NYMEX Light Sweet Crude Oil Future August 2017


Trading Metrics calculated at close of trading on 08-Jun-2017
Day Change Summary
Previous Current
07-Jun-2017 08-Jun-2017 Change Change % Previous Week
Open 48.18 46.13 -2.05 -4.3% 50.23
High 48.36 46.42 -1.94 -4.0% 50.53
Low 45.89 45.48 -0.41 -0.9% 46.98
Close 45.98 45.89 -0.09 -0.2% 47.87
Range 2.47 0.94 -1.53 -61.9% 3.55
ATR 1.54 1.50 -0.04 -2.8% 0.00
Volume 423,501 317,457 -106,044 -25.0% 568,051
Daily Pivots for day following 08-Jun-2017
Classic Woodie Camarilla DeMark
R4 48.75 48.26 46.41
R3 47.81 47.32 46.15
R2 46.87 46.87 46.06
R1 46.38 46.38 45.98 46.16
PP 45.93 45.93 45.93 45.82
S1 45.44 45.44 45.80 45.22
S2 44.99 44.99 45.72
S3 44.05 44.50 45.63
S4 43.11 43.56 45.37
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 48.62 45.48 3.14 6.8% 1.57 3.4% 13% False True 255,120
10 52.22 45.48 6.74 14.7% 1.76 3.8% 6% False True 197,836
20 52.22 45.48 6.74 14.7% 1.46 3.2% 6% False True 146,550
40 54.63 44.45 10.18 22.2% 1.38 3.0% 14% False False 102,500
60 54.63 44.45 10.18 22.2% 1.23 2.7% 14% False False 79,085
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 0.40
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 50.42
2.618 48.88
1.618 47.94
1.000 47.36
0.618 47.00
HIGH 46.42
0.618 46.06
0.500 45.95
0.382 45.84
LOW 45.48
0.618 44.90
1.000 44.54
1.618 43.96
2.618 43.02
4.250 41.49
Fisher Pivots for day following 08-Jun-2017
Pivot 1 day 3 day
R1 45.95 47.01
PP 45.93 46.64
S1 45.91 46.26

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

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