NYMEX Light Sweet Crude Oil Future May 2017


Trading Metrics calculated at close of trading on 17-Mar-2017
Day Change Summary
Previous Current
16-Mar-2017 17-Mar-2017 Change Change % Previous Week
Open 49.60 49.29 -0.31 -0.6% 49.00
High 50.14 49.71 -0.43 -0.9% 50.14
Low 49.01 49.10 0.09 0.2% 47.71
Close 49.24 49.31 0.07 0.1% 49.31
Range 1.13 0.61 -0.52 -46.0% 2.43
ATR 1.27 1.22 -0.05 -3.7% 0.00
Volume 376,317 345,780 -30,537 -8.1% 1,758,644
Daily Pivots for day following 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 51.20 50.87 49.65
R3 50.59 50.26 49.48
R2 49.98 49.98 49.42
R1 49.65 49.65 49.37 49.82
PP 49.37 49.37 49.37 49.46
S1 49.04 49.04 49.25 49.21
S2 48.76 48.76 49.20
S3 48.15 48.43 49.14
S4 47.54 47.82 48.97
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 56.34 55.26 50.65
R3 53.91 52.83 49.98
R2 51.48 51.48 49.76
R1 50.40 50.40 49.53 50.94
PP 49.05 49.05 49.05 49.33
S1 47.97 47.97 49.09 48.51
S2 46.62 46.62 48.86
S3 44.19 45.54 48.64
S4 41.76 43.11 47.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.14 47.71 2.43 4.9% 1.00 2.0% 66% False False 351,728
10 54.29 47.71 6.58 13.3% 1.37 2.8% 24% False False 311,262
20 55.32 47.71 7.61 15.4% 1.15 2.3% 21% False False 218,079
40 55.45 47.71 7.74 15.7% 1.12 2.3% 21% False False 150,636
60 57.50 47.71 9.79 19.9% 1.16 2.4% 16% False False 113,233
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 52.30
2.618 51.31
1.618 50.70
1.000 50.32
0.618 50.09
HIGH 49.71
0.618 49.48
0.500 49.41
0.382 49.33
LOW 49.10
0.618 48.72
1.000 48.49
1.618 48.11
2.618 47.50
4.250 46.51
Fisher Pivots for day following 17-Mar-2017
Pivot 1 day 3 day
R1 49.41 49.46
PP 49.37 49.41
S1 49.34 49.36

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

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