |
1.91 |
0.92 |
-0.99 |
-51.8% |
2.01 |
| ATR |
1.15 |
1.14 |
-0.02 |
-1.4% |
0.00 |
| Volume |
145,006 |
176,502 |
31,496 |
21.7% |
738,802 |
|
| Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.89 |
50.46 |
48.69 |
|
| R3 |
49.97 |
49.54 |
48.43 |
|
| R2 |
49.05 |
49.05 |
48.35 |
|
| R1 |
48.62 |
48.62 |
48.26 |
48.38 |
| PP |
48.13 |
48.13 |
48.13 |
48.01 |
| S1 |
47.70 |
47.70 |
48.10 |
47.46 |
| S2 |
47.21 |
47.21 |
48.01 |
|
| S3 |
46.29 |
46.78 |
47.93 |
|
| S4 |
45.37 |
45.86 |
47.67 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.61 |
54.62 |
50.73 |
|
| R3 |
53.60 |
52.61 |
50.17 |
|
| R2 |
51.59 |
51.59 |
49.99 |
|
| R1 |
50.60 |
50.60 |
49.80 |
50.09 |
| PP |
49.58 |
49.58 |
49.58 |
49.32 |
| S1 |
48.59 |
48.59 |
49.44 |
48.08 |
| S2 |
47.57 |
47.57 |
49.25 |
|
| S3 |
45.56 |
46.58 |
49.07 |
|
| S4 |
43.55 |
44.57 |
48.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.09 |
47.65 |
2.44 |
5.1% |
1.15 |
2.4% |
22% |
False |
True |
171,907 |
| 10 |
51.74 |
47.65 |
4.09 |
8.5% |
1.17 |
2.4% |
13% |
False |
True |
138,169 |
| 20 |
54.45 |
47.65 |
6.80 |
14.1% |
1.11 |
2.3% |
8% |
False |
True |
112,022 |
| 40 |
54.45 |
47.65 |
6.80 |
14.1% |
1.14 |
2.4% |
8% |
False |
True |
84,144 |
| 60 |
55.64 |
47.65 |
7.99 |
16.6% |
1.06 |
2.2% |
7% |
False |
True |
67,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.48 |
|
2.618 |
50.98 |
|
1.618 |
50.06 |
|
1.000 |
49.49 |
|
0.618 |
49.14 |
|
HIGH |
48.57 |
|
0.618 |
48.22 |
|
0.500 |
48.11 |
|
0.382 |
48.00 |
|
LOW |
47.65 |
|
0.618 |
47.08 |
|
1.000 |
46.73 |
|
1.618 |
46.16 |
|
2.618 |
45.24 |
|
4.250 |
43.74 |
|
|
| Fisher Pivots for day following 03-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
48.16 |
48.63 |
| PP |
48.13 |
48.48 |
| S1 |
48.11 |
48.33 |
|