NYMEX Light Sweet Crude Oil Future June 2017


Trading Metrics calculated at close of trading on 30-Mar-2017
Day Change Summary
Previous Current
29-Mar-2017 30-Mar-2017 Change Change % Previous Week
Open 48.99 50.05 1.06 2.2% 49.67
High 50.10 50.89 0.79 1.6% 50.00
Low 48.91 49.73 0.82 1.7% 47.58
Close 50.00 50.78 0.78 1.6% 48.51
Range 1.19 1.16 -0.03 -2.5% 2.42
ATR 1.13 1.13 0.00 0.2% 0.00
Volume 168,108 213,803 45,695 27.2% 775,687
Daily Pivots for day following 30-Mar-2017
Classic Woodie Camarilla DeMark
R4 53.95 53.52 51.42
R3 52.79 52.36 51.10
R2 51.63 51.63 50.99
R1 51.20 51.20 50.89 51.42
PP 50.47 50.47 50.47 50.57
S1 50.04 50.04 50.67 50.26
S2 49.31 49.31 50.57
S3 48.15 48.88 50.46
S4 46.99 47.72 50.14
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 50.89 47.63 3.26 6.4% 1.02 2.0% 97% True False 152,395
10 50.89 47.58 3.31 6.5% 1.01 2.0% 97% True False 150,083
20 54.68 47.58 7.10 14.0% 1.19 2.3% 45% False False 138,146
40 55.88 47.58 8.30 16.3% 1.08 2.1% 39% False False 114,306
60 57.13 47.58 9.55 18.8% 1.14 2.2% 34% False False 99,616
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.82
2.618 53.93
1.618 52.77
1.000 52.05
0.618 51.61
HIGH 50.89
0.618 50.45
0.500 50.31
0.382 50.17
LOW 49.73
0.618 49.01
1.000 48.57
1.618 47.85
2.618 46.69
4.250 44.80
Fisher Pivots for day following 30-Mar-2017
Pivot 1 day 3 day
R1 50.62 50.39
PP 50.47 50.01
S1 50.31 49.62

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

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