NYMEX Light Sweet Crude Oil Future July 2017


Trading Metrics calculated at close of trading on 31-May-2017
Day Change Summary
Previous Current
30-May-2017 31-May-2017 Change Change % Previous Week
Open 49.93 49.65 -0.28 -0.6% 50.93
High 50.28 49.71 -0.57 -1.1% 52.00
Low 49.03 47.73 -1.30 -2.7% 48.18
Close 49.66 48.32 -1.34 -2.7% 49.80
Range 1.25 1.98 0.73 58.4% 3.82
ATR 1.44 1.48 0.04 2.7% 0.00
Volume 663,486 779,144 115,658 17.4% 3,796,099
Daily Pivots for day following 31-May-2017
Classic Woodie Camarilla DeMark
R4 54.53 53.40 49.41
R3 52.55 51.42 48.86
R2 50.57 50.57 48.68
R1 49.44 49.44 48.50 49.02
PP 48.59 48.59 48.59 48.37
S1 47.46 47.46 48.14 47.04
S2 46.61 46.61 47.96
S3 44.63 45.48 47.78
S4 42.65 43.50 47.23
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 47.73 4.27 8.8% 1.88 3.9% 14% False True 818,056
10 52.00 47.73 4.27 8.8% 1.56 3.2% 14% False True 691,107
20 52.00 44.13 7.87 16.3% 1.54 3.2% 53% False False 474,970
40 54.45 44.13 10.32 21.4% 1.34 2.8% 41% False False 290,852
60 54.95 44.13 10.82 22.4% 1.27 2.6% 39% False False 212,131
80 55.96 44.13 11.83 24.5% 1.18 2.4% 35% False False 167,594
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 58.13
2.618 54.89
1.618 52.91
1.000 51.69
0.618 50.93
HIGH 49.71
0.618 48.95
0.500 48.72
0.382 48.49
LOW 47.73
0.618 46.51
1.000 45.75
1.618 44.53
2.618 42.55
4.250 39.32
Fisher Pivots for day following 31-May-2017
Pivot 1 day 3 day
R1 48.72 49.01
PP 48.59 48.78
S1 48.45 48.55

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

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