NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 07-Aug-2017
Day Change Summary
Previous Current
04-Aug-2017 07-Aug-2017 Change Change % Previous Week
Open 48.95 49.59 0.64 1.3% 49.85
High 49.64 49.73 0.09 0.2% 50.43
Low 48.50 48.54 0.04 0.1% 48.37
Close 49.58 49.39 -0.19 -0.4% 49.58
Range 1.14 1.19 0.05 4.4% 2.06
ATR 1.31 1.30 -0.01 -0.6% 0.00
Volume 745,664 831,374 85,710 11.5% 4,221,271
Daily Pivots for day following 07-Aug-2017
Classic Woodie Camarilla DeMark
R4 52.79 52.28 50.04
R3 51.60 51.09 49.72
R2 50.41 50.41 49.61
R1 49.90 49.90 49.50 49.56
PP 49.22 49.22 49.22 49.05
S1 48.71 48.71 49.28 48.37
S2 48.03 48.03 49.17
S3 46.84 47.52 49.06
S4 45.65 46.33 48.74
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% 1.33 2.7% 50% False False 854,221
10 50.43 46.38 4.05 8.2% 1.31 2.7% 74% False False 847,819
20 50.43 44.03 6.40 13.0% 1.28 2.6% 84% False False 692,166
40 50.43 42.27 8.16 16.5% 1.28 2.6% 87% False False 418,398
60 52.38 42.27 10.11 20.5% 1.33 2.7% 70% False False 303,464
80 54.55 42.27 12.28 24.9% 1.32 2.7% 58% False False 240,347
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 54.79
2.618 52.85
1.618 51.66
1.000 50.92
0.618 50.47
HIGH 49.73
0.618 49.28
0.500 49.14
0.382 48.99
LOW 48.54
0.618 47.80
1.000 47.35
1.618 46.61
2.618 45.42
4.250 43.48
Fisher Pivots for day following 07-Aug-2017
Pivot 1 day 3 day
R1 49.31 49.34
PP 49.22 49.28
S1 49.14 49.23

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

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