NYMEX Light Sweet Crude Oil Future September 2017

Trading Metrics calculated at close of trading on 08-Aug-2017

Day Change Summary
	Previous	Current
	07-Aug-2017	08-Aug-2017	Change	Change %	Previous Week
Open	49.59	49.31	-0.28	-0.6%	49.85
High	49.73	49.79	0.06	0.1%	50.43
Low	48.54	48.86	0.32	0.7%	48.37
Close	49.39	49.17	-0.22	-0.4%	49.58
Range	1.19	0.93	-0.26	-21.8%	2.06
ATR	1.30	1.27	-0.03	-2.0%	0.00
Volume	831,374	924,240	92,866	11.2%	4,221,271

Daily Pivots for day following 08-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	52.06	51.55	49.68
R3	51.13	50.62	49.43
R2	50.20	50.20	49.34
R1	49.69	49.69	49.26	49.48
PP	49.27	49.27	49.27	49.17
S1	48.76	48.76	49.08	48.55
S2	48.34	48.34	49.00
S3	47.41	47.83	48.91
S4	46.48	46.90	48.66

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	49.96	48.50	1.46	3.0%	1.11	2.3%	46%	False	False	837,352
10	50.43	47.86	2.57	5.2%	1.18	2.4%	51%	False	False	851,673
20	50.43	45.16	5.27	10.7%	1.23	2.5%	76%	False	False	722,749
40	50.43	42.27	8.16	16.6%	1.28	2.6%	85%	False	False	439,468
60	52.38	42.27	10.11	20.6%	1.33	2.7%	68%	False	False	318,120
80	54.41	42.27	12.14	24.7%	1.32	2.7%	57%	False	False	251,296

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	0.36
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	53.74
2.618	52.22
1.618	51.29
1.000	50.72
0.618	50.36
HIGH	49.79
0.618	49.43
0.500	49.33
0.382	49.22
LOW	48.86
0.618	48.29
1.000	47.93
1.618	47.36
2.618	46.43
4.250	44.91

Fisher Pivots for day following 08-Aug-2017
Pivot	1 day	3 day
R1	49.33	49.16
PP	49.27	49.15
S1	49.22	49.15

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols