NYMEX Light Sweet Crude Oil Future May 2017


Trading Metrics calculated at close of trading on 23-Mar-2017
Day Change Summary
Previous Current
22-Mar-2017 23-Mar-2017 Change Change % Previous Week
Open 48.16 48.15 -0.01 0.0% 49.00
High 48.32 48.48 0.16 0.3% 50.14
Low 47.01 47.58 0.57 1.2% 47.71
Close 48.04 47.70 -0.34 -0.7% 49.31
Range 1.31 0.90 -0.41 -31.3% 2.43
ATR 1.22 1.20 -0.02 -1.9% 0.00
Volume 680,849 499,878 -180,971 -26.6% 1,758,644
Daily Pivots for day following 23-Mar-2017
Classic Woodie Camarilla DeMark
R4 50.62 50.06 48.20
R3 49.72 49.16 47.95
R2 48.82 48.82 47.87
R1 48.26 48.26 47.78 48.09
PP 47.92 47.92 47.92 47.84
S1 47.36 47.36 47.62 47.19
S2 47.02 47.02 47.54
S3 46.12 46.46 47.45
S4 45.22 45.56 47.21
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 49.71 47.01 2.70 5.7% 1.04 2.2% 26% False False 549,664
10 50.64 47.01 3.63 7.6% 1.14 2.4% 19% False False 443,423
20 54.93 47.01 7.92 16.6% 1.18 2.5% 9% False False 316,514
40 55.45 47.01 8.44 17.7% 1.13 2.4% 8% False False 203,404
60 57.50 47.01 10.49 22.0% 1.17 2.5% 7% False False 151,554
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 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.31
2.618 50.84
1.618 49.94
1.000 49.38
0.618 49.04
HIGH 48.48
0.618 48.14
0.500 48.03
0.382 47.92
LOW 47.58
0.618 47.02
1.000 46.68
1.618 46.12
2.618 45.22
4.250 43.76
Fisher Pivots for day following 23-Mar-2017
Pivot 1 day 3 day
R1 48.03 48.25
PP 47.92 48.06
S1 47.81 47.88

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

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