NYMEX Light Sweet Crude Oil Future June 2017


Trading Metrics calculated at close of trading on 15-Mar-2017
Day Change Summary
Previous Current
14-Mar-2017 15-Mar-2017 Change Change % Previous Week
Open 49.42 49.75 0.33 0.7% 54.05
High 49.79 49.99 0.20 0.4% 54.68
Low 48.20 49.26 1.06 2.2% 49.26
Close 48.83 49.78 0.95 1.9% 49.45
Range 1.59 0.73 -0.86 -54.1% 5.42
ATR 1.26 1.25 -0.01 -0.6% 0.00
Volume 167,427 165,636 -1,791 -1.1% 640,619
Daily Pivots for day following 15-Mar-2017
Classic Woodie Camarilla DeMark
R4 51.87 51.55 50.18
R3 51.14 50.82 49.98
R2 50.41 50.41 49.91
R1 50.09 50.09 49.85 50.25
PP 49.68 49.68 49.68 49.76
S1 49.36 49.36 49.71 49.52
S2 48.95 48.95 49.65
S3 48.22 48.63 49.58
S4 47.49 47.90 49.38
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 67.39 63.84 52.43
R3 61.97 58.42 50.94
R2 56.55 56.55 50.44
R1 53.00 53.00 49.95 52.07
PP 51.13 51.13 51.13 50.66
S1 47.58 47.58 48.95 46.65
S2 45.71 45.71 48.46
S3 40.29 42.16 47.96
S4 34.87 36.74 46.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.82 48.20 3.62 7.3% 1.43 2.9% 44% False False 147,968
10 54.68 48.20 6.48 13.0% 1.39 2.8% 24% False False 125,299
20 55.52 48.20 7.32 14.7% 1.13 2.3% 22% False False 111,287
40 55.88 48.20 7.68 15.4% 1.12 2.2% 21% False False 94,583
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.31
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 53.09
2.618 51.90
1.618 51.17
1.000 50.72
0.618 50.44
HIGH 49.99
0.618 49.71
0.500 49.63
0.382 49.54
LOW 49.26
0.618 48.81
1.000 48.53
1.618 48.08
2.618 47.35
4.250 46.16
Fisher Pivots for day following 15-Mar-2017
Pivot 1 day 3 day
R1 49.73 49.55
PP 49.68 49.32
S1 49.63 49.10

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

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