NYMEX Light Sweet Crude Oil Future May 2017


Trading Metrics calculated at close of trading on 31-Mar-2017
Day Change Summary
Previous Current
30-Mar-2017 31-Mar-2017 Change Change % Previous Week
Open 49.60 50.32 0.72 1.5% 48.12
High 50.47 50.85 0.38 0.8% 50.85
Low 49.27 49.90 0.63 1.3% 47.08
Close 50.35 50.60 0.25 0.5% 50.60
Range 1.20 0.95 -0.25 -20.8% 3.77
ATR 1.16 1.15 -0.02 -1.3% 0.00
Volume 580,668 527,607 -53,061 -9.1% 2,625,443
Daily Pivots for day following 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 53.30 52.90 51.12
R3 52.35 51.95 50.86
R2 51.40 51.40 50.77
R1 51.00 51.00 50.69 51.20
PP 50.45 50.45 50.45 50.55
S1 50.05 50.05 50.51 50.25
S2 49.50 49.50 50.43
S3 48.55 49.10 50.34
S4 47.60 48.15 50.08
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 60.82 59.48 52.67
R3 57.05 55.71 51.64
R2 53.28 53.28 51.29
R1 51.94 51.94 50.95 52.61
PP 49.51 49.51 49.51 49.85
S1 48.17 48.17 50.25 48.84
S2 45.74 45.74 49.91
S3 41.97 44.40 49.56
S4 38.20 40.63 48.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.85 47.08 3.77 7.5% 1.11 2.2% 93% True False 525,088
10 50.85 47.01 3.84 7.6% 1.08 2.1% 93% True False 544,901
20 54.29 47.01 7.28 14.4% 1.23 2.4% 49% False False 428,082
40 55.33 47.01 8.32 16.4% 1.11 2.2% 43% False False 268,545
60 56.63 47.01 9.62 19.0% 1.16 2.3% 37% False False 199,228
80 57.50 47.01 10.49 20.7% 1.16 2.3% 34% False False 157,914
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 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.89
2.618 53.34
1.618 52.39
1.000 51.80
0.618 51.44
HIGH 50.85
0.618 50.49
0.500 50.38
0.382 50.26
LOW 49.90
0.618 49.31
1.000 48.95
1.618 48.36
2.618 47.41
4.250 45.86
Fisher Pivots for day following 31-Mar-2017
Pivot 1 day 3 day
R1 50.53 50.27
PP 50.45 49.94
S1 50.38 49.62

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

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