NYMEX Light Sweet Crude Oil Future July 2017

Trading Metrics calculated at close of trading on 27-Mar-2017

Day Change Summary
	Previous	Current
	24-Mar-2017	27-Mar-2017	Change	Change %	Previous Week
Open	48.59	49.07	0.48	1.0%	50.00
High	49.10	49.17	0.07	0.1%	50.36
Low	48.48	48.01	-0.47	-1.0%	48.05
Close	48.87	48.69	-0.18	-0.4%	48.87
Range	0.62	1.16	0.54	87.1%	2.31
ATR	1.08	1.08	0.01	0.5%	0.00
Volume	47,644	40,963	-6,681	-14.0%	296,112

Daily Pivots for day following 27-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	52.10	51.56	49.33
R3	50.94	50.40	49.01
R2	49.78	49.78	48.90
R1	49.24	49.24	48.80	48.93
PP	48.62	48.62	48.62	48.47
S1	48.08	48.08	48.58	47.77
S2	47.46	47.46	48.48
S3	46.30	46.92	48.37
S4	45.14	45.76	48.05

Weekly Pivots for week ending 24-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	56.02	54.76	50.14
R3	53.71	52.45	49.51
R2	51.40	51.40	49.29
R1	50.14	50.14	49.08	49.62
PP	49.09	49.09	49.09	48.83
S1	47.83	47.83	48.66	47.31
S2	46.78	46.78	48.45
S3	44.47	45.52	48.23
S4	42.16	43.21	47.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.36	48.01	2.35	4.8%	1.02	2.1%	29%	False	True	55,730
10	50.82	48.01	2.81	5.8%	0.98	2.0%	24%	False	True	54,154
20	55.43	48.01	7.42	15.2%	1.13	2.3%	9%	False	True	48,069
40	56.13	48.01	8.12	16.7%	1.03	2.1%	8%	False	True	39,772

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	54.10
2.618	52.21
1.618	51.05
1.000	50.33
0.618	49.89
HIGH	49.17
0.618	48.73
0.500	48.59
0.382	48.45
LOW	48.01
0.618	47.29
1.000	46.85
1.618	46.13
2.618	44.97
4.250	43.08

Fisher Pivots for day following 27-Mar-2017
Pivot	1 day	3 day
R1	48.66	48.69
PP	48.62	48.69
S1	48.59	48.69

Download as Excel Spreadsheet

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

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