NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 23-Jun-2017
Day Change Summary
Previous Current
22-Jun-2017 23-Jun-2017 Change Change % Previous Week
Open 42.72 42.99 0.27 0.6% 45.11
High 43.54 43.46 -0.08 -0.2% 45.51
Low 42.49 42.76 0.27 0.6% 42.27
Close 42.97 43.27 0.30 0.7% 43.27
Range 1.05 0.70 -0.35 -33.3% 3.24
ATR 1.34 1.30 -0.05 -3.4% 0.00
Volume 84,308 179,367 95,059 112.8% 720,729
Daily Pivots for day following 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 45.26 44.97 43.66
R3 44.56 44.27 43.46
R2 43.86 43.86 43.40
R1 43.57 43.57 43.33 43.72
PP 43.16 43.16 43.16 43.24
S1 42.87 42.87 43.21 43.02
S2 42.46 42.46 43.14
S3 41.76 42.17 43.08
S4 41.06 41.47 42.89
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 53.40 51.58 45.05
R3 50.16 48.34 44.16
R2 46.92 46.92 43.86
R1 45.10 45.10 43.57 44.39
PP 43.68 43.68 43.68 43.33
S1 41.86 41.86 42.97 41.15
S2 40.44 40.44 42.68
S3 37.20 38.62 42.38
S4 33.96 35.38 41.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.51 42.27 3.24 7.5% 1.32 3.1% 31% False False 144,145
10 47.17 42.27 4.90 11.3% 1.18 2.7% 20% False False 122,957
20 50.70 42.27 8.43 19.5% 1.32 3.1% 12% False False 106,003
40 52.38 42.27 10.11 23.4% 1.37 3.2% 10% False False 80,410
60 54.77 42.27 12.50 28.9% 1.26 2.9% 8% False False 68,889
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 46.44
2.618 45.29
1.618 44.59
1.000 44.16
0.618 43.89
HIGH 43.46
0.618 43.19
0.500 43.11
0.382 43.03
LOW 42.76
0.618 42.33
1.000 42.06
1.618 41.63
2.618 40.93
4.250 39.79
Fisher Pivots for day following 23-Jun-2017
Pivot 1 day 3 day
R1 43.22 43.35
PP 43.16 43.32
S1 43.11 43.30

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

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