NYMEX Light Sweet Crude Oil Future July 2017

Trading Metrics calculated at close of trading on 22-Mar-2017

Day Change Summary
	Previous	Current
	21-Mar-2017	22-Mar-2017	Change	Change %	Previous Week
Open	49.81	49.11	-0.70	-1.4%	49.79
High	50.36	49.21	-1.15	-2.3%	50.82
Low	48.99	48.05	-0.94	-1.9%	48.59
Close	49.22	48.96	-0.26	-0.5%	50.04
Range	1.37	1.16	-0.21	-15.3%	2.23
ATR	1.14	1.14	0.00	0.2%	0.00
Volume	70,168	78,168	8,000	11.4%	253,519

Daily Pivots for day following 22-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	52.22	51.75	49.60
R3	51.06	50.59	49.28
R2	49.90	49.90	49.17
R1	49.43	49.43	49.07	49.09
PP	48.74	48.74	48.74	48.57
S1	48.27	48.27	48.85	47.93
S2	47.58	47.58	48.75
S3	46.42	47.11	48.64
S4	45.26	45.95	48.32

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	48.05	2.77	5.7%	1.00	2.0%	33%	False	True	56,344
10	52.15	48.05	4.10	8.4%	1.19	2.4%	22%	False	True	57,050
20	55.62	48.05	7.57	15.5%	1.11	2.3%	12%	False	True	46,116

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	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	54.14
2.618	52.25
1.618	51.09
1.000	50.37
0.618	49.93
HIGH	49.21
0.618	48.77
0.500	48.63
0.382	48.49
LOW	48.05
0.618	47.33
1.000	46.89
1.618	46.17
2.618	45.01
4.250	43.12

Fisher Pivots for day following 22-Mar-2017
Pivot	1 day	3 day
R1	48.85	49.21
PP	48.74	49.12
S1	48.63	49.04

Download as Excel Spreadsheet

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

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