NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 07-Jun-2017
Day Change Summary
Previous Current
06-Jun-2017 07-Jun-2017 Change Change % Previous Week
Open 47.71 48.28 0.57 1.2% 50.40
High 48.68 48.50 -0.18 -0.4% 50.70
Low 47.28 46.13 -1.15 -2.4% 47.18
Close 48.49 46.22 -2.27 -4.7% 48.05
Range 1.40 2.37 0.97 69.3% 3.52
ATR 1.44 1.50 0.07 4.6% 0.00
Volume 76,465 185,348 108,883 142.4% 282,772
Daily Pivots for day following 07-Jun-2017
Classic Woodie Camarilla DeMark
R4 54.06 52.51 47.52
R3 51.69 50.14 46.87
R2 49.32 49.32 46.65
R1 47.77 47.77 46.44 47.36
PP 46.95 46.95 46.95 46.75
S1 45.40 45.40 46.00 44.99
S2 44.58 44.58 45.79
S3 42.21 43.03 45.57
S4 39.84 40.66 44.92
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 59.20 57.15 49.99
R3 55.68 53.63 49.02
R2 52.16 52.16 48.70
R1 50.11 50.11 48.37 49.38
PP 48.64 48.64 48.64 48.28
S1 46.59 46.59 47.73 45.86
S2 45.12 45.12 47.40
S3 41.60 43.07 47.08
S4 38.08 39.55 46.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.57 46.13 3.44 7.4% 1.60 3.5% 3% False True 95,750
10 52.38 46.13 6.25 13.5% 1.72 3.7% 1% False True 84,759
20 52.38 46.13 6.25 13.5% 1.46 3.2% 1% False True 68,045
40 54.77 44.76 10.01 21.7% 1.35 2.9% 15% False False 59,227
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 58.57
2.618 54.70
1.618 52.33
1.000 50.87
0.618 49.96
HIGH 48.50
0.618 47.59
0.500 47.32
0.382 47.04
LOW 46.13
0.618 44.67
1.000 43.76
1.618 42.30
2.618 39.93
4.250 36.06
Fisher Pivots for day following 07-Jun-2017
Pivot 1 day 3 day
R1 47.32 47.47
PP 46.95 47.05
S1 46.59 46.64

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

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