NYMEX Light Sweet Crude Oil Future July 2017


Trading Metrics calculated at close of trading on 27-Mar-2017
Day Change Summary
Previous Current
24-Mar-2017 27-Mar-2017 Change Change % Previous Week
Open 48.59 49.07 0.48 1.0% 50.00
High 49.10 49.17 0.07 0.1% 50.36
Low 48.48 48.01 -0.47 -1.0% 48.05
Close 48.87 48.69 -0.18 -0.4% 48.87
Range 0.62 1.16 0.54 87.1% 2.31
ATR 1.08 1.08 0.01 0.5% 0.00
Volume 47,644 40,963 -6,681 -14.0% 296,112
Daily Pivots for day following 27-Mar-2017
Classic Woodie Camarilla DeMark
R4 52.10 51.56 49.33
R3 50.94 50.40 49.01
R2 49.78 49.78 48.90
R1 49.24 49.24 48.80 48.93
PP 48.62 48.62 48.62 48.47
S1 48.08 48.08 48.58 47.77
S2 47.46 47.46 48.48
S3 46.30 46.92 48.37
S4 45.14 45.76 48.05
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 56.02 54.76 50.14
R3 53.71 52.45 49.51
R2 51.40 51.40 49.29
R1 50.14 50.14 49.08 49.62
PP 49.09 49.09 49.09 48.83
S1 47.83 47.83 48.66 47.31
S2 46.78 46.78 48.45
S3 44.47 45.52 48.23
S4 42.16 43.21 47.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.36 48.01 2.35 4.8% 1.02 2.1% 29% False True 55,730
10 50.82 48.01 2.81 5.8% 0.98 2.0% 24% False True 54,154
20 55.43 48.01 7.42 15.2% 1.13 2.3% 9% False True 48,069
40 56.13 48.01 8.12 16.7% 1.03 2.1% 8% False True 39,772
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.10
2.618 52.21
1.618 51.05
1.000 50.33
0.618 49.89
HIGH 49.17
0.618 48.73
0.500 48.59
0.382 48.45
LOW 48.01
0.618 47.29
1.000 46.85
1.618 46.13
2.618 44.97
4.250 43.08
Fisher Pivots for day following 27-Mar-2017
Pivot 1 day 3 day
R1 48.66 48.69
PP 48.62 48.69
S1 48.59 48.69

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

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