NYMEX Light Sweet Crude Oil Future August 2017


Trading Metrics calculated at close of trading on 22-Jun-2017
Day Change Summary
Previous Current
21-Jun-2017 22-Jun-2017 Change Change % Previous Week
Open 43.38 42.55 -0.83 -1.9% 46.01
High 44.20 43.32 -0.88 -2.0% 46.94
Low 42.05 42.26 0.21 0.5% 44.45
Close 42.53 42.74 0.21 0.5% 44.97
Range 2.15 1.06 -1.09 -50.7% 2.49
ATR 1.39 1.37 -0.02 -1.7% 0.00
Volume 1,071,747 668,830 -402,917 -37.6% 1,720,970
Daily Pivots for day following 22-Jun-2017
Classic Woodie Camarilla DeMark
R4 45.95 45.41 43.32
R3 44.89 44.35 43.03
R2 43.83 43.83 42.93
R1 43.29 43.29 42.84 43.56
PP 42.77 42.77 42.77 42.91
S1 42.23 42.23 42.64 42.50
S2 41.71 41.71 42.55
S3 40.65 41.17 42.45
S4 39.59 40.11 42.16
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 45.28 42.05 3.23 7.6% 1.34 3.1% 21% False False 729,873
10 46.94 42.05 4.89 11.4% 1.22 2.8% 14% False False 519,667
20 52.22 42.05 10.17 23.8% 1.49 3.5% 7% False False 358,751
40 52.22 42.05 10.17 23.8% 1.41 3.3% 7% False False 220,277
60 54.63 42.05 12.58 29.4% 1.29 3.0% 5% False False 160,664
80 55.56 42.05 13.51 31.6% 1.24 2.9% 5% False False 128,069
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.83
2.618 46.10
1.618 45.04
1.000 44.38
0.618 43.98
HIGH 43.32
0.618 42.92
0.500 42.79
0.382 42.66
LOW 42.26
0.618 41.60
1.000 41.20
1.618 40.54
2.618 39.48
4.250 37.76
Fisher Pivots for day following 22-Jun-2017
Pivot 1 day 3 day
R1 42.79 43.37
PP 42.77 43.16
S1 42.76 42.95

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

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