NYMEX Light Sweet Crude Oil Future June 2017


Trading Metrics calculated at close of trading on 16-May-2017
Day Change Summary
Previous Current
15-May-2017 16-May-2017 Change Change % Previous Week
Open 47.85 48.82 0.97 2.0% 46.35
High 49.66 49.38 -0.28 -0.6% 48.22
Low 47.75 48.17 0.42 0.9% 45.53
Close 48.85 48.66 -0.19 -0.4% 47.84
Range 1.91 1.21 -0.70 -36.6% 2.69
ATR 1.36 1.35 -0.01 -0.8% 0.00
Volume 687,153 589,212 -97,941 -14.3% 3,506,068
Daily Pivots for day following 16-May-2017
Classic Woodie Camarilla DeMark
R4 52.37 51.72 49.33
R3 51.16 50.51 48.99
R2 49.95 49.95 48.88
R1 49.30 49.30 48.77 49.02
PP 48.74 48.74 48.74 48.60
S1 48.09 48.09 48.55 47.81
S2 47.53 47.53 48.44
S3 46.32 46.88 48.33
S4 45.11 45.67 47.99
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 46.01 3.65 7.5% 1.30 2.7% 73% False False 659,086
10 49.66 43.76 5.90 12.1% 1.53 3.1% 83% False False 743,932
20 53.08 43.76 9.32 19.2% 1.44 3.0% 53% False False 689,902
40 54.14 43.76 10.38 21.3% 1.21 2.5% 47% False False 453,396
60 55.52 43.76 11.76 24.2% 1.19 2.4% 42% False False 340,422
80 55.88 43.76 12.12 24.9% 1.15 2.4% 40% False False 276,104
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.52
2.618 52.55
1.618 51.34
1.000 50.59
0.618 50.13
HIGH 49.38
0.618 48.92
0.500 48.78
0.382 48.63
LOW 48.17
0.618 47.42
1.000 46.96
1.618 46.21
2.618 45.00
4.250 43.03
Fisher Pivots for day following 16-May-2017
Pivot 1 day 3 day
R1 48.78 48.61
PP 48.74 48.56
S1 48.70 48.51

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

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