NYMEX Light Sweet Crude Oil Future June 2017

Trading Metrics calculated at close of trading on 21-Apr-2017

Day Change Summary
	Previous	Current
	20-Apr-2017	21-Apr-2017	Change	Change %	Previous Week
Open	51.03	50.71	-0.32	-0.6%	53.34
High	51.38	50.93	-0.45	-0.9%	53.63
Low	50.50	49.20	-1.30	-2.6%	49.20
Close	50.71	49.62	-1.09	-2.1%	49.62
Range	0.88	1.73	0.85	96.6%	4.43
ATR	1.09	1.14	0.05	4.2%	0.00
Volume	606,263	687,474	81,211	13.4%	2,825,080

Daily Pivots for day following 21-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	55.11	54.09	50.57
R3	53.38	52.36	50.10
R2	51.65	51.65	49.94
R1	50.63	50.63	49.78	50.28
PP	49.92	49.92	49.92	49.74
S1	48.90	48.90	49.46	48.55
S2	48.19	48.19	49.30
S3	46.46	47.17	49.14
S4	44.73	45.44	48.67

Weekly Pivots for week ending 21-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	64.11	61.29	52.06
R3	59.68	56.86	50.84
R2	55.25	55.25	50.43
R1	52.43	52.43	50.03	51.63
PP	50.82	50.82	50.82	50.41
S1	48.00	48.00	49.21	47.20
S2	46.39	46.39	48.81
S3	41.96	43.57	48.40
S4	37.53	39.14	47.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.63	49.20	4.43	8.9%	1.31	2.6%	9%	False	True	565,016
10	54.14	49.20	4.94	10.0%	1.12	2.3%	9%	False	True	430,278
20	54.14	47.63	6.51	13.1%	1.07	2.2%	31%	False	False	297,917
40	55.18	47.58	7.60	15.3%	1.11	2.2%	27%	False	False	210,817
60	55.88	47.58	8.30	16.7%	1.09	2.2%	25%	False	False	169,397

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	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	58.28
2.618	55.46
1.618	53.73
1.000	52.66
0.618	52.00
HIGH	50.93
0.618	50.27
0.500	50.07
0.382	49.86
LOW	49.20
0.618	48.13
1.000	47.47
1.618	46.40
2.618	44.67
4.250	41.85

Fisher Pivots for day following 21-Apr-2017
Pivot	1 day	3 day
R1	50.07	51.14
PP	49.92	50.63
S1	49.77	50.13

Download as Excel Spreadsheet

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

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