NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 14-Jun-2017
Day Change Summary
Previous Current
13-Jun-2017 14-Jun-2017 Change Change % Previous Week
Open 46.42 46.38 -0.04 -0.1% 48.09
High 46.98 46.85 -0.13 -0.3% 48.80
Low 46.03 44.96 -1.07 -2.3% 45.74
Close 46.89 45.14 -1.75 -3.7% 46.32
Range 0.95 1.89 0.94 98.9% 3.06
ATR 1.36 1.40 0.04 3.0% 0.00
Volume 105,181 149,508 44,327 42.1% 540,269
Daily Pivots for day following 14-Jun-2017
Classic Woodie Camarilla DeMark
R4 51.32 50.12 46.18
R3 49.43 48.23 45.66
R2 47.54 47.54 45.49
R1 46.34 46.34 45.31 46.00
PP 45.65 45.65 45.65 45.48
S1 44.45 44.45 44.97 44.11
S2 43.76 43.76 44.79
S3 41.87 42.56 44.62
S4 39.98 40.67 44.10
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 56.13 54.29 48.00
R3 53.07 51.23 47.16
R2 50.01 50.01 46.88
R1 48.17 48.17 46.60 47.56
PP 46.95 46.95 46.95 46.65
S1 45.11 45.11 46.04 44.50
S2 43.89 43.89 45.76
S3 40.83 42.05 45.48
S4 37.77 38.99 44.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.17 44.96 2.21 4.9% 1.14 2.5% 8% False True 109,415
10 49.57 44.96 4.61 10.2% 1.37 3.0% 4% False True 102,582
20 52.38 44.96 7.42 16.4% 1.44 3.2% 2% False True 82,043
40 53.82 44.76 9.06 20.1% 1.41 3.1% 4% False False 67,945
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 54.88
2.618 51.80
1.618 49.91
1.000 48.74
0.618 48.02
HIGH 46.85
0.618 46.13
0.500 45.91
0.382 45.68
LOW 44.96
0.618 43.79
1.000 43.07
1.618 41.90
2.618 40.01
4.250 36.93
Fisher Pivots for day following 14-Jun-2017
Pivot 1 day 3 day
R1 45.91 46.07
PP 45.65 45.76
S1 45.40 45.45

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

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