NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 10-Aug-2017
Day Change Summary
Previous Current
09-Aug-2017 10-Aug-2017 Change Change % Previous Week
Open 49.00 49.68 0.68 1.4% 49.85
High 49.72 50.22 0.50 1.0% 50.43
Low 48.90 48.35 -0.55 -1.1% 48.37
Close 49.56 48.59 -0.97 -2.0% 49.58
Range 0.82 1.87 1.05 128.0% 2.06
ATR 1.24 1.28 0.05 3.6% 0.00
Volume 858,250 1,135,440 277,190 32.3% 4,221,271
Daily Pivots for day following 10-Aug-2017
Classic Woodie Camarilla DeMark
R4 54.66 53.50 49.62
R3 52.79 51.63 49.10
R2 50.92 50.92 48.93
R1 49.76 49.76 48.76 49.41
PP 49.05 49.05 49.05 48.88
S1 47.89 47.89 48.42 47.54
S2 47.18 47.18 48.25
S3 45.31 46.02 48.08
S4 43.44 44.15 47.56
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 50.22 48.35 1.87 3.8% 1.19 2.4% 13% True True 898,993
10 50.43 48.35 2.08 4.3% 1.25 2.6% 12% False True 874,180
20 50.43 45.40 5.03 10.4% 1.23 2.5% 63% False False 792,253
40 50.43 42.27 8.16 16.8% 1.28 2.6% 77% False False 482,943
60 52.38 42.27 10.11 20.8% 1.33 2.7% 63% False False 349,310
80 53.82 42.27 11.55 23.8% 1.34 2.8% 55% False False 275,444
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 58.17
2.618 55.12
1.618 53.25
1.000 52.09
0.618 51.38
HIGH 50.22
0.618 49.51
0.500 49.29
0.382 49.06
LOW 48.35
0.618 47.19
1.000 46.48
1.618 45.32
2.618 43.45
4.250 40.40
Fisher Pivots for day following 10-Aug-2017
Pivot 1 day 3 day
R1 49.29 49.29
PP 49.05 49.05
S1 48.82 48.82

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

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