NYMEX Light Sweet Crude Oil Future August 2017


Trading Metrics calculated at close of trading on 11-May-2017
Day Change Summary
Previous Current
10-May-2017 11-May-2017 Change Change % Previous Week
Open 46.92 48.05 1.13 2.4% 49.69
High 48.44 48.87 0.43 0.9% 49.84
Low 46.74 48.03 1.29 2.8% 44.45
Close 48.02 48.51 0.49 1.0% 46.91
Range 1.70 0.84 -0.86 -50.6% 5.39
ATR 1.35 1.32 -0.04 -2.6% 0.00
Volume 81,506 68,088 -13,418 -16.5% 288,472
Daily Pivots for day following 11-May-2017
Classic Woodie Camarilla DeMark
R4 50.99 50.59 48.97
R3 50.15 49.75 48.74
R2 49.31 49.31 48.66
R1 48.91 48.91 48.59 49.11
PP 48.47 48.47 48.47 48.57
S1 48.07 48.07 48.43 48.27
S2 47.63 47.63 48.36
S3 46.79 47.23 48.28
S4 45.95 46.39 48.05
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 63.24 60.46 49.87
R3 57.85 55.07 48.39
R2 52.46 52.46 47.90
R1 49.68 49.68 47.40 48.38
PP 47.07 47.07 47.07 46.41
S1 44.29 44.29 46.42 42.99
S2 41.68 41.68 45.92
S3 36.29 38.90 45.43
S4 30.90 33.51 43.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.87 44.45 4.42 9.1% 1.58 3.3% 92% True False 79,146
10 50.33 44.45 5.88 12.1% 1.48 3.0% 69% False False 65,110
20 54.35 44.45 9.90 20.4% 1.30 2.7% 41% False False 59,511
40 54.63 44.45 10.18 21.0% 1.12 2.3% 40% False False 45,952
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 0.35
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 52.44
2.618 51.07
1.618 50.23
1.000 49.71
0.618 49.39
HIGH 48.87
0.618 48.55
0.500 48.45
0.382 48.35
LOW 48.03
0.618 47.51
1.000 47.19
1.618 46.67
2.618 45.83
4.250 44.46
Fisher Pivots for day following 11-May-2017
Pivot 1 day 3 day
R1 48.49 48.20
PP 48.47 47.88
S1 48.45 47.57

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

View Archives - Comment on this page... - Back to Index of Symbols