NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 04-Aug-2017
Day Change Summary
Previous Current
03-Aug-2017 04-Aug-2017 Change Change % Previous Week
Open 49.59 48.95 -0.64 -1.3% 49.85
High 49.96 49.64 -0.32 -0.6% 50.43
Low 48.78 48.50 -0.28 -0.6% 48.37
Close 49.03 49.58 0.55 1.1% 49.58
Range 1.18 1.14 -0.04 -3.4% 2.06
ATR 1.32 1.31 -0.01 -1.0% 0.00
Volume 837,763 745,664 -92,099 -11.0% 4,221,271
Daily Pivots for day following 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 52.66 52.26 50.21
R3 51.52 51.12 49.89
R2 50.38 50.38 49.79
R1 49.98 49.98 49.68 50.18
PP 49.24 49.24 49.24 49.34
S1 48.84 48.84 49.48 49.04
S2 48.10 48.10 49.37
S3 46.96 47.70 49.27
S4 45.82 46.56 48.95
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 55.64 54.67 50.71
R3 53.58 52.61 50.15
R2 51.52 51.52 49.96
R1 50.55 50.55 49.77 50.01
PP 49.46 49.46 49.46 49.19
S1 48.49 48.49 49.39 47.95
S2 47.40 47.40 49.20
S3 45.34 46.43 49.01
S4 43.28 44.37 48.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.43 48.37 2.06 4.2% 1.34 2.7% 59% False False 844,254
10 50.43 45.40 5.03 10.1% 1.31 2.6% 83% False False 835,472
20 50.43 43.83 6.60 13.3% 1.28 2.6% 87% False False 664,064
40 50.43 42.27 8.16 16.5% 1.27 2.6% 90% False False 399,642
60 52.38 42.27 10.11 20.4% 1.33 2.7% 72% False False 290,433
80 54.77 42.27 12.50 25.2% 1.31 2.6% 58% False False 230,596
Crabel Price Patterns
NR True
NR4 False
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 True
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.49
2.618 52.62
1.618 51.48
1.000 50.78
0.618 50.34
HIGH 49.64
0.618 49.20
0.500 49.07
0.382 48.94
LOW 48.50
0.618 47.80
1.000 47.36
1.618 46.66
2.618 45.52
4.250 43.66
Fisher Pivots for day following 04-Aug-2017
Pivot 1 day 3 day
R1 49.41 49.46
PP 49.24 49.35
S1 49.07 49.23

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

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