NYMEX Light Sweet Crude Oil Future April 2017


Trading Metrics calculated at close of trading on 15-Mar-2017
Day Change Summary
Previous Current
14-Mar-2017 15-Mar-2017 Change Change % Previous Week
Open 48.45 48.76 0.31 0.6% 53.19
High 48.79 49.04 0.25 0.5% 53.80
Low 47.09 48.16 1.07 2.3% 48.31
Close 47.72 48.86 1.14 2.4% 48.49
Range 1.70 0.88 -0.82 -48.2% 5.49
ATR 1.30 1.31 0.00 0.1% 0.00
Volume 857,711 655,788 -201,923 -23.5% 3,832,227
Daily Pivots for day following 15-Mar-2017
Classic Woodie Camarilla DeMark
R4 51.33 50.97 49.34
R3 50.45 50.09 49.10
R2 49.57 49.57 49.02
R1 49.21 49.21 48.94 49.39
PP 48.69 48.69 48.69 48.78
S1 48.33 48.33 48.78 48.51
S2 47.81 47.81 48.70
S3 46.93 47.45 48.62
S4 46.05 46.57 48.38
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 66.67 63.07 51.51
R3 61.18 57.58 50.00
R2 55.69 55.69 49.50
R1 52.09 52.09 48.99 51.15
PP 50.20 50.20 50.20 49.73
S1 46.60 46.60 47.99 45.66
S2 44.71 44.71 47.48
S3 39.22 41.11 46.98
S4 33.73 35.62 45.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.84 47.09 3.75 7.7% 1.48 3.0% 47% False False 797,065
10 53.80 47.09 6.71 13.7% 1.43 2.9% 26% False False 702,183
20 55.03 47.09 7.94 16.3% 1.18 2.4% 22% False False 585,729
40 55.03 47.09 7.94 16.3% 1.17 2.4% 22% False False 382,317
60 56.92 47.09 9.83 20.1% 1.21 2.5% 18% False False 275,334
80 56.92 47.09 9.83 20.1% 1.34 2.7% 18% False False 221,924
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.78
2.618 51.34
1.618 50.46
1.000 49.92
0.618 49.58
HIGH 49.04
0.618 48.70
0.500 48.60
0.382 48.50
LOW 48.16
0.618 47.62
1.000 47.28
1.618 46.74
2.618 45.86
4.250 44.42
Fisher Pivots for day following 15-Mar-2017
Pivot 1 day 3 day
R1 48.77 48.60
PP 48.69 48.33
S1 48.60 48.07

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

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