NYMEX Light Sweet Crude Oil Future June 2017


Trading Metrics calculated at close of trading on 31-Mar-2017
Day Change Summary
Previous Current
30-Mar-2017 31-Mar-2017 Change Change % Previous Week
Open 50.05 50.72 0.67 1.3% 48.69
High 50.89 51.29 0.40 0.8% 51.29
Low 49.73 50.33 0.60 1.2% 47.63
Close 50.78 51.07 0.29 0.6% 51.07
Range 1.16 0.96 -0.20 -17.2% 3.66
ATR 1.13 1.12 -0.01 -1.1% 0.00
Volume 213,803 161,672 -52,131 -24.4% 795,209
Daily Pivots for day following 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 53.78 53.38 51.60
R3 52.82 52.42 51.33
R2 51.86 51.86 51.25
R1 51.46 51.46 51.16 51.66
PP 50.90 50.90 50.90 51.00
S1 50.50 50.50 50.98 50.70
S2 49.94 49.94 50.89
S3 48.98 49.54 50.81
S4 48.02 48.58 50.54
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 60.98 59.68 53.08
R3 57.32 56.02 52.08
R2 53.66 53.66 51.74
R1 52.36 52.36 51.41 53.01
PP 50.00 50.00 50.00 50.32
S1 48.70 48.70 50.73 49.35
S2 46.34 46.34 50.40
S3 42.68 45.04 50.06
S4 39.02 41.38 49.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.29 47.63 3.66 7.2% 1.09 2.1% 94% True False 159,041
10 51.29 47.58 3.71 7.3% 1.05 2.1% 94% True False 157,089
20 54.68 47.58 7.10 13.9% 1.20 2.3% 49% False False 142,988
40 55.73 47.58 8.15 16.0% 1.08 2.1% 43% False False 116,540
60 57.13 47.58 9.55 18.7% 1.14 2.2% 37% False False 101,310
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 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.37
2.618 53.80
1.618 52.84
1.000 52.25
0.618 51.88
HIGH 51.29
0.618 50.92
0.500 50.81
0.382 50.70
LOW 50.33
0.618 49.74
1.000 49.37
1.618 48.78
2.618 47.82
4.250 46.25
Fisher Pivots for day following 31-Mar-2017
Pivot 1 day 3 day
R1 50.98 50.75
PP 50.90 50.42
S1 50.81 50.10

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

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