NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 11-May-2017
Day Change Summary
Previous Current
10-May-2017 11-May-2017 Change Change % Previous Week
Open 47.22 48.35 1.13 2.4% 49.99
High 48.69 49.20 0.51 1.0% 50.07
Low 47.06 48.32 1.26 2.7% 44.76
Close 48.29 48.77 0.48 1.0% 47.20
Range 1.63 0.88 -0.75 -46.0% 5.31
ATR 1.32 1.29 -0.03 -2.2% 0.00
Volume 50,441 49,519 -922 -1.8% 270,453
Daily Pivots for day following 11-May-2017
Classic Woodie Camarilla DeMark
R4 51.40 50.97 49.25
R3 50.52 50.09 49.01
R2 49.64 49.64 48.93
R1 49.21 49.21 48.85 49.43
PP 48.76 48.76 48.76 48.87
S1 48.33 48.33 48.69 48.55
S2 47.88 47.88 48.61
S3 47.00 47.45 48.53
S4 46.12 46.57 48.29
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 63.27 60.55 50.12
R3 57.96 55.24 48.66
R2 52.65 52.65 48.17
R1 49.93 49.93 47.69 48.64
PP 47.34 47.34 47.34 46.70
S1 44.62 44.62 46.71 43.33
S2 42.03 42.03 46.23
S3 36.72 39.31 45.74
S4 31.41 34.00 44.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.20 44.76 4.44 9.1% 1.56 3.2% 90% True False 57,230
10 50.56 44.76 5.80 11.9% 1.46 3.0% 69% False False 51,495
20 54.55 44.76 9.79 20.1% 1.28 2.6% 41% False False 50,996
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.33
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 52.94
2.618 51.50
1.618 50.62
1.000 50.08
0.618 49.74
HIGH 49.20
0.618 48.86
0.500 48.76
0.382 48.66
LOW 48.32
0.618 47.78
1.000 47.44
1.618 46.90
2.618 46.02
4.250 44.58
Fisher Pivots for day following 11-May-2017
Pivot 1 day 3 day
R1 48.77 48.48
PP 48.76 48.18
S1 48.76 47.89

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

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