NYMEX Light Sweet Crude Oil Future July 2017


Trading Metrics calculated at close of trading on 09-Jun-2017
Day Change Summary
Previous Current
08-Jun-2017 09-Jun-2017 Change Change % Previous Week
Open 45.85 45.71 -0.14 -0.3% 47.71
High 46.18 46.18 0.00 0.0% 48.42
Low 45.20 45.27 0.07 0.2% 45.20
Close 45.64 45.83 0.19 0.4% 45.83
Range 0.98 0.91 -0.07 -7.1% 3.22
ATR 1.52 1.47 -0.04 -2.9% 0.00
Volume 927,695 735,933 -191,762 -20.7% 4,381,210
Daily Pivots for day following 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 48.49 48.07 46.33
R3 47.58 47.16 46.08
R2 46.67 46.67 46.00
R1 46.25 46.25 45.91 46.46
PP 45.76 45.76 45.76 45.87
S1 45.34 45.34 45.75 45.55
S2 44.85 44.85 45.66
S3 43.94 44.43 45.58
S4 43.03 43.52 45.33
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 56.14 54.21 47.60
R3 52.92 50.99 46.72
R2 49.70 49.70 46.42
R1 47.77 47.77 46.13 47.13
PP 46.48 46.48 46.48 46.16
S1 44.55 44.55 45.53 43.91
S2 43.26 43.26 45.24
S3 40.04 41.33 44.94
S4 36.82 38.11 44.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.42 45.20 3.22 7.0% 1.50 3.3% 20% False False 876,242
10 50.28 45.20 5.08 11.1% 1.52 3.3% 12% False False 816,490
20 52.00 45.20 6.80 14.8% 1.48 3.2% 9% False False 683,304
40 54.12 44.13 9.99 21.8% 1.40 3.1% 17% False False 425,051
60 54.45 44.13 10.32 22.5% 1.27 2.8% 16% False False 305,024
80 55.64 44.13 11.51 25.1% 1.22 2.7% 15% False False 239,111
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.39
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 50.05
2.618 48.56
1.618 47.65
1.000 47.09
0.618 46.74
HIGH 46.18
0.618 45.83
0.500 45.73
0.382 45.62
LOW 45.27
0.618 44.71
1.000 44.36
1.618 43.80
2.618 42.89
4.250 41.40
Fisher Pivots for day following 09-Jun-2017
Pivot 1 day 3 day
R1 45.80 46.72
PP 45.76 46.42
S1 45.73 46.13

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

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