NYMEX Light Sweet Crude Oil Future May 2017


Trading Metrics calculated at close of trading on 09-Mar-2017
Day Change Summary
Previous Current
08-Mar-2017 09-Mar-2017 Change Change % Previous Week
Open 53.30 50.76 -2.54 -4.8% 54.34
High 53.43 51.40 -2.03 -3.8% 54.93
Low 50.61 49.14 -1.47 -2.9% 53.00
Close 50.83 49.83 -1.00 -2.0% 53.78
Range 2.82 2.26 -0.56 -19.9% 1.93
ATR 1.17 1.25 0.08 6.6% 0.00
Volume 322,580 377,326 54,746 17.0% 730,626
Daily Pivots for day following 09-Mar-2017
Classic Woodie Camarilla DeMark
R4 56.90 55.63 51.07
R3 54.64 53.37 50.45
R2 52.38 52.38 50.24
R1 51.11 51.11 50.04 50.62
PP 50.12 50.12 50.12 49.88
S1 48.85 48.85 49.62 48.36
S2 47.86 47.86 49.42
S3 45.60 46.59 49.21
S4 43.34 44.33 48.59
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 59.69 58.67 54.84
R3 57.76 56.74 54.31
R2 55.83 55.83 54.13
R1 54.81 54.81 53.96 54.36
PP 53.90 53.90 53.90 53.68
S1 52.88 52.88 53.60 52.43
S2 51.97 51.97 53.43
S3 50.04 50.95 53.25
S4 48.11 49.02 52.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.29 49.14 5.15 10.3% 1.56 3.1% 13% False True 237,318
10 54.93 49.14 5.79 11.6% 1.22 2.4% 12% False True 189,606
20 55.32 49.14 6.18 12.4% 1.09 2.2% 11% False True 147,175
40 55.85 49.14 6.71 13.5% 1.15 2.3% 10% False True 107,639
60 57.50 49.14 8.36 16.8% 1.19 2.4% 8% False True 82,897
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.01
2.618 57.32
1.618 55.06
1.000 53.66
0.618 52.80
HIGH 51.40
0.618 50.54
0.500 50.27
0.382 50.00
LOW 49.14
0.618 47.74
1.000 46.88
1.618 45.48
2.618 43.22
4.250 39.54
Fisher Pivots for day following 09-Mar-2017
Pivot 1 day 3 day
R1 50.27 51.72
PP 50.12 51.09
S1 49.98 50.46

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

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