NYMEX Light Sweet Crude Oil Future April 2017

Trading Metrics calculated at close of trading on 06-Mar-2017

Day Change Summary
	Previous	Current
	03-Mar-2017	06-Mar-2017	Change	Change %	Previous Week
Open	52.58	53.19	0.61	1.2%	54.02
High	53.39	53.56	0.17	0.3%	54.61
Low	52.55	52.76	0.21	0.4%	52.54
Close	53.33	53.20	-0.13	-0.2%	53.33
Range	0.84	0.80	-0.04	-4.8%	2.07
ATR	1.07	1.05	-0.02	-1.8%	0.00
Volume	436,360	503,692	67,332	15.4%	2,554,328

Daily Pivots for day following 06-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	55.57	55.19	53.64
R3	54.77	54.39	53.42
R2	53.97	53.97	53.35
R1	53.59	53.59	53.27	53.78
PP	53.17	53.17	53.17	53.27
S1	52.79	52.79	53.13	52.98
S2	52.37	52.37	53.05
S3	51.57	51.99	52.98
S4	50.77	51.19	52.76

Weekly Pivots for week ending 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	59.70	58.59	54.47
R3	57.63	56.52	53.90
R2	55.56	55.56	53.71
R1	54.45	54.45	53.52	53.97
PP	53.49	53.49	53.49	53.26
S1	52.38	52.38	53.14	51.90
S2	51.42	51.42	52.95
S3	49.35	50.31	52.76
S4	47.28	48.24	52.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.44	52.54	1.90	3.6%	0.95	1.8%	35%	False	False	532,728
10	55.03	52.54	2.49	4.7%	0.98	1.8%	27%	False	False	514,794
20	55.03	51.86	3.17	6.0%	1.01	1.9%	42%	False	False	405,034
40	55.97	51.86	4.11	7.7%	1.14	2.1%	33%	False	False	261,699
60	56.92	51.86	5.06	9.5%	1.18	2.2%	26%	False	False	193,276
80	56.92	45.18	11.74	22.1%	1.34	2.5%	68%	False	False	157,319

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	0.18
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	56.96
2.618	55.65
1.618	54.85
1.000	54.36
0.618	54.05
HIGH	53.56
0.618	53.25
0.500	53.16
0.382	53.07
LOW	52.76
0.618	52.27
1.000	51.96
1.618	51.47
2.618	50.67
4.250	49.36

Fisher Pivots for day following 06-Mar-2017
Pivot	1 day	3 day
R1	53.19	53.19
PP	53.17	53.18
S1	53.16	53.17

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols