NYMEX Light Sweet Crude Oil Future November 2017


Trading Metrics calculated at close of trading on 20-Jun-2017
Day Change Summary
Previous Current
19-Jun-2017 20-Jun-2017 Change Change % Previous Week
Open 45.60 45.15 -0.45 -1.0% 46.74
High 45.97 45.44 -0.53 -1.2% 47.57
Low 45.03 43.79 -1.24 -2.8% 45.18
Close 45.19 44.30 -0.89 -2.0% 45.67
Range 0.94 1.65 0.71 75.5% 2.39
ATR 1.25 1.28 0.03 2.3% 0.00
Volume 20,175 58,954 38,779 192.2% 153,955
Daily Pivots for day following 20-Jun-2017
Classic Woodie Camarilla DeMark
R4 49.46 48.53 45.21
R3 47.81 46.88 44.75
R2 46.16 46.16 44.60
R1 45.23 45.23 44.45 44.87
PP 44.51 44.51 44.51 44.33
S1 43.58 43.58 44.15 43.22
S2 42.86 42.86 44.00
S3 41.21 41.93 43.85
S4 39.56 40.28 43.39
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 53.31 51.88 46.98
R3 50.92 49.49 46.33
R2 48.53 48.53 46.11
R1 47.10 47.10 45.89 46.62
PP 46.14 46.14 46.14 45.90
S1 44.71 44.71 45.45 44.23
S2 43.75 43.75 45.23
S3 41.36 42.32 45.01
S4 38.97 39.93 44.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.17 43.79 3.38 7.6% 1.12 2.5% 15% False True 34,084
10 48.77 43.79 4.98 11.2% 1.14 2.6% 10% False True 35,718
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 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.45
2.618 49.76
1.618 48.11
1.000 47.09
0.618 46.46
HIGH 45.44
0.618 44.81
0.500 44.62
0.382 44.42
LOW 43.79
0.618 42.77
1.000 42.14
1.618 41.12
2.618 39.47
4.250 36.78
Fisher Pivots for day following 20-Jun-2017
Pivot 1 day 3 day
R1 44.62 44.88
PP 44.51 44.69
S1 44.41 44.49

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

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