NYMEX Light Sweet Crude Oil Future August 2017


Trading Metrics calculated at close of trading on 14-Jun-2017
Day Change Summary
Previous Current
13-Jun-2017 14-Jun-2017 Change Change % Previous Week
Open 46.22 46.13 -0.09 -0.2% 47.94
High 46.77 46.68 -0.09 -0.2% 48.62
Low 45.79 44.74 -1.05 -2.3% 45.48
Close 46.67 44.93 -1.74 -3.7% 46.07
Range 0.98 1.94 0.96 98.0% 3.14
ATR 1.39 1.43 0.04 2.8% 0.00
Volume 336,773 460,269 123,496 36.7% 1,341,127
Daily Pivots for day following 14-Jun-2017
Classic Woodie Camarilla DeMark
R4 51.27 50.04 46.00
R3 49.33 48.10 45.46
R2 47.39 47.39 45.29
R1 46.16 46.16 45.11 45.81
PP 45.45 45.45 45.45 45.27
S1 44.22 44.22 44.75 43.87
S2 43.51 43.51 44.57
S3 41.57 42.28 44.40
S4 39.63 40.34 43.86
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 46.94 44.74 2.20 4.9% 1.16 2.6% 9% False True 305,048
10 49.40 44.74 4.66 10.4% 1.40 3.1% 4% False True 263,309
20 52.22 44.74 7.48 16.6% 1.48 3.3% 3% False True 191,796
40 53.62 44.45 9.17 20.4% 1.44 3.2% 5% False False 128,752
60 54.63 44.45 10.18 22.7% 1.26 2.8% 5% False False 97,107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 54.93
2.618 51.76
1.618 49.82
1.000 48.62
0.618 47.88
HIGH 46.68
0.618 45.94
0.500 45.71
0.382 45.48
LOW 44.74
0.618 43.54
1.000 42.80
1.618 41.60
2.618 39.66
4.250 36.50
Fisher Pivots for day following 14-Jun-2017
Pivot 1 day 3 day
R1 45.71 45.84
PP 45.45 45.54
S1 45.19 45.23

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

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