NYMEX Light Sweet Crude Oil Future August 2017


Trading Metrics calculated at close of trading on 06-Jun-2017
Day Change Summary
Previous Current
05-Jun-2017 06-Jun-2017 Change Change % Previous Week
Open 47.94 47.55 -0.39 -0.8% 50.23
High 48.62 48.54 -0.08 -0.2% 50.53
Low 47.06 47.12 0.06 0.1% 46.98
Close 47.58 48.34 0.76 1.6% 47.87
Range 1.56 1.42 -0.14 -9.0% 3.55
ATR 1.47 1.47 0.00 -0.3% 0.00
Volume 162,934 217,180 54,246 33.3% 568,051
Daily Pivots for day following 06-Jun-2017
Classic Woodie Camarilla DeMark
R4 52.26 51.72 49.12
R3 50.84 50.30 48.73
R2 49.42 49.42 48.60
R1 48.88 48.88 48.47 49.15
PP 48.00 48.00 48.00 48.14
S1 47.46 47.46 48.21 47.73
S2 46.58 46.58 48.08
S3 45.16 46.04 47.95
S4 43.74 44.62 47.56
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 49.95 46.98 2.97 6.1% 1.53 3.2% 46% False False 167,360
10 52.22 46.98 5.24 10.8% 1.62 3.3% 26% False False 154,700
20 52.22 46.27 5.95 12.3% 1.44 3.0% 35% False False 117,054
40 54.63 44.45 10.18 21.1% 1.34 2.8% 38% False False 85,943
60 54.63 44.45 10.18 21.1% 1.21 2.5% 38% False False 67,968
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.58
2.618 52.26
1.618 50.84
1.000 49.96
0.618 49.42
HIGH 48.54
0.618 48.00
0.500 47.83
0.382 47.66
LOW 47.12
0.618 46.24
1.000 45.70
1.618 44.82
2.618 43.40
4.250 41.09
Fisher Pivots for day following 06-Jun-2017
Pivot 1 day 3 day
R1 48.17 48.16
PP 48.00 47.98
S1 47.83 47.80

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

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