NYMEX Light Sweet Crude Oil Future August 2017


Trading Metrics calculated at close of trading on 05-Jun-2017
Day Change Summary
Previous Current
02-Jun-2017 05-Jun-2017 Change Change % Previous Week
Open 48.26 47.94 -0.32 -0.7% 50.23
High 48.42 48.62 0.20 0.4% 50.53
Low 46.98 47.06 0.08 0.2% 46.98
Close 47.87 47.58 -0.29 -0.6% 47.87
Range 1.44 1.56 0.12 8.3% 3.55
ATR 1.46 1.47 0.01 0.5% 0.00
Volume 154,530 162,934 8,404 5.4% 568,051
Daily Pivots for day following 05-Jun-2017
Classic Woodie Camarilla DeMark
R4 52.43 51.57 48.44
R3 50.87 50.01 48.01
R2 49.31 49.31 47.87
R1 48.45 48.45 47.72 48.10
PP 47.75 47.75 47.75 47.58
S1 46.89 46.89 47.44 46.54
S2 46.19 46.19 47.29
S3 44.63 45.33 47.15
S4 43.07 43.77 46.72
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 59.11 57.04 49.82
R3 55.56 53.49 48.85
R2 52.01 52.01 48.52
R1 49.94 49.94 48.20 49.20
PP 48.46 48.46 48.46 48.09
S1 46.39 46.39 47.54 45.65
S2 44.91 44.91 47.22
S3 41.36 42.84 46.89
S4 37.81 39.29 45.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.53 46.98 3.55 7.5% 1.50 3.1% 17% False False 146,197
10 52.22 46.98 5.24 11.0% 1.55 3.3% 11% False False 142,647
20 52.22 46.27 5.95 12.5% 1.43 3.0% 22% False False 110,747
40 54.63 44.45 10.18 21.4% 1.34 2.8% 31% False False 81,704
60 54.63 44.45 10.18 21.4% 1.22 2.6% 31% False False 64,872
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 0.39
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.25
2.618 52.70
1.618 51.14
1.000 50.18
0.618 49.58
HIGH 48.62
0.618 48.02
0.500 47.84
0.382 47.66
LOW 47.06
0.618 46.10
1.000 45.50
1.618 44.54
2.618 42.98
4.250 40.43
Fisher Pivots for day following 05-Jun-2017
Pivot 1 day 3 day
R1 47.84 48.19
PP 47.75 47.99
S1 47.67 47.78

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

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