NYMEX Light Sweet Crude Oil Future September 2017

Trading Metrics calculated at close of trading on 15-Jun-2017

Day Change Summary
	Previous	Current
	14-Jun-2017	15-Jun-2017	Change	Change %	Previous Week
Open	46.38	45.14	-1.24	-2.7%	48.09
High	46.85	45.25	-1.60	-3.4%	48.80
Low	44.96	44.69	-0.27	-0.6%	45.74
Close	45.14	44.91	-0.23	-0.5%	46.32
Range	1.89	0.56	-1.33	-70.4%	3.06
ATR	1.40	1.34	-0.06	-4.3%	0.00
Volume	149,508	108,883	-40,625	-27.2%	540,269

Daily Pivots for day following 15-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	46.63	46.33	45.22
R3	46.07	45.77	45.06
R2	45.51	45.51	45.01
R1	45.21	45.21	44.96	45.08
PP	44.95	44.95	44.95	44.89
S1	44.65	44.65	44.86	44.52
S2	44.39	44.39	44.81
S3	43.83	44.09	44.76
S4	43.27	43.53	44.60

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	44.69	2.48	5.5%	1.06	2.4%	9%	False	True	105,224
10	48.80	44.69	4.11	9.2%	1.30	2.9%	5%	False	True	105,802
20	52.38	44.69	7.69	17.1%	1.40	3.1%	3%	False	True	85,455
40	52.38	44.69	7.69	17.1%	1.36	3.0%	3%	False	True	68,766

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	0.35
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	47.63
2.618	46.72
1.618	46.16
1.000	45.81
0.618	45.60
HIGH	45.25
0.618	45.04
0.500	44.97
0.382	44.90
LOW	44.69
0.618	44.34
1.000	44.13
1.618	43.78
2.618	43.22
4.250	42.31

Fisher Pivots for day following 15-Jun-2017
Pivot	1 day	3 day
R1	44.97	45.84
PP	44.95	45.53
S1	44.93	45.22

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols