NYMEX Light Sweet Crude Oil Future June 2017


Trading Metrics calculated at close of trading on 21-Mar-2017
Day Change Summary
Previous Current
20-Mar-2017 21-Mar-2017 Change Change % Previous Week
Open 49.67 49.41 -0.26 -0.5% 49.42
High 49.82 50.00 0.18 0.4% 50.54
Low 48.95 48.58 -0.37 -0.8% 48.20
Close 49.44 48.82 -0.62 -1.3% 49.73
Range 0.87 1.42 0.55 63.2% 2.34
ATR 1.17 1.19 0.02 1.5% 0.00
Volume 141,865 184,529 42,664 30.1% 648,245
Daily Pivots for day following 21-Mar-2017
Classic Woodie Camarilla DeMark
R4 53.39 52.53 49.60
R3 51.97 51.11 49.21
R2 50.55 50.55 49.08
R1 49.69 49.69 48.95 49.41
PP 49.13 49.13 49.13 49.00
S1 48.27 48.27 48.69 47.99
S2 47.71 47.71 48.56
S3 46.29 46.85 48.43
S4 44.87 45.43 48.04
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 48.58 1.96 4.0% 0.94 1.9% 12% False True 140,283
10 53.81 48.20 5.61 11.5% 1.39 2.8% 11% False False 144,493
20 55.46 48.20 7.26 14.9% 1.15 2.4% 9% False False 117,239
40 55.88 48.20 7.68 15.7% 1.09 2.2% 8% False False 102,201
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 56.04
2.618 53.72
1.618 52.30
1.000 51.42
0.618 50.88
HIGH 50.00
0.618 49.46
0.500 49.29
0.382 49.12
LOW 48.58
0.618 47.70
1.000 47.16
1.618 46.28
2.618 44.86
4.250 42.55
Fisher Pivots for day following 21-Mar-2017
Pivot 1 day 3 day
R1 49.29 49.34
PP 49.13 49.17
S1 48.98 48.99

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

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