NYMEX Light Sweet Crude Oil Future August 2017


Trading Metrics calculated at close of trading on 13-Jun-2017
Day Change Summary
Previous Current
12-Jun-2017 13-Jun-2017 Change Change % Previous Week
Open 46.01 46.22 0.21 0.5% 47.94
High 46.94 46.77 -0.17 -0.4% 48.62
Low 45.90 45.79 -0.11 -0.2% 45.48
Close 46.32 46.67 0.35 0.8% 46.07
Range 1.04 0.98 -0.06 -5.8% 3.14
ATR 1.43 1.39 -0.03 -2.2% 0.00
Volume 190,689 336,773 146,084 76.6% 1,341,127
Daily Pivots for day following 13-Jun-2017
Classic Woodie Camarilla DeMark
R4 49.35 48.99 47.21
R3 48.37 48.01 46.94
R2 47.39 47.39 46.85
R1 47.03 47.03 46.76 47.21
PP 46.41 46.41 46.41 46.50
S1 46.05 46.05 46.58 46.23
S2 45.43 45.43 46.49
S3 44.45 45.07 46.40
S4 43.47 44.09 46.13
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 48.36 45.48 2.88 6.2% 1.27 2.7% 41% False False 297,695
10 49.95 45.48 4.47 9.6% 1.40 3.0% 27% False False 232,527
20 52.22 45.48 6.74 14.4% 1.44 3.1% 18% False False 173,075
40 53.92 44.45 9.47 20.3% 1.41 3.0% 23% False False 118,213
60 54.63 44.45 10.18 21.8% 1.25 2.7% 22% False False 89,977
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.94
2.618 49.34
1.618 48.36
1.000 47.75
0.618 47.38
HIGH 46.77
0.618 46.40
0.500 46.28
0.382 46.16
LOW 45.79
0.618 45.18
1.000 44.81
1.618 44.20
2.618 43.22
4.250 41.63
Fisher Pivots for day following 13-Jun-2017
Pivot 1 day 3 day
R1 46.54 46.52
PP 46.41 46.37
S1 46.28 46.22

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

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