NYMEX Light Sweet Crude Oil Future June 2017


Trading Metrics calculated at close of trading on 06-Mar-2017
Day Change Summary
Previous Current
03-Mar-2017 06-Mar-2017 Change Change % Previous Week
Open 53.40 54.05 0.65 1.2% 54.57
High 54.18 54.39 0.21 0.4% 55.18
Low 53.36 53.56 0.20 0.4% 53.34
Close 54.12 54.11 -0.01 0.0% 54.12
Range 0.82 0.83 0.01 1.2% 1.84
ATR 1.01 1.00 -0.01 -1.3% 0.00
Volume 64,848 84,546 19,698 30.4% 474,780
Daily Pivots for day following 06-Mar-2017
Classic Woodie Camarilla DeMark
R4 56.51 56.14 54.57
R3 55.68 55.31 54.34
R2 54.85 54.85 54.26
R1 54.48 54.48 54.19 54.67
PP 54.02 54.02 54.02 54.11
S1 53.65 53.65 54.03 53.84
S2 53.19 53.19 53.96
S3 52.36 52.82 53.88
S4 51.53 51.99 53.65
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 59.73 58.77 55.13
R3 57.89 56.93 54.63
R2 56.05 56.05 54.46
R1 55.09 55.09 54.29 54.65
PP 54.21 54.21 54.21 54.00
S1 53.25 53.25 53.95 52.81
S2 52.37 52.37 53.78
S3 50.53 51.41 53.61
S4 48.69 49.57 53.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.18 53.34 1.84 3.4% 0.92 1.7% 42% False False 94,527
10 55.52 53.34 2.18 4.0% 0.93 1.7% 35% False False 94,334
20 55.71 52.86 2.85 5.3% 0.96 1.8% 44% False False 91,596
40 57.13 52.86 4.27 7.9% 1.09 2.0% 29% False False 81,332
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 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.92
2.618 56.56
1.618 55.73
1.000 55.22
0.618 54.90
HIGH 54.39
0.618 54.07
0.500 53.98
0.382 53.88
LOW 53.56
0.618 53.05
1.000 52.73
1.618 52.22
2.618 51.39
4.250 50.03
Fisher Pivots for day following 06-Mar-2017
Pivot 1 day 3 day
R1 54.07 54.07
PP 54.02 54.02
S1 53.98 53.98

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

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