NYMEX Light Sweet Crude Oil Future May 2017


Trading Metrics calculated at close of trading on 20-Mar-2017
Day Change Summary
Previous Current
17-Mar-2017 20-Mar-2017 Change Change % Previous Week
Open 49.29 49.25 -0.04 -0.1% 49.00
High 49.71 49.36 -0.35 -0.7% 50.14
Low 49.10 48.46 -0.64 -1.3% 47.71
Close 49.31 48.91 -0.40 -0.8% 49.31
Range 0.61 0.90 0.29 47.5% 2.43
ATR 1.22 1.20 -0.02 -1.9% 0.00
Volume 345,780 593,698 247,918 71.7% 1,758,644
Daily Pivots for day following 20-Mar-2017
Classic Woodie Camarilla DeMark
R4 51.61 51.16 49.41
R3 50.71 50.26 49.16
R2 49.81 49.81 49.08
R1 49.36 49.36 48.99 49.14
PP 48.91 48.91 48.91 48.80
S1 48.46 48.46 48.83 48.24
S2 48.01 48.01 48.75
S3 47.11 47.56 48.66
S4 46.21 46.66 48.42
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 5.0% 1.02 2.1% 49% False False 419,645
10 54.29 47.71 6.58 13.5% 1.38 2.8% 18% False False 351,848
20 55.32 47.71 7.61 15.6% 1.17 2.4% 16% False False 243,728
40 55.45 47.71 7.74 15.8% 1.10 2.3% 16% False False 163,653
60 57.50 47.71 9.79 20.0% 1.16 2.4% 12% False False 122,732
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.19
2.618 51.72
1.618 50.82
1.000 50.26
0.618 49.92
HIGH 49.36
0.618 49.02
0.500 48.91
0.382 48.80
LOW 48.46
0.618 47.90
1.000 47.56
1.618 47.00
2.618 46.10
4.250 44.64
Fisher Pivots for day following 20-Mar-2017
Pivot 1 day 3 day
R1 48.91 49.30
PP 48.91 49.17
S1 48.91 49.04

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

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