NYMEX Light Sweet Crude Oil Future June 2017


Trading Metrics calculated at close of trading on 12-May-2017
Day Change Summary
Previous Current
11-May-2017 12-May-2017 Change Change % Previous Week
Open 47.39 47.81 0.42 0.9% 46.35
High 48.22 48.07 -0.15 -0.3% 48.22
Low 47.34 47.35 0.01 0.0% 45.53
Close 47.83 47.84 0.01 0.0% 47.84
Range 0.88 0.72 -0.16 -18.2% 2.69
ATR 1.36 1.31 -0.05 -3.4% 0.00
Volume 661,783 537,490 -124,293 -18.8% 3,506,068
Daily Pivots for day following 12-May-2017
Classic Woodie Camarilla DeMark
R4 49.91 49.60 48.24
R3 49.19 48.88 48.04
R2 48.47 48.47 47.97
R1 48.16 48.16 47.91 48.32
PP 47.75 47.75 47.75 47.83
S1 47.44 47.44 47.77 47.60
S2 47.03 47.03 47.71
S3 46.31 46.72 47.64
S4 45.59 46.00 47.44
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 55.27 54.24 49.32
R3 52.58 51.55 48.58
R2 49.89 49.89 48.33
R1 48.86 48.86 48.09 49.38
PP 47.20 47.20 47.20 47.45
S1 46.17 46.17 47.59 46.69
S2 44.51 44.51 47.35
S3 41.82 43.48 47.10
S4 39.13 40.79 46.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.22 45.53 2.69 5.6% 1.17 2.5% 86% False False 701,213
10 49.32 43.76 5.56 11.6% 1.48 3.1% 73% False False 722,971
20 53.63 43.76 9.87 20.6% 1.35 2.8% 41% False False 661,041
40 54.14 43.76 10.38 21.7% 1.17 2.5% 39% False False 427,323
60 55.52 43.76 11.76 24.6% 1.16 2.4% 35% False False 322,660
80 55.88 43.76 12.12 25.3% 1.14 2.4% 34% False False 261,671
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 51.13
2.618 49.95
1.618 49.23
1.000 48.79
0.618 48.51
HIGH 48.07
0.618 47.79
0.500 47.71
0.382 47.63
LOW 47.35
0.618 46.91
1.000 46.63
1.618 46.19
2.618 45.47
4.250 44.29
Fisher Pivots for day following 12-May-2017
Pivot 1 day 3 day
R1 47.80 47.60
PP 47.75 47.36
S1 47.71 47.12

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

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