NYMEX Light Sweet Crude Oil Future June 2017


Trading Metrics calculated at close of trading on 08-May-2017
Day Change Summary
Previous Current
05-May-2017 08-May-2017 Change Change % Previous Week
Open 45.51 46.35 0.84 1.8% 49.17
High 46.68 46.98 0.30 0.6% 49.32
Low 43.76 45.73 1.97 4.5% 43.76
Close 46.22 46.43 0.21 0.5% 46.22
Range 2.92 1.25 -1.67 -57.2% 5.56
ATR 1.37 1.36 -0.01 -0.6% 0.00
Volume 1,021,610 785,055 -236,555 -23.2% 3,723,649
Daily Pivots for day following 08-May-2017
Classic Woodie Camarilla DeMark
R4 50.13 49.53 47.12
R3 48.88 48.28 46.77
R2 47.63 47.63 46.66
R1 47.03 47.03 46.54 47.33
PP 46.38 46.38 46.38 46.53
S1 45.78 45.78 46.32 46.08
S2 45.13 45.13 46.20
S3 43.88 44.53 46.09
S4 42.63 43.28 45.74
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 63.11 60.23 49.28
R3 57.55 54.67 47.75
R2 51.99 51.99 47.24
R1 49.11 49.11 46.73 47.77
PP 46.43 46.43 46.43 45.77
S1 43.55 43.55 45.71 42.21
S2 40.87 40.87 45.20
S3 35.31 37.99 44.69
S4 29.75 32.43 43.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.28 43.76 5.52 11.9% 1.90 4.1% 48% False False 828,863
10 50.20 43.76 6.44 13.9% 1.46 3.2% 41% False False 715,684
20 54.14 43.76 10.38 22.4% 1.28 2.8% 26% False False 581,398
40 54.14 43.76 10.38 22.4% 1.16 2.5% 26% False False 373,214
60 55.52 43.76 11.76 25.3% 1.15 2.5% 23% False False 282,299
80 56.40 43.76 12.64 27.2% 1.15 2.5% 21% False False 230,918
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 0.42
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.29
2.618 50.25
1.618 49.00
1.000 48.23
0.618 47.75
HIGH 46.98
0.618 46.50
0.500 46.36
0.382 46.21
LOW 45.73
0.618 44.96
1.000 44.48
1.618 43.71
2.618 42.46
4.250 40.42
Fisher Pivots for day following 08-May-2017
Pivot 1 day 3 day
R1 46.41 46.21
PP 46.38 45.98
S1 46.36 45.76

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

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