NYMEX Light Sweet Crude Oil Future August 2017


Trading Metrics calculated at close of trading on 20-Jul-2017
Day Change Summary
Previous Current
19-Jul-2017 20-Jul-2017 Change Change % Previous Week
Open 46.25 47.09 0.84 1.8% 44.35
High 47.26 47.55 0.29 0.6% 46.74
Low 46.14 46.66 0.52 1.1% 43.65
Close 47.12 46.79 -0.33 -0.7% 46.54
Range 1.12 0.89 -0.23 -20.5% 3.09
ATR 1.32 1.29 -0.03 -2.3% 0.00
Volume 140,677 17,229 -123,448 -87.8% 4,314,632
Daily Pivots for day following 20-Jul-2017
Classic Woodie Camarilla DeMark
R4 49.67 49.12 47.28
R3 48.78 48.23 47.03
R2 47.89 47.89 46.95
R1 47.34 47.34 46.87 47.17
PP 47.00 47.00 47.00 46.92
S1 46.45 46.45 46.71 46.28
S2 46.11 46.11 46.63
S3 45.22 45.56 46.55
S4 44.33 44.67 46.30
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 54.91 53.82 48.24
R3 51.82 50.73 47.39
R2 48.73 48.73 47.11
R1 47.64 47.64 46.82 48.19
PP 45.64 45.64 45.64 45.92
S1 44.55 44.55 46.26 45.10
S2 42.55 42.55 45.97
S3 39.46 41.46 45.69
S4 36.37 38.37 44.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.55 45.80 1.75 3.7% 1.01 2.2% 57% True False 333,970
10 47.55 43.65 3.90 8.3% 1.25 2.7% 81% True False 621,750
20 47.55 42.26 5.29 11.3% 1.26 2.7% 86% True False 692,915
40 52.22 42.05 10.17 21.7% 1.37 2.9% 47% False False 514,013
60 52.22 42.05 10.17 21.7% 1.37 2.9% 47% False False 367,529
80 54.63 42.05 12.58 26.9% 1.28 2.7% 38% False False 285,721
100 55.56 42.05 13.51 28.9% 1.24 2.7% 35% False False 234,655
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.36
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 51.33
2.618 49.88
1.618 48.99
1.000 48.44
0.618 48.10
HIGH 47.55
0.618 47.21
0.500 47.11
0.382 47.00
LOW 46.66
0.618 46.11
1.000 45.77
1.618 45.22
2.618 44.33
4.250 42.88
Fisher Pivots for day following 20-Jul-2017
Pivot 1 day 3 day
R1 47.11 46.75
PP 47.00 46.72
S1 46.90 46.68

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

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