NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 28-Jul-2017
Day Change Summary
Previous Current
27-Jul-2017 28-Jul-2017 Change Change % Previous Week
Open 48.70 49.17 0.47 1.0% 45.62
High 49.24 49.81 0.57 1.2% 49.81
Low 48.25 48.86 0.61 1.3% 45.40
Close 49.04 49.71 0.67 1.4% 49.71
Range 0.99 0.95 -0.04 -4.0% 4.41
ATR 1.32 1.30 -0.03 -2.0% 0.00
Volume 880,757 771,225 -109,532 -12.4% 4,133,456
Daily Pivots for day following 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 52.31 51.96 50.23
R3 51.36 51.01 49.97
R2 50.41 50.41 49.88
R1 50.06 50.06 49.80 50.24
PP 49.46 49.46 49.46 49.55
S1 49.11 49.11 49.62 49.29
S2 48.51 48.51 49.54
S3 47.56 48.16 49.45
S4 46.61 47.21 49.19
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 61.54 60.03 52.14
R3 57.13 55.62 50.92
R2 52.72 52.72 50.52
R1 51.21 51.21 50.11 51.97
PP 48.31 48.31 48.31 48.68
S1 46.80 46.80 49.31 47.56
S2 43.90 43.90 48.90
S3 39.49 42.39 48.50
S4 35.08 37.98 47.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.81 45.40 4.41 8.9% 1.27 2.6% 98% True False 826,691
10 49.81 45.40 4.41 8.9% 1.22 2.5% 98% True False 750,715
20 49.81 43.83 5.98 12.0% 1.37 2.8% 98% True False 495,786
40 49.81 42.27 7.54 15.2% 1.30 2.6% 99% True False 307,407
60 52.38 42.27 10.11 20.3% 1.37 2.8% 74% False False 225,283
80 54.77 42.27 12.50 25.1% 1.29 2.6% 60% False False 180,374
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 6 trading days
Fibonacci Retracements and Extensions
4.250 53.85
2.618 52.30
1.618 51.35
1.000 50.76
0.618 50.40
HIGH 49.81
0.618 49.45
0.500 49.34
0.382 49.22
LOW 48.86
0.618 48.27
1.000 47.91
1.618 47.32
2.618 46.37
4.250 44.82
Fisher Pivots for day following 28-Jul-2017
Pivot 1 day 3 day
R1 49.59 49.42
PP 49.46 49.13
S1 49.34 48.84

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

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