NYMEX Light Sweet Crude Oil Future June 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 49.64 49.67 0.03 0.1% 49.42
High 50.10 49.82 -0.28 -0.6% 50.54
Low 49.50 48.95 -0.55 -1.1% 48.20
Close 49.73 49.44 -0.29 -0.6% 49.73
Range 0.60 0.87 0.27 45.0% 2.34
ATR 1.19 1.17 -0.02 -1.9% 0.00
Volume 91,606 141,865 50,259 54.9% 648,245
Daily Pivots for day following 20-Mar-2017
Classic Woodie Camarilla DeMark
R4 52.01 51.60 49.92
R3 51.14 50.73 49.68
R2 50.27 50.27 49.60
R1 49.86 49.86 49.52 49.63
PP 49.40 49.40 49.40 49.29
S1 48.99 48.99 49.36 48.76
S2 48.53 48.53 49.28
S3 47.66 48.12 49.20
S4 46.79 47.25 48.96
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 56.51 55.46 51.02
R3 54.17 53.12 50.37
R2 51.83 51.83 50.16
R1 50.78 50.78 49.94 51.31
PP 49.49 49.49 49.49 49.75
S1 48.44 48.44 49.52 48.97
S2 47.15 47.15 49.30
S3 44.81 46.10 49.09
S4 42.47 43.76 48.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.54 48.20 2.34 4.7% 0.97 2.0% 53% False False 136,862
10 54.68 48.20 6.48 13.1% 1.36 2.7% 19% False False 134,618
20 55.52 48.20 7.32 14.8% 1.14 2.3% 17% False False 114,476
40 55.88 48.20 7.68 15.5% 1.08 2.2% 16% False False 98,813
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 53.52
2.618 52.10
1.618 51.23
1.000 50.69
0.618 50.36
HIGH 49.82
0.618 49.49
0.500 49.39
0.382 49.28
LOW 48.95
0.618 48.41
1.000 48.08
1.618 47.54
2.618 46.67
4.250 45.25
Fisher Pivots for day following 20-Mar-2017
Pivot 1 day 3 day
R1 49.42 49.75
PP 49.40 49.64
S1 49.39 49.54

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

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