NYMEX Light Sweet Crude Oil Future July 2017


Trading Metrics calculated at close of trading on 15-May-2017
Day Change Summary
Previous Current
12-May-2017 15-May-2017 Change Change % Previous Week
Open 48.15 48.19 0.04 0.1% 46.69
High 48.44 49.97 1.53 3.2% 48.58
Low 47.70 48.08 0.38 0.8% 45.92
Close 48.17 49.16 0.99 2.1% 48.17
Range 0.74 1.89 1.15 155.4% 2.66
ATR 1.30 1.34 0.04 3.2% 0.00
Volume 207,145 295,658 88,513 42.7% 1,295,602
Daily Pivots for day following 15-May-2017
Classic Woodie Camarilla DeMark
R4 54.74 53.84 50.20
R3 52.85 51.95 49.68
R2 50.96 50.96 49.51
R1 50.06 50.06 49.33 50.51
PP 49.07 49.07 49.07 49.30
S1 48.17 48.17 48.99 48.62
S2 47.18 47.18 48.81
S3 45.29 46.28 48.64
S4 43.40 44.39 48.12
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 55.54 54.51 49.63
R3 52.88 51.85 48.90
R2 50.22 50.22 48.66
R1 49.19 49.19 48.41 49.71
PP 47.56 47.56 47.56 47.81
S1 46.53 46.53 47.93 47.05
S2 44.90 44.90 47.68
S3 42.24 43.87 47.44
S4 39.58 41.21 46.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.97 45.92 4.05 8.2% 1.29 2.6% 80% True False 264,603
10 49.97 44.13 5.84 11.9% 1.59 3.2% 86% True False 243,947
20 53.65 44.13 9.52 19.4% 1.41 2.9% 53% False False 184,901
40 54.45 44.13 10.32 21.0% 1.19 2.4% 49% False False 126,580
60 55.64 44.13 11.51 23.4% 1.15 2.3% 44% False False 98,100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 58.00
2.618 54.92
1.618 53.03
1.000 51.86
0.618 51.14
HIGH 49.97
0.618 49.25
0.500 49.03
0.382 48.80
LOW 48.08
0.618 46.91
1.000 46.19
1.618 45.02
2.618 43.13
4.250 40.05
Fisher Pivots for day following 15-May-2017
Pivot 1 day 3 day
R1 49.12 49.05
PP 49.07 48.94
S1 49.03 48.84

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

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