NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 26-Jul-2017
Day Change Summary
Previous Current
25-Jul-2017 26-Jul-2017 Change Change % Previous Week
Open 46.46 48.51 2.05 4.4% 46.89
High 48.66 48.87 0.21 0.4% 47.74
Low 46.38 47.86 1.48 3.2% 45.54
Close 47.89 48.75 0.86 1.8% 45.77
Range 2.28 1.01 -1.27 -55.7% 2.20
ATR 1.37 1.35 -0.03 -1.9% 0.00
Volume 885,700 887,864 2,164 0.2% 3,373,699
Daily Pivots for day following 26-Jul-2017
Classic Woodie Camarilla DeMark
R4 51.52 51.15 49.31
R3 50.51 50.14 49.03
R2 49.50 49.50 48.94
R1 49.13 49.13 48.84 49.32
PP 48.49 48.49 48.49 48.59
S1 48.12 48.12 48.66 48.31
S2 47.48 47.48 48.56
S3 46.47 47.11 48.47
S4 45.46 46.10 48.19
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 48.87 45.40 3.47 7.1% 1.40 2.9% 97% True False 794,306
10 48.87 45.16 3.71 7.6% 1.25 2.6% 97% True False 652,568
20 48.87 43.83 5.04 10.3% 1.37 2.8% 98% True False 427,700
40 50.14 42.27 7.87 16.1% 1.33 2.7% 82% False False 270,210
60 52.38 42.27 10.11 20.7% 1.38 2.8% 64% False False 199,065
80 54.77 42.27 12.50 25.6% 1.29 2.6% 52% False False 160,764
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 0.27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 53.16
2.618 51.51
1.618 50.50
1.000 49.88
0.618 49.49
HIGH 48.87
0.618 48.48
0.500 48.37
0.382 48.25
LOW 47.86
0.618 47.24
1.000 46.85
1.618 46.23
2.618 45.22
4.250 43.57
Fisher Pivots for day following 26-Jul-2017
Pivot 1 day 3 day
R1 48.62 48.21
PP 48.49 47.67
S1 48.37 47.14

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

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