NYMEX Light Sweet Crude Oil Future August 2017


Trading Metrics calculated at close of trading on 05-Jul-2017
Day Change Summary
Previous Current
03-Jul-2017 05-Jul-2017 Change Change % Previous Week
Open 46.28 47.04 0.76 1.6% 43.16
High 47.10 47.32 0.22 0.5% 46.35
Low 45.92 44.51 -1.41 -3.1% 42.63
Close 47.07 45.13 -1.94 -4.1% 46.04
Range 1.18 2.81 1.63 138.1% 3.72
ATR 1.26 1.37 0.11 8.8% 0.00
Volume 517,621 1,173,581 655,960 126.7% 3,620,198
Daily Pivots for day following 05-Jul-2017
Classic Woodie Camarilla DeMark
R4 54.08 52.42 46.68
R3 51.27 49.61 45.90
R2 48.46 48.46 45.65
R1 46.80 46.80 45.39 46.23
PP 45.65 45.65 45.65 45.37
S1 43.99 43.99 44.87 43.42
S2 42.84 42.84 44.61
S3 40.03 41.18 44.36
S4 37.22 38.37 43.58
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 56.17 54.82 48.09
R3 52.45 51.10 47.06
R2 48.73 48.73 46.72
R1 47.38 47.38 46.38 48.06
PP 45.01 45.01 45.01 45.34
S1 43.66 43.66 45.70 44.34
S2 41.29 41.29 45.36
S3 37.57 39.94 45.02
S4 33.85 36.22 43.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.32 43.67 3.65 8.1% 1.50 3.3% 40% True False 778,186
10 47.32 42.05 5.27 11.7% 1.35 3.0% 58% True False 774,288
20 48.36 42.05 6.31 14.0% 1.29 2.9% 49% False False 596,996
40 52.22 42.05 10.17 22.5% 1.37 3.0% 30% False False 357,025
60 54.63 42.05 12.58 27.9% 1.32 2.9% 24% False False 256,294
80 54.63 42.05 12.58 27.9% 1.23 2.7% 24% False False 200,225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 59.26
2.618 54.68
1.618 51.87
1.000 50.13
0.618 49.06
HIGH 47.32
0.618 46.25
0.500 45.92
0.382 45.58
LOW 44.51
0.618 42.77
1.000 41.70
1.618 39.96
2.618 37.15
4.250 32.57
Fisher Pivots for day following 05-Jul-2017
Pivot 1 day 3 day
R1 45.92 45.92
PP 45.65 45.65
S1 45.39 45.39

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

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