NYMEX Light Sweet Crude Oil Future April 2017


Trading Metrics calculated at close of trading on 10-Mar-2017
Day Change Summary
Previous Current
09-Mar-2017 10-Mar-2017 Change Change % Previous Week
Open 50.22 49.61 -0.61 -1.2% 53.19
High 50.84 50.11 -0.73 -1.4% 53.80
Low 48.59 48.31 -0.28 -0.6% 48.31
Close 49.28 48.49 -0.79 -1.6% 48.49
Range 2.25 1.80 -0.45 -20.0% 5.49
ATR 1.27 1.31 0.04 2.9% 0.00
Volume 1,073,506 796,960 -276,546 -25.8% 3,832,227
Daily Pivots for day following 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 54.37 53.23 49.48
R3 52.57 51.43 48.99
R2 50.77 50.77 48.82
R1 49.63 49.63 48.66 49.30
PP 48.97 48.97 48.97 48.81
S1 47.83 47.83 48.33 47.50
S2 47.17 47.17 48.16
S3 45.37 46.03 48.00
S4 43.57 44.23 47.50
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 66.67 63.07 51.51
R3 61.18 57.58 50.00
R2 55.69 55.69 49.50
R1 52.09 52.09 48.99 51.15
PP 50.20 50.20 50.20 49.73
S1 46.60 46.60 47.99 45.66
S2 44.71 44.71 47.48
S3 39.22 41.11 46.98
S4 33.73 35.62 45.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.80 48.31 5.49 11.3% 1.76 3.6% 3% False True 766,445
10 54.61 48.31 6.30 13.0% 1.34 2.8% 3% False True 638,655
20 55.03 48.31 6.72 13.9% 1.17 2.4% 3% False True 520,611
40 55.16 48.31 6.85 14.1% 1.18 2.4% 3% False True 336,510
60 56.92 48.31 8.61 17.8% 1.23 2.5% 2% False True 243,454
80 56.92 45.18 11.74 24.2% 1.36 2.8% 28% False False 196,864
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.76
2.618 54.82
1.618 53.02
1.000 51.91
0.618 51.22
HIGH 50.11
0.618 49.42
0.500 49.21
0.382 49.00
LOW 48.31
0.618 47.20
1.000 46.51
1.618 45.40
2.618 43.60
4.250 40.66
Fisher Pivots for day following 10-Mar-2017
Pivot 1 day 3 day
R1 49.21 50.62
PP 48.97 49.91
S1 48.73 49.20

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

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