NYMEX Light Sweet Crude Oil Future June 2017


Trading Metrics calculated at close of trading on 15-May-2017
Day Change Summary
Previous Current
12-May-2017 15-May-2017 Change Change % Previous Week
Open 47.81 47.85 0.04 0.1% 46.35
High 48.07 49.66 1.59 3.3% 48.22
Low 47.35 47.75 0.40 0.8% 45.53
Close 47.84 48.85 1.01 2.1% 47.84
Range 0.72 1.91 1.19 165.3% 2.69
ATR 1.31 1.36 0.04 3.2% 0.00
Volume 537,490 687,153 149,663 27.8% 3,506,068
Daily Pivots for day following 15-May-2017
Classic Woodie Camarilla DeMark
R4 54.48 53.58 49.90
R3 52.57 51.67 49.38
R2 50.66 50.66 49.20
R1 49.76 49.76 49.03 50.21
PP 48.75 48.75 48.75 48.98
S1 47.85 47.85 48.67 48.30
S2 46.84 46.84 48.50
S3 44.93 45.94 48.32
S4 43.02 44.03 47.80
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 49.66 45.53 4.13 8.5% 1.31 2.7% 80% True False 681,633
10 49.66 43.76 5.90 12.1% 1.60 3.3% 86% True False 755,248
20 53.30 43.76 9.54 19.5% 1.41 2.9% 53% False False 684,031
40 54.14 43.76 10.38 21.2% 1.21 2.5% 49% False False 442,212
60 55.52 43.76 11.76 24.1% 1.18 2.4% 43% False False 331,825
80 55.88 43.76 12.12 24.8% 1.15 2.4% 42% False False 269,643
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 57.78
2.618 54.66
1.618 52.75
1.000 51.57
0.618 50.84
HIGH 49.66
0.618 48.93
0.500 48.71
0.382 48.48
LOW 47.75
0.618 46.57
1.000 45.84
1.618 44.66
2.618 42.75
4.250 39.63
Fisher Pivots for day following 15-May-2017
Pivot 1 day 3 day
R1 48.80 48.73
PP 48.75 48.62
S1 48.71 48.50

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

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