NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 31-Jul-2017
Day Change Summary
Previous Current
28-Jul-2017 31-Jul-2017 Change Change % Previous Week
Open 49.17 49.85 0.68 1.4% 45.62
High 49.81 50.41 0.60 1.2% 49.81
Low 48.86 49.18 0.32 0.7% 45.40
Close 49.71 50.17 0.46 0.9% 49.71
Range 0.95 1.23 0.28 29.5% 4.41
ATR 1.30 1.29 0.00 -0.4% 0.00
Volume 771,225 781,539 10,314 1.3% 4,133,456
Daily Pivots for day following 31-Jul-2017
Classic Woodie Camarilla DeMark
R4 53.61 53.12 50.85
R3 52.38 51.89 50.51
R2 51.15 51.15 50.40
R1 50.66 50.66 50.28 50.91
PP 49.92 49.92 49.92 50.04
S1 49.43 49.43 50.06 49.68
S2 48.69 48.69 49.94
S3 47.46 48.20 49.83
S4 46.23 46.97 49.49
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 50.41 46.38 4.03 8.0% 1.29 2.6% 94% True False 841,417
10 50.41 45.40 5.01 10.0% 1.25 2.5% 95% True False 789,130
20 50.41 43.83 6.58 13.1% 1.36 2.7% 96% True False 527,116
40 50.41 42.27 8.14 16.2% 1.29 2.6% 97% True False 325,127
60 52.38 42.27 10.11 20.2% 1.35 2.7% 78% False False 237,048
80 54.77 42.27 12.50 24.9% 1.29 2.6% 63% False False 189,609
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 55.64
2.618 53.63
1.618 52.40
1.000 51.64
0.618 51.17
HIGH 50.41
0.618 49.94
0.500 49.80
0.382 49.65
LOW 49.18
0.618 48.42
1.000 47.95
1.618 47.19
2.618 45.96
4.250 43.95
Fisher Pivots for day following 31-Jul-2017
Pivot 1 day 3 day
R1 50.05 49.89
PP 49.92 49.61
S1 49.80 49.33

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

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