NYMEX Light Sweet Crude Oil Future May 2017


Trading Metrics calculated at close of trading on 14-Mar-2017
Day Change Summary
Previous Current
13-Mar-2017 14-Mar-2017 Change Change % Previous Week
Open 49.00 49.00 0.00 0.0% 53.65
High 49.25 49.36 0.11 0.2% 54.29
Low 48.45 47.71 -0.74 -1.5% 48.85
Close 48.94 48.35 -0.59 -1.2% 49.03
Range 0.80 1.65 0.85 106.3% 5.44
ATR 1.25 1.28 0.03 2.3% 0.00
Volume 254,113 393,761 139,648 55.0% 1,353,983
Daily Pivots for day following 14-Mar-2017
Classic Woodie Camarilla DeMark
R4 53.42 52.54 49.26
R3 51.77 50.89 48.80
R2 50.12 50.12 48.65
R1 49.24 49.24 48.50 48.86
PP 48.47 48.47 48.47 48.28
S1 47.59 47.59 48.20 47.21
S2 46.82 46.82 48.05
S3 45.17 45.94 47.90
S4 43.52 44.29 47.44
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 67.04 63.48 52.02
R3 61.60 58.04 50.53
R2 56.16 56.16 50.03
R1 52.60 52.60 49.53 51.66
PP 50.72 50.72 50.72 50.26
S1 47.16 47.16 48.53 46.22
S2 45.28 45.28 48.03
S3 39.84 41.72 47.53
S4 34.40 36.28 46.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.43 47.71 5.72 11.8% 1.86 3.9% 11% False True 324,165
10 54.85 47.71 7.14 14.8% 1.41 2.9% 9% False True 240,902
20 55.32 47.71 7.61 15.7% 1.15 2.4% 8% False True 176,207
40 55.85 47.71 8.14 16.8% 1.16 2.4% 8% False True 126,492
60 57.50 47.71 9.79 20.2% 1.18 2.4% 7% False True 96,124
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.37
2.618 53.68
1.618 52.03
1.000 51.01
0.618 50.38
HIGH 49.36
0.618 48.73
0.500 48.54
0.382 48.34
LOW 47.71
0.618 46.69
1.000 46.06
1.618 45.04
2.618 43.39
4.250 40.70
Fisher Pivots for day following 14-Mar-2017
Pivot 1 day 3 day
R1 48.54 49.18
PP 48.47 48.90
S1 48.41 48.63

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

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