NYMEX Light Sweet Crude Oil Future July 2017


Trading Metrics calculated at close of trading on 30-May-2017
Day Change Summary
Previous Current
26-May-2017 30-May-2017 Change Change % Previous Week
Open 48.75 49.93 1.18 2.4% 50.93
High 49.94 50.28 0.34 0.7% 52.00
Low 48.18 49.03 0.85 1.8% 48.18
Close 49.80 49.66 -0.14 -0.3% 49.80
Range 1.76 1.25 -0.51 -29.0% 3.82
ATR 1.46 1.44 -0.01 -1.0% 0.00
Volume 763,920 663,486 -100,434 -13.1% 3,796,099
Daily Pivots for day following 30-May-2017
Classic Woodie Camarilla DeMark
R4 53.41 52.78 50.35
R3 52.16 51.53 50.00
R2 50.91 50.91 49.89
R1 50.28 50.28 49.77 49.97
PP 49.66 49.66 49.66 49.50
S1 49.03 49.03 49.55 48.72
S2 48.41 48.41 49.43
S3 47.16 47.78 49.32
S4 45.91 46.53 48.97
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 61.45 59.45 51.90
R3 57.63 55.63 50.85
R2 53.81 53.81 50.50
R1 51.81 51.81 50.15 50.90
PP 49.99 49.99 49.99 49.54
S1 47.99 47.99 49.45 47.08
S2 46.17 46.17 49.10
S3 42.35 44.17 48.75
S4 38.53 40.35 47.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.00 48.18 3.82 7.7% 1.73 3.5% 39% False False 779,055
10 52.00 48.18 3.82 7.7% 1.48 3.0% 39% False False 642,579
20 52.00 44.13 7.87 15.8% 1.54 3.1% 70% False False 443,263
40 54.45 44.13 10.32 20.8% 1.30 2.6% 54% False False 272,827
60 54.95 44.13 10.82 21.8% 1.26 2.5% 51% False False 199,664
80 55.98 44.13 11.85 23.9% 1.17 2.4% 47% False False 158,076
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 0.42
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.59
2.618 53.55
1.618 52.30
1.000 51.53
0.618 51.05
HIGH 50.28
0.618 49.80
0.500 49.66
0.382 49.51
LOW 49.03
0.618 48.26
1.000 47.78
1.618 47.01
2.618 45.76
4.250 43.72
Fisher Pivots for day following 30-May-2017
Pivot 1 day 3 day
R1 49.66 50.09
PP 49.66 49.95
S1 49.66 49.80

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

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