NYMEX Light Sweet Crude Oil Future July 2017


Trading Metrics calculated at close of trading on 24-May-2017
Day Change Summary
Previous Current
23-May-2017 24-May-2017 Change Change % Previous Week
Open 51.04 51.44 0.40 0.8% 48.19
High 51.79 51.88 0.09 0.2% 50.90
Low 50.57 51.03 0.46 0.9% 48.08
Close 51.47 51.36 -0.11 -0.2% 50.67
Range 1.22 0.85 -0.37 -30.3% 2.82
ATR 1.30 1.27 -0.03 -2.5% 0.00
Volume 584,139 736,341 152,202 26.1% 2,261,868
Daily Pivots for day following 24-May-2017
Classic Woodie Camarilla DeMark
R4 53.97 53.52 51.83
R3 53.12 52.67 51.59
R2 52.27 52.27 51.52
R1 51.82 51.82 51.44 51.62
PP 51.42 51.42 51.42 51.33
S1 50.97 50.97 51.28 50.77
S2 50.57 50.57 51.20
S3 49.72 50.12 51.13
S4 48.87 49.27 50.89
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 58.34 57.33 52.22
R3 55.52 54.51 51.45
R2 52.70 52.70 51.19
R1 51.69 51.69 50.93 52.20
PP 49.88 49.88 49.88 50.14
S1 48.87 48.87 50.41 49.38
S2 47.06 47.06 50.15
S3 44.24 46.05 49.89
S4 41.42 43.23 49.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.88 48.38 3.50 6.8% 1.12 2.2% 85% True False 627,756
10 51.88 47.70 4.18 8.1% 1.17 2.3% 88% True False 459,916
20 51.88 44.13 7.75 15.1% 1.35 2.6% 93% True False 341,425
40 54.45 44.13 10.32 20.1% 1.22 2.4% 70% False False 213,095
60 55.43 44.13 11.30 22.0% 1.19 2.3% 64% False False 158,224
80 56.13 44.13 12.00 23.4% 1.13 2.2% 60% False False 126,893
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.49
2.618 54.11
1.618 53.26
1.000 52.73
0.618 52.41
HIGH 51.88
0.618 51.56
0.500 51.46
0.382 51.35
LOW 51.03
0.618 50.50
1.000 50.18
1.618 49.65
2.618 48.80
4.250 47.42
Fisher Pivots for day following 24-May-2017
Pivot 1 day 3 day
R1 51.46 51.32
PP 51.42 51.27
S1 51.39 51.23

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

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