NYMEX Light Sweet Crude Oil Future June 2017


Trading Metrics calculated at close of trading on 27-Apr-2017
Day Change Summary
Previous Current
26-Apr-2017 27-Apr-2017 Change Change % Previous Week
Open 49.36 49.22 -0.14 -0.3% 53.34
High 50.20 49.43 -0.77 -1.5% 53.63
Low 48.94 48.20 -0.74 -1.5% 49.20
Close 49.62 48.97 -0.65 -1.3% 49.62
Range 1.26 1.23 -0.03 -2.4% 4.43
ATR 1.14 1.16 0.02 1.8% 0.00
Volume 655,717 771,189 115,472 17.6% 2,825,080
Daily Pivots for day following 27-Apr-2017
Classic Woodie Camarilla DeMark
R4 52.56 51.99 49.65
R3 51.33 50.76 49.31
R2 50.10 50.10 49.20
R1 49.53 49.53 49.08 49.20
PP 48.87 48.87 48.87 48.70
S1 48.30 48.30 48.86 47.97
S2 47.64 47.64 48.74
S3 46.41 47.07 48.63
S4 45.18 45.84 48.29
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 50.93 48.20 2.73 5.6% 1.27 2.6% 28% False True 643,903
10 53.80 48.20 5.60 11.4% 1.18 2.4% 14% False True 561,984
20 54.14 48.20 5.94 12.1% 1.11 2.3% 13% False True 397,111
40 54.68 47.58 7.10 14.5% 1.15 2.4% 20% False False 265,000
60 55.88 47.58 8.30 16.9% 1.09 2.2% 17% False False 206,577
80 57.95 47.58 10.37 21.2% 1.15 2.4% 13% False False 172,681
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.66
2.618 52.65
1.618 51.42
1.000 50.66
0.618 50.19
HIGH 49.43
0.618 48.96
0.500 48.82
0.382 48.67
LOW 48.20
0.618 47.44
1.000 46.97
1.618 46.21
2.618 44.98
4.250 42.97
Fisher Pivots for day following 27-Apr-2017
Pivot 1 day 3 day
R1 48.92 49.20
PP 48.87 49.12
S1 48.82 49.05

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

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