NYMEX Light Sweet Crude Oil Future June 2017


Trading Metrics calculated at close of trading on 09-May-2017
Day Change Summary
Previous Current
08-May-2017 09-May-2017 Change Change % Previous Week
Open 46.35 46.49 0.14 0.3% 49.17
High 46.98 46.78 -0.20 -0.4% 49.32
Low 45.73 45.53 -0.20 -0.4% 43.76
Close 46.43 45.88 -0.55 -1.2% 46.22
Range 1.25 1.25 0.00 0.0% 5.56
ATR 1.36 1.36 -0.01 -0.6% 0.00
Volume 785,055 701,944 -83,111 -10.6% 3,723,649
Daily Pivots for day following 09-May-2017
Classic Woodie Camarilla DeMark
R4 49.81 49.10 46.57
R3 48.56 47.85 46.22
R2 47.31 47.31 46.11
R1 46.60 46.60 45.99 46.33
PP 46.06 46.06 46.06 45.93
S1 45.35 45.35 45.77 45.08
S2 44.81 44.81 45.65
S3 43.56 44.10 45.54
S4 42.31 42.85 45.19
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 63.11 60.23 49.28
R3 57.55 54.67 47.75
R2 51.99 51.99 47.24
R1 49.11 49.11 46.73 47.77
PP 46.43 46.43 46.43 45.77
S1 43.55 43.55 45.71 42.21
S2 40.87 40.87 45.20
S3 35.31 37.99 44.69
S4 29.75 32.43 43.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.23 43.76 4.47 9.7% 1.76 3.8% 47% False False 828,777
10 50.20 43.76 6.44 14.0% 1.49 3.3% 33% False False 727,154
20 54.14 43.76 10.38 22.6% 1.30 2.8% 20% False False 603,135
40 54.14 43.76 10.38 22.6% 1.17 2.6% 20% False False 388,118
60 55.52 43.76 11.76 25.6% 1.15 2.5% 18% False False 292,252
80 56.40 43.76 12.64 27.6% 1.15 2.5% 17% False False 238,698
Crabel Price Patterns
NR False
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 0.41
Fibonacci Retracements and Extensions
4.250 52.09
2.618 50.05
1.618 48.80
1.000 48.03
0.618 47.55
HIGH 46.78
0.618 46.30
0.500 46.16
0.382 46.01
LOW 45.53
0.618 44.76
1.000 44.28
1.618 43.51
2.618 42.26
4.250 40.22
Fisher Pivots for day following 09-May-2017
Pivot 1 day 3 day
R1 46.16 45.71
PP 46.06 45.54
S1 45.97 45.37

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

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