NYMEX Light Sweet Crude Oil Future August 2017


Trading Metrics calculated at close of trading on 16-Jun-2017
Day Change Summary
Previous Current
15-Jun-2017 16-Jun-2017 Change Change % Previous Week
Open 44.90 44.46 -0.44 -1.0% 46.01
High 45.03 45.18 0.15 0.3% 46.94
Low 44.45 44.46 0.01 0.0% 44.45
Close 44.68 44.97 0.29 0.6% 44.97
Range 0.58 0.72 0.14 24.1% 2.49
ATR 1.37 1.32 -0.05 -3.4% 0.00
Volume 339,519 393,720 54,201 16.0% 1,720,970
Daily Pivots for day following 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 47.03 46.72 45.37
R3 46.31 46.00 45.17
R2 45.59 45.59 45.10
R1 45.28 45.28 45.04 45.44
PP 44.87 44.87 44.87 44.95
S1 44.56 44.56 44.90 44.72
S2 44.15 44.15 44.84
S3 43.43 43.84 44.77
S4 42.71 43.12 44.57
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 52.92 51.44 46.34
R3 50.43 48.95 45.65
R2 47.94 47.94 45.43
R1 46.46 46.46 45.20 45.96
PP 45.45 45.45 45.45 45.20
S1 43.97 43.97 44.74 43.47
S2 42.96 42.96 44.51
S3 40.47 41.48 44.29
S4 37.98 38.99 43.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.94 44.45 2.49 5.5% 1.05 2.3% 21% False False 344,194
10 48.62 44.45 4.17 9.3% 1.26 2.8% 12% False False 306,209
20 52.22 44.45 7.77 17.3% 1.40 3.1% 7% False False 221,041
40 52.22 44.45 7.77 17.3% 1.39 3.1% 7% False False 144,125
60 54.63 44.45 10.18 22.6% 1.25 2.8% 5% False False 107,979
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.24
2.618 47.06
1.618 46.34
1.000 45.90
0.618 45.62
HIGH 45.18
0.618 44.90
0.500 44.82
0.382 44.74
LOW 44.46
0.618 44.02
1.000 43.74
1.618 43.30
2.618 42.58
4.250 41.40
Fisher Pivots for day following 16-Jun-2017
Pivot 1 day 3 day
R1 44.92 45.57
PP 44.87 45.37
S1 44.82 45.17

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

View Archives - Comment on this page... - Back to Index of Symbols