NYMEX Light Sweet Crude Oil Future August 2017


Trading Metrics calculated at close of trading on 27-Jun-2017
Day Change Summary
Previous Current
26-Jun-2017 27-Jun-2017 Change Change % Previous Week
Open 43.16 43.49 0.33 0.8% 44.89
High 43.65 44.44 0.79 1.8% 45.28
Low 42.63 43.32 0.69 1.6% 42.05
Close 43.38 44.24 0.86 2.0% 43.01
Range 1.02 1.12 0.10 9.8% 3.23
ATR 1.30 1.29 -0.01 -1.0% 0.00
Volume 661,354 759,115 97,761 14.8% 3,946,554
Daily Pivots for day following 27-Jun-2017
Classic Woodie Camarilla DeMark
R4 47.36 46.92 44.86
R3 46.24 45.80 44.55
R2 45.12 45.12 44.45
R1 44.68 44.68 44.34 44.90
PP 44.00 44.00 44.00 44.11
S1 43.56 43.56 44.14 43.78
S2 42.88 42.88 44.03
S3 41.76 42.44 43.93
S4 40.64 41.32 43.62
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 53.14 51.30 44.79
R3 49.91 48.07 43.90
R2 46.68 46.68 43.60
R1 44.84 44.84 43.31 44.15
PP 43.45 43.45 43.45 43.10
S1 41.61 41.61 42.71 40.92
S2 40.22 40.22 42.42
S3 36.99 38.38 42.12
S4 33.76 35.15 41.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.44 42.05 2.39 5.4% 1.20 2.7% 92% True False 770,390
10 46.68 42.05 4.63 10.5% 1.20 2.7% 47% False False 656,053
20 49.95 42.05 7.90 17.9% 1.30 2.9% 28% False False 444,290
40 52.22 42.05 10.17 23.0% 1.41 3.2% 22% False False 268,135
60 54.63 42.05 12.58 28.4% 1.29 2.9% 17% False False 194,368
80 55.15 42.05 13.10 29.6% 1.24 2.8% 17% False False 153,610
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 0.35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.20
2.618 47.37
1.618 46.25
1.000 45.56
0.618 45.13
HIGH 44.44
0.618 44.01
0.500 43.88
0.382 43.75
LOW 43.32
0.618 42.63
1.000 42.20
1.618 41.51
2.618 40.39
4.250 38.56
Fisher Pivots for day following 27-Jun-2017
Pivot 1 day 3 day
R1 44.12 43.99
PP 44.00 43.74
S1 43.88 43.49

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

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