NYMEX Light Sweet Crude Oil Future April 2017


Trading Metrics calculated at close of trading on 01-Mar-2017
Day Change Summary
Previous Current
28-Feb-2017 01-Mar-2017 Change Change % Previous Week
Open 54.04 53.95 -0.09 -0.2% 53.90
High 54.23 54.44 0.21 0.4% 55.03
Low 53.18 53.63 0.45 0.8% 53.35
Close 54.01 53.83 -0.18 -0.3% 53.99
Range 1.05 0.81 -0.24 -22.9% 1.68
ATR 1.09 1.07 -0.02 -1.8% 0.00
Volume 593,909 491,289 -102,620 -17.3% 2,089,928
Daily Pivots for day following 01-Mar-2017
Classic Woodie Camarilla DeMark
R4 56.40 55.92 54.28
R3 55.59 55.11 54.05
R2 54.78 54.78 53.98
R1 54.30 54.30 53.90 54.14
PP 53.97 53.97 53.97 53.88
S1 53.49 53.49 53.76 53.33
S2 53.16 53.16 53.68
S3 52.35 52.68 53.61
S4 51.54 51.87 53.38
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 59.16 58.26 54.91
R3 57.48 56.58 54.45
R2 55.80 55.80 54.30
R1 54.90 54.90 54.14 55.35
PP 54.12 54.12 54.12 54.35
S1 53.22 53.22 53.84 53.67
S2 52.44 52.44 53.68
S3 50.76 51.54 53.53
S4 49.08 49.86 53.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.94 53.18 1.76 3.3% 0.87 1.6% 37% False False 480,943
10 55.03 53.12 1.91 3.5% 0.93 1.7% 37% False False 469,275
20 55.03 51.86 3.17 5.9% 1.02 1.9% 62% False False 345,706
40 56.92 51.86 5.06 9.4% 1.21 2.2% 39% False False 227,712
60 56.92 51.86 5.06 9.4% 1.20 2.2% 39% False False 170,548
80 56.92 45.18 11.74 21.8% 1.35 2.5% 74% False False 138,695
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.88
2.618 56.56
1.618 55.75
1.000 55.25
0.618 54.94
HIGH 54.44
0.618 54.13
0.500 54.04
0.382 53.94
LOW 53.63
0.618 53.13
1.000 52.82
1.618 52.32
2.618 51.51
4.250 50.19
Fisher Pivots for day following 01-Mar-2017
Pivot 1 day 3 day
R1 54.04 53.90
PP 53.97 53.87
S1 53.90 53.85

These figures are updated between 7pm and 10pm EST after a trading day.

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