NYMEX Light Sweet Crude Oil Future May 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 49.25 48.91 -0.34 -0.7% 49.00
High 49.36 49.48 0.12 0.2% 50.14
Low 48.46 47.99 -0.47 -1.0% 47.71
Close 48.91 48.24 -0.67 -1.4% 49.31
Range 0.90 1.49 0.59 65.6% 2.43
ATR 1.20 1.22 0.02 1.7% 0.00
Volume 593,698 628,119 34,421 5.8% 1,758,644
Daily Pivots for day following 21-Mar-2017
Classic Woodie Camarilla DeMark
R4 53.04 52.13 49.06
R3 51.55 50.64 48.65
R2 50.06 50.06 48.51
R1 49.15 49.15 48.38 48.86
PP 48.57 48.57 48.57 48.43
S1 47.66 47.66 48.10 47.37
S2 47.08 47.08 47.97
S3 45.59 46.17 47.83
S4 44.10 44.68 47.42
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 56.34 55.26 50.65
R3 53.91 52.83 49.98
R2 51.48 51.48 49.76
R1 50.40 50.40 49.53 50.94
PP 49.05 49.05 49.05 49.33
S1 47.97 47.97 49.09 48.51
S2 46.62 46.62 48.86
S3 44.19 45.54 48.64
S4 41.76 43.11 47.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.14 47.99 2.15 4.5% 0.99 2.0% 12% False True 466,517
10 53.43 47.71 5.72 11.9% 1.43 3.0% 9% False False 395,341
20 55.25 47.71 7.54 15.6% 1.18 2.4% 7% False False 269,480
40 55.45 47.71 7.74 16.0% 1.11 2.3% 7% False False 178,292
60 57.50 47.71 9.79 20.3% 1.17 2.4% 5% False False 132,613
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
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 55.81
2.618 53.38
1.618 51.89
1.000 50.97
0.618 50.40
HIGH 49.48
0.618 48.91
0.500 48.74
0.382 48.56
LOW 47.99
0.618 47.07
1.000 46.50
1.618 45.58
2.618 44.09
4.250 41.66
Fisher Pivots for day following 21-Mar-2017
Pivot 1 day 3 day
R1 48.74 48.85
PP 48.57 48.65
S1 48.41 48.44

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.