NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 29-Jun-2017
Day Change Summary
Previous Current
28-Jun-2017 29-Jun-2017 Change Change % Previous Week
Open 43.89 45.12 1.23 2.8% 45.11
High 45.14 45.70 0.56 1.2% 45.51
Low 43.89 44.91 1.02 2.3% 42.27
Close 44.99 45.20 0.21 0.5% 43.27
Range 1.25 0.79 -0.46 -36.8% 3.24
ATR 1.27 1.23 -0.03 -2.7% 0.00
Volume 139,852 150,423 10,571 7.6% 720,729
Daily Pivots for day following 29-Jun-2017
Classic Woodie Camarilla DeMark
R4 47.64 47.21 45.63
R3 46.85 46.42 45.42
R2 46.06 46.06 45.34
R1 45.63 45.63 45.27 45.85
PP 45.27 45.27 45.27 45.38
S1 44.84 44.84 45.13 45.06
S2 44.48 44.48 45.06
S3 43.69 44.05 44.98
S4 42.90 43.26 44.77
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 45.70 42.76 2.94 6.5% 0.98 2.2% 83% True False 143,475
10 45.70 42.27 3.43 7.6% 1.16 2.6% 85% True False 132,256
20 48.80 42.27 6.53 14.4% 1.23 2.7% 45% False False 119,029
40 52.38 42.27 10.11 22.4% 1.37 3.0% 29% False False 90,032
60 54.77 42.27 12.50 27.7% 1.26 2.8% 23% False False 75,236
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.06
2.618 47.77
1.618 46.98
1.000 46.49
0.618 46.19
HIGH 45.70
0.618 45.40
0.500 45.31
0.382 45.21
LOW 44.91
0.618 44.42
1.000 44.12
1.618 43.63
2.618 42.84
4.250 41.55
Fisher Pivots for day following 29-Jun-2017
Pivot 1 day 3 day
R1 45.31 45.01
PP 45.27 44.82
S1 45.24 44.63

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

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