NYMEX Light Sweet Crude Oil Future May 2017


Trading Metrics calculated at close of trading on 11-Apr-2017
Day Change Summary
Previous Current
10-Apr-2017 11-Apr-2017 Change Change % Previous Week
Open 52.31 53.13 0.82 1.6% 50.69
High 53.18 53.45 0.27 0.5% 52.94
Low 52.29 52.70 0.41 0.8% 49.88
Close 53.08 53.40 0.32 0.6% 52.24
Range 0.89 0.75 -0.14 -15.7% 3.06
ATR 1.14 1.11 -0.03 -2.4% 0.00
Volume 565,439 598,003 32,564 5.8% 2,893,632
Daily Pivots for day following 11-Apr-2017
Classic Woodie Camarilla DeMark
R4 55.43 55.17 53.81
R3 54.68 54.42 53.61
R2 53.93 53.93 53.54
R1 53.67 53.67 53.47 53.80
PP 53.18 53.18 53.18 53.25
S1 52.92 52.92 53.33 53.05
S2 52.43 52.43 53.26
S3 51.68 52.17 53.19
S4 50.93 51.42 52.99
Weekly Pivots for week ending 07-Apr-2017
Classic Woodie Camarilla DeMark
R4 60.87 59.61 53.92
R3 57.81 56.55 53.08
R2 54.75 54.75 52.80
R1 53.49 53.49 52.52 54.12
PP 51.69 51.69 51.69 52.00
S1 50.43 50.43 51.96 51.06
S2 48.63 48.63 51.68
S3 45.57 47.37 51.40
S4 42.51 44.31 50.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.45 50.74 2.71 5.1% 1.06 2.0% 98% True False 616,859
10 53.45 48.38 5.07 9.5% 1.08 2.0% 99% True False 571,396
20 53.45 47.01 6.44 12.1% 1.04 1.9% 99% True False 530,842
40 55.32 47.01 8.31 15.6% 1.09 2.0% 77% False False 353,525
60 55.85 47.01 8.84 16.6% 1.12 2.1% 72% False False 261,275
80 57.50 47.01 10.49 19.6% 1.14 2.1% 61% False False 204,803
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 56.64
2.618 55.41
1.618 54.66
1.000 54.20
0.618 53.91
HIGH 53.45
0.618 53.16
0.500 53.08
0.382 52.99
LOW 52.70
0.618 52.24
1.000 51.95
1.618 51.49
2.618 50.74
4.250 49.51
Fisher Pivots for day following 11-Apr-2017
Pivot 1 day 3 day
R1 53.29 53.09
PP 53.18 52.78
S1 53.08 52.47

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

View Archives - Comment on this page... - Back to Index of Symbols