NYMEX Light Sweet Crude Oil Future June 2017

Trading Metrics calculated at close of trading on 06-Mar-2017

Day Change Summary
	Previous	Current
	03-Mar-2017	06-Mar-2017	Change	Change %	Previous Week
Open	53.40	54.05	0.65	1.2%	54.57
High	54.18	54.39	0.21	0.4%	55.18
Low	53.36	53.56	0.20	0.4%	53.34
Close	54.12	54.11	-0.01	0.0%	54.12
Range	0.82	0.83	0.01	1.2%	1.84
ATR	1.01	1.00	-0.01	-1.3%	0.00
Volume	64,848	84,546	19,698	30.4%	474,780

Daily Pivots for day following 06-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	56.51	56.14	54.57
R3	55.68	55.31	54.34
R2	54.85	54.85	54.26
R1	54.48	54.48	54.19	54.67
PP	54.02	54.02	54.02	54.11
S1	53.65	53.65	54.03	53.84
S2	53.19	53.19	53.96
S3	52.36	52.82	53.88
S4	51.53	51.99	53.65

Weekly Pivots for week ending 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	59.73	58.77	55.13
R3	57.89	56.93	54.63
R2	56.05	56.05	54.46
R1	55.09	55.09	54.29	54.65
PP	54.21	54.21	54.21	54.00
S1	53.25	53.25	53.95	52.81
S2	52.37	52.37	53.78
S3	50.53	51.41	53.61
S4	48.69	49.57	53.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.18	53.34	1.84	3.4%	0.92	1.7%	42%	False	False	94,527
10	55.52	53.34	2.18	4.0%	0.93	1.7%	35%	False	False	94,334
20	55.71	52.86	2.85	5.3%	0.96	1.8%	44%	False	False	91,596
40	57.13	52.86	4.27	7.9%	1.09	2.0%	29%	False	False	81,332

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.17
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	57.92
2.618	56.56
1.618	55.73
1.000	55.22
0.618	54.90
HIGH	54.39
0.618	54.07
0.500	53.98
0.382	53.88
LOW	53.56
0.618	53.05
1.000	52.73
1.618	52.22
2.618	51.39
4.250	50.03

Fisher Pivots for day following 06-Mar-2017
Pivot	1 day	3 day
R1	54.07	54.07
PP	54.02	54.02
S1	53.98	53.98

Download as Excel Spreadsheet

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

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