NYMEX Light Sweet Crude Oil Future October 2017


Trading Metrics calculated at close of trading on 27-Jun-2017
Day Change Summary
Previous Current
26-Jun-2017 27-Jun-2017 Change Change % Previous Week
Open 43.63 43.96 0.33 0.8% 45.35
High 44.13 44.94 0.81 1.8% 45.72
Low 43.13 43.80 0.67 1.6% 42.51
Close 43.84 44.73 0.89 2.0% 43.51
Range 1.00 1.14 0.14 14.0% 3.21
ATR 1.26 1.25 -0.01 -0.7% 0.00
Volume 33,535 45,172 11,637 34.7% 276,847
Daily Pivots for day following 27-Jun-2017
Classic Woodie Camarilla DeMark
R4 47.91 47.46 45.36
R3 46.77 46.32 45.04
R2 45.63 45.63 44.94
R1 45.18 45.18 44.83 45.41
PP 44.49 44.49 44.49 44.60
S1 44.04 44.04 44.63 44.27
S2 43.35 43.35 44.52
S3 42.21 42.90 44.42
S4 41.07 41.76 44.10
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 53.54 51.74 45.28
R3 50.33 48.53 44.39
R2 47.12 47.12 44.10
R1 45.32 45.32 43.80 44.62
PP 43.91 43.91 43.91 43.56
S1 42.11 42.11 43.22 41.41
S2 40.70 40.70 42.92
S3 37.49 38.90 42.63
S4 34.28 35.69 41.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.94 42.51 2.43 5.4% 1.19 2.7% 91% True False 50,560
10 47.00 42.51 4.49 10.0% 1.17 2.6% 49% False False 48,102
20 50.27 42.51 7.76 17.3% 1.25 2.8% 29% False False 45,380
40 52.50 42.51 9.99 22.3% 1.35 3.0% 22% False False 37,660
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 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.79
2.618 47.92
1.618 46.78
1.000 46.08
0.618 45.64
HIGH 44.94
0.618 44.50
0.500 44.37
0.382 44.24
LOW 43.80
0.618 43.10
1.000 42.66
1.618 41.96
2.618 40.82
4.250 38.96
Fisher Pivots for day following 27-Jun-2017
Pivot 1 day 3 day
R1 44.61 44.48
PP 44.49 44.22
S1 44.37 43.97

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

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