NYMEX Light Sweet Crude Oil Future June 2017


Trading Metrics calculated at close of trading on 10-May-2017
Day Change Summary
Previous Current
09-May-2017 10-May-2017 Change Change % Previous Week
Open 46.49 46.18 -0.31 -0.7% 49.17
High 46.78 47.78 1.00 2.1% 49.32
Low 45.53 46.01 0.48 1.1% 43.76
Close 45.88 47.33 1.45 3.2% 46.22
Range 1.25 1.77 0.52 41.6% 5.56
ATR 1.36 1.39 0.04 2.9% 0.00
Volume 701,944 819,796 117,852 16.8% 3,723,649
Daily Pivots for day following 10-May-2017
Classic Woodie Camarilla DeMark
R4 52.35 51.61 48.30
R3 50.58 49.84 47.82
R2 48.81 48.81 47.65
R1 48.07 48.07 47.49 48.44
PP 47.04 47.04 47.04 47.23
S1 46.30 46.30 47.17 46.67
S2 45.27 45.27 47.01
S3 43.50 44.53 46.84
S4 41.73 42.76 46.36
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 47.78 43.76 4.02 8.5% 1.93 4.1% 89% True False 854,472
10 49.76 43.76 6.00 12.7% 1.54 3.3% 60% False False 743,562
20 54.14 43.76 10.38 21.9% 1.35 2.8% 34% False False 629,936
40 54.14 43.76 10.38 21.9% 1.18 2.5% 34% False False 404,427
60 55.52 43.76 11.76 24.8% 1.16 2.5% 30% False False 304,978
80 56.40 43.76 12.64 26.7% 1.16 2.4% 28% False False 248,294
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.30
2.618 52.41
1.618 50.64
1.000 49.55
0.618 48.87
HIGH 47.78
0.618 47.10
0.500 46.90
0.382 46.69
LOW 46.01
0.618 44.92
1.000 44.24
1.618 43.15
2.618 41.38
4.250 38.49
Fisher Pivots for day following 10-May-2017
Pivot 1 day 3 day
R1 47.19 47.11
PP 47.04 46.88
S1 46.90 46.66

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

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