NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 21-Jul-2017
Day Change Summary
Previous Current
20-Jul-2017 21-Jul-2017 Change Change % Previous Week
Open 47.44 47.02 -0.42 -0.9% 47.01
High 47.91 47.38 -0.53 -1.1% 47.91
Low 47.00 45.73 -1.27 -2.7% 45.73
Close 47.10 45.95 -1.15 -2.4% 45.95
Range 0.91 1.65 0.74 81.3% 2.18
ATR 1.27 1.29 0.03 2.2% 0.00
Volume 77,884 68,279 -9,605 -12.3% 386,220
Daily Pivots for day following 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 51.30 50.28 46.86
R3 49.65 48.63 46.40
R2 48.00 48.00 46.25
R1 46.98 46.98 46.10 46.67
PP 46.35 46.35 46.35 46.20
S1 45.33 45.33 45.80 45.02
S2 44.70 44.70 45.65
S3 43.05 43.68 45.50
S4 41.40 42.03 45.04
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 53.07 51.69 47.15
R3 50.89 49.51 46.55
R2 48.71 48.71 46.35
R1 47.33 47.33 46.15 46.93
PP 46.53 46.53 46.53 46.33
S1 45.15 45.15 45.75 44.75
S2 44.35 44.35 45.55
S3 42.17 42.97 45.35
S4 39.99 40.79 44.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.91 45.73 2.18 4.7% 1.15 2.5% 10% False True 77,244
10 47.91 44.01 3.90 8.5% 1.24 2.7% 50% False False 79,860
20 47.91 43.00 4.91 10.7% 1.28 2.8% 60% False False 64,312
40 52.50 42.51 9.99 21.7% 1.35 2.9% 34% False False 53,969
60 52.50 42.51 9.99 21.7% 1.32 2.9% 34% False False 45,259
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 54.39
2.618 51.70
1.618 50.05
1.000 49.03
0.618 48.40
HIGH 47.38
0.618 46.75
0.500 46.56
0.382 46.36
LOW 45.73
0.618 44.71
1.000 44.08
1.618 43.06
2.618 41.41
4.250 38.72
Fisher Pivots for day following 21-Jul-2017
Pivot 1 day 3 day
R1 46.56 46.82
PP 46.35 46.53
S1 46.15 46.24

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

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