NYMEX Light Sweet Crude Oil Future July 2017

Trading Metrics calculated at close of trading on 09-Mar-2017

Day Change Summary
	Previous	Current
	08-Mar-2017	09-Mar-2017	Change	Change %	Previous Week
Open	54.05	51.60	-2.45	-4.5%	54.85
High	54.10	52.15	-1.95	-3.6%	55.43
Low	51.37	49.92	-1.45	-2.8%	53.63
Close	51.57	50.59	-0.98	-1.9%	54.39
Range	2.73	2.23	-0.50	-18.3%	1.80
ATR	1.08	1.17	0.08	7.6%	0.00
Volume	56,767	65,614	8,847	15.6%	168,265

Daily Pivots for day following 09-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	57.58	56.31	51.82
R3	55.35	54.08	51.20
R2	53.12	53.12	51.00
R1	51.85	51.85	50.79	51.37
PP	50.89	50.89	50.89	50.65
S1	49.62	49.62	50.39	49.14
S2	48.66	48.66	50.18
S3	46.43	47.39	49.98
S4	44.20	45.16	49.36

Weekly Pivots for week ending 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	59.88	58.94	55.38
R3	58.08	57.14	54.89
R2	56.28	56.28	54.72
R1	55.34	55.34	54.56	54.91
PP	54.48	54.48	54.48	54.27
S1	53.54	53.54	54.23	53.11
S2	52.68	52.68	54.06
S3	50.88	51.74	53.90
S4	49.08	49.94	53.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.95	49.92	5.03	9.9%	1.51	3.0%	13%	False	True	42,940
10	55.43	49.92	5.51	10.9%	1.15	2.3%	12%	False	True	38,315
20	55.64	49.92	5.72	11.3%	1.02	2.0%	12%	False	True	36,875

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	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	61.63
2.618	57.99
1.618	55.76
1.000	54.38
0.618	53.53
HIGH	52.15
0.618	51.30
0.500	51.04
0.382	50.77
LOW	49.92
0.618	48.54
1.000	47.69
1.618	46.31
2.618	44.08
4.250	40.44

Fisher Pivots for day following 09-Mar-2017
Pivot	1 day	3 day
R1	51.04	52.44
PP	50.89	51.82
S1	50.74	51.21

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols