NYMEX Light Sweet Crude Oil Future August 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 45.97 46.01 0.04 0.1% 47.94
High 46.41 46.94 0.53 1.1% 48.62
Low 45.50 45.90 0.40 0.9% 45.48
Close 46.07 46.32 0.25 0.5% 46.07
Range 0.91 1.04 0.13 14.3% 3.14
ATR 1.45 1.43 -0.03 -2.0% 0.00
Volume 220,055 190,689 -29,366 -13.3% 1,341,127
Daily Pivots for day following 12-Jun-2017
Classic Woodie Camarilla DeMark
R4 49.51 48.95 46.89
R3 48.47 47.91 46.61
R2 47.43 47.43 46.51
R1 46.87 46.87 46.42 47.15
PP 46.39 46.39 46.39 46.53
S1 45.83 45.83 46.22 46.11
S2 45.35 45.35 46.13
S3 44.31 44.79 46.03
S4 43.27 43.75 45.75
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 56.14 54.25 47.80
R3 53.00 51.11 46.93
R2 49.86 49.86 46.65
R1 47.97 47.97 46.36 47.35
PP 46.72 46.72 46.72 46.41
S1 44.83 44.83 45.78 44.21
S2 43.58 43.58 45.49
S3 40.44 41.69 45.21
S4 37.30 38.55 44.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.54 45.48 3.06 6.6% 1.36 2.9% 27% False False 273,776
10 50.53 45.48 5.05 10.9% 1.43 3.1% 17% False False 209,986
20 52.22 45.48 6.74 14.6% 1.48 3.2% 12% False False 160,516
40 54.19 44.45 9.74 21.0% 1.40 3.0% 19% False False 110,344
60 54.63 44.45 10.18 22.0% 1.24 2.7% 18% False False 84,709
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 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 51.36
2.618 49.66
1.618 48.62
1.000 47.98
0.618 47.58
HIGH 46.94
0.618 46.54
0.500 46.42
0.382 46.30
LOW 45.90
0.618 45.26
1.000 44.86
1.618 44.22
2.618 43.18
4.250 41.48
Fisher Pivots for day following 12-Jun-2017
Pivot 1 day 3 day
R1 46.42 46.28
PP 46.39 46.25
S1 46.35 46.21

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

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