NYMEX Light Sweet Crude Oil Future December 2017

Trading Metrics calculated at close of trading on 12-Jul-2017

Day Change Summary
	Previous	Current
	11-Jul-2017	12-Jul-2017	Change	Change %	Previous Week
Open	45.49	46.56	1.07	2.4%	47.30
High	46.62	47.23	0.61	1.3%	48.19
Low	44.76	45.90	1.14	2.5%	44.67
Close	45.92	46.24	0.32	0.7%	45.07
Range	1.86	1.33	-0.53	-28.5%	3.52
ATR
Volume	81,772	133,275	51,503	63.0%	343,783

Daily Pivots for day following 12-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	50.45	49.67	46.97
R3	49.12	48.34	46.61
R2	47.79	47.79	46.48
R1	47.01	47.01	46.36	46.74
PP	46.46	46.46	46.46	46.32
S1	45.68	45.68	46.12	45.41
S2	45.13	45.13	46.00
S3	43.80	44.35	45.87
S4	42.47	43.02	45.51

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	56.54	54.32	47.01
R3	53.02	50.80	46.04
R2	49.50	49.50	45.72
R1	47.28	47.28	45.39	46.63
PP	45.98	45.98	45.98	45.65
S1	43.76	43.76	44.75	43.11
S2	42.46	42.46	44.42
S3	38.94	40.24	44.10
S4	35.42	36.72	43.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.42	44.52	2.90	6.3%	1.47	3.2%	59%	False	False	96,376
10	48.19	44.52	3.67	7.9%	1.45	3.1%	47%	False	False	85,838

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	52.88
2.618	50.71
1.618	49.38
1.000	48.56
0.618	48.05
HIGH	47.23
0.618	46.72
0.500	46.57
0.382	46.41
LOW	45.90
0.618	45.08
1.000	44.57
1.618	43.75
2.618	42.42
4.250	40.25

Fisher Pivots for day following 12-Jul-2017
Pivot	1 day	3 day
R1	46.57	46.12
PP	46.46	46.00
S1	46.35	45.88

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