NYMEX Light Sweet Crude Oil Future May 2017


Trading Metrics calculated at close of trading on 22-Mar-2017
Day Change Summary
Previous Current
21-Mar-2017 22-Mar-2017 Change Change % Previous Week
Open 48.91 48.16 -0.75 -1.5% 49.00
High 49.48 48.32 -1.16 -2.3% 50.14
Low 47.99 47.01 -0.98 -2.0% 47.71
Close 48.24 48.04 -0.20 -0.4% 49.31
Range 1.49 1.31 -0.18 -12.1% 2.43
ATR 1.22 1.22 0.01 0.5% 0.00
Volume 628,119 680,849 52,730 8.4% 1,758,644
Daily Pivots for day following 22-Mar-2017
Classic Woodie Camarilla DeMark
R4 51.72 51.19 48.76
R3 50.41 49.88 48.40
R2 49.10 49.10 48.28
R1 48.57 48.57 48.16 48.18
PP 47.79 47.79 47.79 47.60
S1 47.26 47.26 47.92 46.87
S2 46.48 46.48 47.80
S3 45.17 45.95 47.68
S4 43.86 44.64 47.32
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 47.01 3.13 6.5% 1.09 2.3% 33% False True 524,952
10 51.40 47.01 4.39 9.1% 1.27 2.7% 23% False True 431,168
20 55.25 47.01 8.24 17.2% 1.19 2.5% 13% False True 297,139
40 55.45 47.01 8.44 17.6% 1.13 2.3% 12% False True 193,345
60 57.50 47.01 10.49 21.8% 1.17 2.4% 10% False True 143,397
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.89
2.618 51.75
1.618 50.44
1.000 49.63
0.618 49.13
HIGH 48.32
0.618 47.82
0.500 47.67
0.382 47.51
LOW 47.01
0.618 46.20
1.000 45.70
1.618 44.89
2.618 43.58
4.250 41.44
Fisher Pivots for day following 22-Mar-2017
Pivot 1 day 3 day
R1 47.92 48.25
PP 47.79 48.18
S1 47.67 48.11

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

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