NYMEX Light Sweet Crude Oil Future May 2017


Trading Metrics calculated at close of trading on 20-Apr-2017
Day Change Summary
Previous Current
19-Apr-2017 20-Apr-2017 Change Change % Previous Week
Open 52.36 50.63 -1.73 -3.3% 52.31
High 52.65 50.97 -1.68 -3.2% 53.76
Low 50.09 50.18 0.09 0.2% 52.29
Close 50.44 50.27 -0.17 -0.3% 53.18
Range 2.56 0.79 -1.77 -69.1% 1.47
ATR 1.13 1.11 -0.02 -2.1% 0.00
Volume 133,173 25,720 -107,453 -80.7% 2,274,082
Daily Pivots for day following 20-Apr-2017
Classic Woodie Camarilla DeMark
R4 52.84 52.35 50.70
R3 52.05 51.56 50.49
R2 51.26 51.26 50.41
R1 50.77 50.77 50.34 50.62
PP 50.47 50.47 50.47 50.40
S1 49.98 49.98 50.20 49.83
S2 49.68 49.68 50.13
S3 48.89 49.19 50.05
S4 48.10 48.40 49.84
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 57.49 56.80 53.99
R3 56.02 55.33 53.58
R2 54.55 54.55 53.45
R1 53.86 53.86 53.31 54.21
PP 53.08 53.08 53.08 53.25
S1 52.39 52.39 53.05 52.74
S2 51.61 51.61 52.91
S3 50.14 50.92 52.78
S4 48.67 49.45 52.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.39 50.09 3.30 6.6% 1.07 2.1% 5% False False 233,622
10 53.76 50.09 3.67 7.3% 1.05 2.1% 5% False False 423,081
20 53.76 47.08 6.68 13.3% 1.04 2.1% 48% False False 470,066
40 55.25 47.01 8.24 16.4% 1.11 2.2% 40% False False 383,603
60 55.45 47.01 8.44 16.8% 1.10 2.2% 39% False False 285,586
80 57.50 47.01 10.49 20.9% 1.14 2.3% 31% False False 225,065
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.33
2.618 53.04
1.618 52.25
1.000 51.76
0.618 51.46
HIGH 50.97
0.618 50.67
0.500 50.58
0.382 50.48
LOW 50.18
0.618 49.69
1.000 49.39
1.618 48.90
2.618 48.11
4.250 46.82
Fisher Pivots for day following 20-Apr-2017
Pivot 1 day 3 day
R1 50.58 51.47
PP 50.47 51.07
S1 50.37 50.67

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

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