NYMEX Light Sweet Crude Oil Future July 2017


Trading Metrics calculated at close of trading on 01-Jun-2017
Day Change Summary
Previous Current
31-May-2017 01-Jun-2017 Change Change % Previous Week
Open 49.65 48.63 -1.02 -2.1% 50.93
High 49.71 49.17 -0.54 -1.1% 52.00
Low 47.73 47.90 0.17 0.4% 48.18
Close 48.32 48.36 0.04 0.1% 49.80
Range 1.98 1.27 -0.71 -35.9% 3.82
ATR 1.48 1.46 -0.01 -1.0% 0.00
Volume 779,144 774,478 -4,666 -0.6% 3,796,099
Daily Pivots for day following 01-Jun-2017
Classic Woodie Camarilla DeMark
R4 52.29 51.59 49.06
R3 51.02 50.32 48.71
R2 49.75 49.75 48.59
R1 49.05 49.05 48.48 48.77
PP 48.48 48.48 48.48 48.33
S1 47.78 47.78 48.24 47.50
S2 47.21 47.21 48.13
S3 45.94 46.51 48.01
S4 44.67 45.24 47.66
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% 1.96 4.1% 15% False False 825,683
10 52.00 47.73 4.27 8.8% 1.54 3.2% 15% False False 726,719
20 52.00 44.13 7.87 16.3% 1.56 3.2% 54% False False 504,869
40 54.45 44.13 10.32 21.3% 1.33 2.8% 41% False False 308,445
60 54.45 44.13 10.32 21.3% 1.28 2.6% 41% False False 224,385
80 55.64 44.13 11.51 23.8% 1.19 2.5% 37% False False 177,016
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.57
2.618 52.49
1.618 51.22
1.000 50.44
0.618 49.95
HIGH 49.17
0.618 48.68
0.500 48.54
0.382 48.39
LOW 47.90
0.618 47.12
1.000 46.63
1.618 45.85
2.618 44.58
4.250 42.50
Fisher Pivots for day following 01-Jun-2017
Pivot 1 day 3 day
R1 48.54 49.01
PP 48.48 48.79
S1 48.42 48.58

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

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