NYMEX Light Sweet Crude Oil Future August 2017


Trading Metrics calculated at close of trading on 11-Jul-2017
Day Change Summary
Previous Current
10-Jul-2017 11-Jul-2017 Change Change % Previous Week
Open 44.35 44.58 0.23 0.5% 46.28
High 44.84 45.81 0.97 2.2% 47.32
Low 43.65 43.83 0.18 0.4% 43.78
Close 44.40 45.04 0.64 1.4% 44.23
Range 1.19 1.98 0.79 66.4% 3.54
ATR 1.38 1.42 0.04 3.1% 0.00
Volume 848,570 1,010,691 162,121 19.1% 3,636,792
Daily Pivots for day following 11-Jul-2017
Classic Woodie Camarilla DeMark
R4 50.83 49.92 46.13
R3 48.85 47.94 45.58
R2 46.87 46.87 45.40
R1 45.96 45.96 45.22 46.42
PP 44.89 44.89 44.89 45.12
S1 43.98 43.98 44.86 44.44
S2 42.91 42.91 44.68
S3 40.93 42.00 44.50
S4 38.95 40.02 43.95
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 55.73 53.52 46.18
R3 52.19 49.98 45.20
R2 48.65 48.65 44.88
R1 46.44 46.44 44.55 45.78
PP 45.11 45.11 45.11 44.78
S1 42.90 42.90 43.91 42.24
S2 41.57 41.57 43.58
S3 38.03 39.36 43.26
S4 34.49 35.82 42.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.32 43.65 3.67 8.1% 1.79 4.0% 38% False False 995,686
10 47.32 43.32 4.00 8.9% 1.48 3.3% 43% False False 845,489
20 47.32 42.05 5.27 11.7% 1.33 3.0% 57% False False 729,654
40 52.22 42.05 10.17 22.6% 1.41 3.1% 29% False False 445,085
60 54.19 42.05 12.14 27.0% 1.38 3.1% 25% False False 316,781
80 54.63 42.05 12.58 27.9% 1.26 2.8% 24% False False 245,945
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 54.23
2.618 50.99
1.618 49.01
1.000 47.79
0.618 47.03
HIGH 45.81
0.618 45.05
0.500 44.82
0.382 44.59
LOW 43.83
0.618 42.61
1.000 41.85
1.618 40.63
2.618 38.65
4.250 35.42
Fisher Pivots for day following 11-Jul-2017
Pivot 1 day 3 day
R1 44.97 44.94
PP 44.89 44.83
S1 44.82 44.73

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

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