NYMEX Light Sweet Crude Oil Future June 2017


Trading Metrics calculated at close of trading on 29-Mar-2017
Day Change Summary
Previous Current
28-Mar-2017 29-Mar-2017 Change Change % Previous Week
Open 48.40 48.99 0.59 1.2% 49.67
High 49.29 50.10 0.81 1.6% 50.00
Low 48.35 48.91 0.56 1.2% 47.58
Close 48.90 50.00 1.10 2.2% 48.51
Range 0.94 1.19 0.25 26.6% 2.42
ATR 1.12 1.13 0.01 0.5% 0.00
Volume 147,134 168,108 20,974 14.3% 775,687
Daily Pivots for day following 29-Mar-2017
Classic Woodie Camarilla DeMark
R4 53.24 52.81 50.65
R3 52.05 51.62 50.33
R2 50.86 50.86 50.22
R1 50.43 50.43 50.11 50.65
PP 49.67 49.67 49.67 49.78
S1 49.24 49.24 49.89 49.46
S2 48.48 48.48 49.78
S3 47.29 48.05 49.67
S4 46.10 46.86 49.35
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 55.96 54.65 49.84
R3 53.54 52.23 49.18
R2 51.12 51.12 48.95
R1 49.81 49.81 48.73 49.26
PP 48.70 48.70 48.70 48.42
S1 47.39 47.39 48.29 46.84
S2 46.28 46.28 48.07
S3 43.86 44.97 47.84
S4 41.44 42.55 47.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.10 47.63 2.47 4.9% 0.96 1.9% 96% True False 135,609
10 50.54 47.58 2.96 5.9% 1.00 2.0% 82% False False 140,480
20 54.68 47.58 7.10 14.2% 1.20 2.4% 34% False False 132,889
40 55.88 47.58 8.30 16.6% 1.08 2.2% 29% False False 111,310
60 57.95 47.58 10.37 20.7% 1.17 2.3% 23% False False 97,872
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 55.16
2.618 53.22
1.618 52.03
1.000 51.29
0.618 50.84
HIGH 50.10
0.618 49.65
0.500 49.51
0.382 49.36
LOW 48.91
0.618 48.17
1.000 47.72
1.618 46.98
2.618 45.79
4.250 43.85
Fisher Pivots for day following 29-Mar-2017
Pivot 1 day 3 day
R1 49.84 49.62
PP 49.67 49.24
S1 49.51 48.87

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

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