NYMEX Light Sweet Crude Oil Future August 2017


Trading Metrics calculated at close of trading on 19-Jun-2017
Day Change Summary
Previous Current
16-Jun-2017 19-Jun-2017 Change Change % Previous Week
Open 44.46 44.89 0.43 1.0% 46.01
High 45.18 45.28 0.10 0.2% 46.94
Low 44.46 44.26 -0.20 -0.4% 44.45
Close 44.97 44.43 -0.54 -1.2% 44.97
Range 0.72 1.02 0.30 41.7% 2.49
ATR 1.32 1.30 -0.02 -1.6% 0.00
Volume 393,720 620,967 227,247 57.7% 1,720,970
Daily Pivots for day following 19-Jun-2017
Classic Woodie Camarilla DeMark
R4 47.72 47.09 44.99
R3 46.70 46.07 44.71
R2 45.68 45.68 44.62
R1 45.05 45.05 44.52 44.86
PP 44.66 44.66 44.66 44.56
S1 44.03 44.03 44.34 43.84
S2 43.64 43.64 44.24
S3 42.62 43.01 44.15
S4 41.60 41.99 43.87
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 46.77 44.26 2.51 5.6% 1.05 2.4% 7% False True 430,249
10 48.54 44.26 4.28 9.6% 1.20 2.7% 4% False True 352,013
20 52.22 44.26 7.96 17.9% 1.38 3.1% 2% False True 247,330
40 52.22 44.26 7.96 17.9% 1.37 3.1% 2% False True 158,175
60 54.63 44.26 10.37 23.3% 1.25 2.8% 2% False True 117,870
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 49.62
2.618 47.95
1.618 46.93
1.000 46.30
0.618 45.91
HIGH 45.28
0.618 44.89
0.500 44.77
0.382 44.65
LOW 44.26
0.618 43.63
1.000 43.24
1.618 42.61
2.618 41.59
4.250 39.93
Fisher Pivots for day following 19-Jun-2017
Pivot 1 day 3 day
R1 44.77 44.77
PP 44.66 44.66
S1 44.54 44.54

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

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