NYMEX Light Sweet Crude Oil Future July 2017

Trading Metrics calculated at close of trading on 21-Mar-2017

Day Change Summary
	Previous	Current
	20-Mar-2017	21-Mar-2017	Change	Change %	Previous Week
Open	50.00	49.81	-0.19	-0.4%	49.79
High	50.16	50.36	0.20	0.4%	50.82
Low	49.31	48.99	-0.32	-0.6%	48.59
Close	49.81	49.22	-0.59	-1.2%	50.04
Range	0.85	1.37	0.52	61.2%	2.23
ATR	1.12	1.14	0.02	1.6%	0.00
Volume	58,424	70,168	11,744	20.1%	253,519

Daily Pivots for day following 21-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	53.63	52.80	49.97
R3	52.26	51.43	49.60
R2	50.89	50.89	49.47
R1	50.06	50.06	49.35	49.79
PP	49.52	49.52	49.52	49.39
S1	48.69	48.69	49.09	48.42
S2	48.15	48.15	48.97
S3	46.78	47.32	48.84
S4	45.41	45.95	48.47

Weekly Pivots for week ending 17-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	56.51	55.50	51.27
R3	54.28	53.27	50.65
R2	52.05	52.05	50.45
R1	51.04	51.04	50.24	51.55
PP	49.82	49.82	49.82	50.07
S1	48.81	48.81	49.84	49.32
S2	47.59	47.59	49.63
S3	45.36	46.58	49.43
S4	43.13	44.35	48.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.82	48.99	1.83	3.7%	0.90	1.8%	13%	False	True	53,588
10	54.10	48.59	5.51	11.2%	1.35	2.7%	11%	False	False	54,910
20	55.62	48.59	7.03	14.3%	1.10	2.2%	9%	False	False	44,137

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	56.18
2.618	53.95
1.618	52.58
1.000	51.73
0.618	51.21
HIGH	50.36
0.618	49.84
0.500	49.68
0.382	49.51
LOW	48.99
0.618	48.14
1.000	47.62
1.618	46.77
2.618	45.40
4.250	43.17

Fisher Pivots for day following 21-Mar-2017
Pivot	1 day	3 day
R1	49.68	49.68
PP	49.52	49.53
S1	49.37	49.37

Download as Excel Spreadsheet

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

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