NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 27-Jul-2017
Day Change Summary
Previous Current
26-Jul-2017 27-Jul-2017 Change Change % Previous Week
Open 48.51 48.70 0.19 0.4% 46.89
High 48.87 49.24 0.37 0.8% 47.74
Low 47.86 48.25 0.39 0.8% 45.54
Close 48.75 49.04 0.29 0.6% 45.77
Range 1.01 0.99 -0.02 -2.0% 2.20
ATR 1.35 1.32 -0.03 -1.9% 0.00
Volume 887,864 880,757 -7,107 -0.8% 3,373,699
Daily Pivots for day following 27-Jul-2017
Classic Woodie Camarilla DeMark
R4 51.81 51.42 49.58
R3 50.82 50.43 49.31
R2 49.83 49.83 49.22
R1 49.44 49.44 49.13 49.64
PP 48.84 48.84 48.84 48.94
S1 48.45 48.45 48.95 48.65
S2 47.85 47.85 48.86
S3 46.86 47.46 48.77
S4 45.87 46.47 48.50
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 49.24 45.40 3.84 7.8% 1.42 2.9% 95% True False 826,333
10 49.24 45.40 3.84 7.8% 1.22 2.5% 95% True False 710,327
20 49.24 43.83 5.41 11.0% 1.36 2.8% 96% True False 464,746
40 49.57 42.27 7.30 14.9% 1.31 2.7% 93% False False 290,044
60 52.38 42.27 10.11 20.6% 1.37 2.8% 67% False False 213,071
80 54.77 42.27 12.50 25.5% 1.29 2.6% 54% False False 171,255
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 53.45
2.618 51.83
1.618 50.84
1.000 50.23
0.618 49.85
HIGH 49.24
0.618 48.86
0.500 48.75
0.382 48.63
LOW 48.25
0.618 47.64
1.000 47.26
1.618 46.65
2.618 45.66
4.250 44.04
Fisher Pivots for day following 27-Jul-2017
Pivot 1 day 3 day
R1 48.94 48.63
PP 48.84 48.22
S1 48.75 47.81

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

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