NYMEX Light Sweet Crude Oil Future June 2017


Trading Metrics calculated at close of trading on 04-Apr-2017
Day Change Summary
Previous Current
03-Apr-2017 04-Apr-2017 Change Change % Previous Week
Open 51.15 50.68 -0.47 -0.9% 48.69
High 51.29 51.74 0.45 0.9% 51.29
Low 50.61 50.35 -0.26 -0.5% 47.63
Close 50.71 51.51 0.80 1.6% 51.07
Range 0.68 1.39 0.71 104.4% 3.66
ATR 1.09 1.11 0.02 2.0% 0.00
Volume 149,430 203,119 53,689 35.9% 795,209
Daily Pivots for day following 04-Apr-2017
Classic Woodie Camarilla DeMark
R4 55.37 54.83 52.27
R3 53.98 53.44 51.89
R2 52.59 52.59 51.76
R1 52.05 52.05 51.64 52.32
PP 51.20 51.20 51.20 51.34
S1 50.66 50.66 51.38 50.93
S2 49.81 49.81 51.26
S3 48.42 49.27 51.13
S4 47.03 47.88 50.75
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 51.74 48.91 2.83 5.5% 1.08 2.1% 92% True False 179,226
10 51.74 47.58 4.16 8.1% 1.03 2.0% 94% True False 159,705
20 53.81 47.58 6.23 12.1% 1.21 2.3% 63% False False 152,099
40 55.52 47.58 7.94 15.4% 1.08 2.1% 49% False False 122,430
60 56.75 47.58 9.17 17.8% 1.13 2.2% 43% False False 105,650
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 57.65
2.618 55.38
1.618 53.99
1.000 53.13
0.618 52.60
HIGH 51.74
0.618 51.21
0.500 51.05
0.382 50.88
LOW 50.35
0.618 49.49
1.000 48.96
1.618 48.10
2.618 46.71
4.250 44.44
Fisher Pivots for day following 04-Apr-2017
Pivot 1 day 3 day
R1 51.36 51.35
PP 51.20 51.19
S1 51.05 51.04

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

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