NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 28-Jun-2017
Day Change Summary
Previous Current
27-Jun-2017 28-Jun-2017 Change Change % Previous Week
Open 43.65 43.89 0.24 0.5% 45.11
High 44.70 45.14 0.44 1.0% 45.51
Low 43.55 43.89 0.34 0.8% 42.27
Close 44.49 44.99 0.50 1.1% 43.27
Range 1.15 1.25 0.10 8.7% 3.24
ATR 1.27 1.27 0.00 -0.1% 0.00
Volume 139,064 139,852 788 0.6% 720,729
Daily Pivots for day following 28-Jun-2017
Classic Woodie Camarilla DeMark
R4 48.42 47.96 45.68
R3 47.17 46.71 45.33
R2 45.92 45.92 45.22
R1 45.46 45.46 45.10 45.69
PP 44.67 44.67 44.67 44.79
S1 44.21 44.21 44.88 44.44
S2 43.42 43.42 44.76
S3 42.17 42.96 44.65
S4 40.92 41.71 44.30
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 45.14 42.49 2.65 5.9% 1.04 2.3% 94% True False 130,252
10 45.51 42.27 3.24 7.2% 1.13 2.5% 84% False False 128,102
20 49.57 42.27 7.30 16.2% 1.25 2.8% 37% False False 115,342
40 52.38 42.27 10.11 22.5% 1.37 3.0% 27% False False 87,234
60 54.77 42.27 12.50 27.8% 1.27 2.8% 22% False False 73,425
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 0.28
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 50.45
2.618 48.41
1.618 47.16
1.000 46.39
0.618 45.91
HIGH 45.14
0.618 44.66
0.500 44.52
0.382 44.37
LOW 43.89
0.618 43.12
1.000 42.64
1.618 41.87
2.618 40.62
4.250 38.58
Fisher Pivots for day following 28-Jun-2017
Pivot 1 day 3 day
R1 44.83 44.66
PP 44.67 44.33
S1 44.52 44.01

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

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