NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 21-Jul-2017
Day Change Summary
Previous Current
20-Jul-2017 21-Jul-2017 Change Change % Previous Week
Open 47.27 46.91 -0.36 -0.8% 46.89
High 47.74 47.21 -0.53 -1.1% 47.74
Low 46.81 45.54 -1.27 -2.7% 45.54
Close 46.92 45.77 -1.15 -2.5% 45.77
Range 0.93 1.67 0.74 79.6% 2.20
ATR 1.29 1.31 0.03 2.1% 0.00
Volume 720,621 769,438 48,817 6.8% 3,373,699
Daily Pivots for day following 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 51.18 50.15 46.69
R3 49.51 48.48 46.23
R2 47.84 47.84 46.08
R1 46.81 46.81 45.92 46.49
PP 46.17 46.17 46.17 46.02
S1 45.14 45.14 45.62 44.82
S2 44.50 44.50 45.46
S3 42.83 43.47 45.31
S4 41.16 41.80 44.85
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 52.95 51.56 46.98
R3 50.75 49.36 46.38
R2 48.55 48.55 46.17
R1 47.16 47.16 45.97 46.76
PP 46.35 46.35 46.35 46.15
S1 44.96 44.96 45.57 44.56
S2 44.15 44.15 45.37
S3 41.95 42.76 45.17
S4 39.75 40.56 44.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.74 45.54 2.20 4.8% 1.17 2.6% 10% False True 674,739
10 47.74 43.83 3.91 8.5% 1.26 2.8% 50% False False 492,655
20 47.74 42.76 4.98 10.9% 1.30 2.8% 60% False False 324,982
40 52.38 42.27 10.11 22.1% 1.38 3.0% 35% False False 213,154
60 52.38 42.27 10.11 22.1% 1.36 3.0% 35% False False 160,181
80 54.77 42.27 12.50 27.3% 1.27 2.8% 28% False False 131,201
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 54.31
2.618 51.58
1.618 49.91
1.000 48.88
0.618 48.24
HIGH 47.21
0.618 46.57
0.500 46.38
0.382 46.18
LOW 45.54
0.618 44.51
1.000 43.87
1.618 42.84
2.618 41.17
4.250 38.44
Fisher Pivots for day following 21-Jul-2017
Pivot 1 day 3 day
R1 46.38 46.64
PP 46.17 46.35
S1 45.97 46.06

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

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