NYMEX Light Sweet Crude Oil Future June 2017

Trading Metrics calculated at close of trading on 20-Mar-2017

Day Change Summary
	Previous	Current
	17-Mar-2017	20-Mar-2017	Change	Change %	Previous Week
Open	49.64	49.67	0.03	0.1%	49.42
High	50.10	49.82	-0.28	-0.6%	50.54
Low	49.50	48.95	-0.55	-1.1%	48.20
Close	49.73	49.44	-0.29	-0.6%	49.73
Range	0.60	0.87	0.27	45.0%	2.34
ATR	1.19	1.17	-0.02	-1.9%	0.00
Volume	91,606	141,865	50,259	54.9%	648,245

Daily Pivots for day following 20-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	52.01	51.60	49.92
R3	51.14	50.73	49.68
R2	50.27	50.27	49.60
R1	49.86	49.86	49.52	49.63
PP	49.40	49.40	49.40	49.29
S1	48.99	48.99	49.36	48.76
S2	48.53	48.53	49.28
S3	47.66	48.12	49.20
S4	46.79	47.25	48.96

Weekly Pivots for week ending 17-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	56.51	55.46	51.02
R3	54.17	53.12	50.37
R2	51.83	51.83	50.16
R1	50.78	50.78	49.94	51.31
PP	49.49	49.49	49.49	49.75
S1	48.44	48.44	49.52	48.97
S2	47.15	47.15	49.30
S3	44.81	46.10	49.09
S4	42.47	43.76	48.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.54	48.20	2.34	4.7%	0.97	2.0%	53%	False	False	136,862
10	54.68	48.20	6.48	13.1%	1.36	2.7%	19%	False	False	134,618
20	55.52	48.20	7.32	14.8%	1.14	2.3%	17%	False	False	114,476
40	55.88	48.20	7.68	15.5%	1.08	2.2%	16%	False	False	98,813

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	0.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	53.52
2.618	52.10
1.618	51.23
1.000	50.69
0.618	50.36
HIGH	49.82
0.618	49.49
0.500	49.39
0.382	49.28
LOW	48.95
0.618	48.41
1.000	48.08
1.618	47.54
2.618	46.67
4.250	45.25

Fisher Pivots for day following 20-Mar-2017
Pivot	1 day	3 day
R1	49.42	49.75
PP	49.40	49.64
S1	49.39	49.54

Download as Excel Spreadsheet

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

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