NYMEX Light Sweet Crude Oil Future August 2017


Trading Metrics calculated at close of trading on 20-Jun-2017
Day Change Summary
Previous Current
19-Jun-2017 20-Jun-2017 Change Change % Previous Week
Open 44.89 44.33 -0.56 -1.2% 46.01
High 45.28 44.69 -0.59 -1.3% 46.94
Low 44.26 42.94 -1.32 -3.0% 44.45
Close 44.43 43.51 -0.92 -2.1% 44.97
Range 1.02 1.75 0.73 71.6% 2.49
ATR 1.30 1.34 0.03 2.4% 0.00
Volume 620,967 894,104 273,137 44.0% 1,720,970
Daily Pivots for day following 20-Jun-2017
Classic Woodie Camarilla DeMark
R4 48.96 47.99 44.47
R3 47.21 46.24 43.99
R2 45.46 45.46 43.83
R1 44.49 44.49 43.67 44.10
PP 43.71 43.71 43.71 43.52
S1 42.74 42.74 43.35 42.35
S2 41.96 41.96 43.19
S3 40.21 40.99 43.03
S4 38.46 39.24 42.55
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 46.68 42.94 3.74 8.6% 1.20 2.8% 15% False True 541,715
10 48.36 42.94 5.42 12.5% 1.24 2.8% 11% False True 419,705
20 52.22 42.94 9.28 21.3% 1.43 3.3% 6% False True 287,202
40 52.22 42.94 9.28 21.3% 1.39 3.2% 6% False True 179,461
60 54.63 42.94 11.69 26.9% 1.27 2.9% 5% False True 132,419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.13
2.618 49.27
1.618 47.52
1.000 46.44
0.618 45.77
HIGH 44.69
0.618 44.02
0.500 43.82
0.382 43.61
LOW 42.94
0.618 41.86
1.000 41.19
1.618 40.11
2.618 38.36
4.250 35.50
Fisher Pivots for day following 20-Jun-2017
Pivot 1 day 3 day
R1 43.82 44.11
PP 43.71 43.91
S1 43.61 43.71

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

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