NYMEX Light Sweet Crude Oil Future July 2017


Trading Metrics calculated at close of trading on 02-Jun-2017
Day Change Summary
Previous Current
01-Jun-2017 02-Jun-2017 Change Change % Previous Week
Open 48.63 48.04 -0.59 -1.2% 49.93
High 49.17 48.19 -0.98 -2.0% 50.28
Low 47.90 46.74 -1.16 -2.4% 46.74
Close 48.36 47.66 -0.70 -1.4% 47.66
Range 1.27 1.45 0.18 14.2% 3.54
ATR 1.46 1.48 0.01 0.8% 0.00
Volume 774,478 802,662 28,184 3.6% 3,019,770
Daily Pivots for day following 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 51.88 51.22 48.46
R3 50.43 49.77 48.06
R2 48.98 48.98 47.93
R1 48.32 48.32 47.79 47.93
PP 47.53 47.53 47.53 47.33
S1 46.87 46.87 47.53 46.48
S2 46.08 46.08 47.39
S3 44.63 45.42 47.26
S4 43.18 43.97 46.86
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 58.85 56.79 49.61
R3 55.31 53.25 48.63
R2 51.77 51.77 48.31
R1 49.71 49.71 47.98 48.97
PP 48.23 48.23 48.23 47.86
S1 46.17 46.17 47.34 45.43
S2 44.69 44.69 47.01
S3 41.15 42.63 46.69
S4 37.61 39.09 45.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.28 46.74 3.54 7.4% 1.54 3.2% 26% False True 756,738
10 52.00 46.74 5.26 11.0% 1.53 3.2% 17% False True 746,849
20 52.00 44.13 7.87 16.5% 1.51 3.2% 45% False False 533,502
40 54.45 44.13 10.32 21.7% 1.34 2.8% 34% False False 326,682
60 54.45 44.13 10.32 21.7% 1.26 2.6% 34% False False 236,817
80 55.64 44.13 11.51 24.2% 1.18 2.5% 31% False False 186,618
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.35
2.618 51.99
1.618 50.54
1.000 49.64
0.618 49.09
HIGH 48.19
0.618 47.64
0.500 47.47
0.382 47.29
LOW 46.74
0.618 45.84
1.000 45.29
1.618 44.39
2.618 42.94
4.250 40.58
Fisher Pivots for day following 02-Jun-2017
Pivot 1 day 3 day
R1 47.60 48.23
PP 47.53 48.04
S1 47.47 47.85

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

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