NYMEX Light Sweet Crude Oil Future July 2017


Trading Metrics calculated at close of trading on 12-Jun-2017
Day Change Summary
Previous Current
09-Jun-2017 12-Jun-2017 Change Change % Previous Week
Open 45.71 45.80 0.09 0.2% 47.71
High 46.18 46.71 0.53 1.1% 48.42
Low 45.27 45.66 0.39 0.9% 45.20
Close 45.83 46.08 0.25 0.5% 45.83
Range 0.91 1.05 0.14 15.4% 3.22
ATR 1.47 1.44 -0.03 -2.1% 0.00
Volume 735,933 666,765 -69,168 -9.4% 4,381,210
Daily Pivots for day following 12-Jun-2017
Classic Woodie Camarilla DeMark
R4 49.30 48.74 46.66
R3 48.25 47.69 46.37
R2 47.20 47.20 46.27
R1 46.64 46.64 46.18 46.92
PP 46.15 46.15 46.15 46.29
S1 45.59 45.59 45.98 45.87
S2 45.10 45.10 45.89
S3 44.05 44.54 45.79
S4 43.00 43.49 45.50
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 48.40 45.20 3.20 6.9% 1.40 3.0% 28% False False 867,555
10 50.28 45.20 5.08 11.0% 1.45 3.1% 17% False False 806,774
20 52.00 45.20 6.80 14.8% 1.50 3.2% 13% False False 706,285
40 53.95 44.13 9.82 21.3% 1.42 3.1% 20% False False 439,430
60 54.45 44.13 10.32 22.4% 1.27 2.8% 19% False False 315,415
80 55.64 44.13 11.51 25.0% 1.22 2.7% 17% False False 247,085
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 0.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 51.17
2.618 49.46
1.618 48.41
1.000 47.76
0.618 47.36
HIGH 46.71
0.618 46.31
0.500 46.19
0.382 46.06
LOW 45.66
0.618 45.01
1.000 44.61
1.618 43.96
2.618 42.91
4.250 41.20
Fisher Pivots for day following 12-Jun-2017
Pivot 1 day 3 day
R1 46.19 46.04
PP 46.15 46.00
S1 46.12 45.96

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

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