NYMEX Light Sweet Crude Oil Future April 2017


Trading Metrics calculated at close of trading on 21-Mar-2017
Day Change Summary
Previous Current
20-Mar-2017 21-Mar-2017 Change Change % Previous Week
Open 48.70 47.93 -0.77 -1.6% 48.45
High 48.74 48.73 -0.01 0.0% 49.62
Low 47.84 47.23 -0.61 -1.3% 47.09
Close 48.22 47.34 -0.88 -1.8% 48.78
Range 0.90 1.50 0.60 66.7% 2.53
ATR 1.22 1.24 0.02 1.6% 0.00
Volume 103,177 25,169 -78,008 -75.6% 2,804,054
Daily Pivots for day following 21-Mar-2017
Classic Woodie Camarilla DeMark
R4 52.27 51.30 48.17
R3 50.77 49.80 47.75
R2 49.27 49.27 47.62
R1 48.30 48.30 47.48 48.04
PP 47.77 47.77 47.77 47.63
S1 46.80 46.80 47.20 46.54
S2 46.27 46.27 47.07
S3 44.77 45.30 46.93
S4 43.27 43.80 46.52
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 56.09 54.96 50.17
R3 53.56 52.43 49.48
R2 51.03 51.03 49.24
R1 49.90 49.90 49.01 50.47
PP 48.50 48.50 48.50 48.78
S1 47.37 47.37 48.55 47.94
S2 45.97 45.97 48.32
S3 43.44 44.84 48.08
S4 40.91 42.31 47.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.62 47.23 2.39 5.0% 1.01 2.1% 5% False True 294,665
10 52.92 47.09 5.83 12.3% 1.45 3.1% 4% False False 576,625
20 54.94 47.09 7.85 16.6% 1.20 2.5% 3% False False 537,178
40 55.03 47.09 7.94 16.8% 1.14 2.4% 3% False False 391,904
60 56.92 47.09 9.83 20.8% 1.20 2.5% 3% False False 286,242
80 56.92 47.09 9.83 20.8% 1.31 2.8% 3% False False 229,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 55.11
2.618 52.66
1.618 51.16
1.000 50.23
0.618 49.66
HIGH 48.73
0.618 48.16
0.500 47.98
0.382 47.80
LOW 47.23
0.618 46.30
1.000 45.73
1.618 44.80
2.618 43.30
4.250 40.86
Fisher Pivots for day following 21-Mar-2017
Pivot 1 day 3 day
R1 47.98 48.22
PP 47.77 47.92
S1 47.55 47.63

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

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