NYMEX Light Sweet Crude Oil Future July 2017


Trading Metrics calculated at close of trading on 15-Jun-2017
Day Change Summary
Previous Current
14-Jun-2017 15-Jun-2017 Change Change % Previous Week
Open 45.94 44.69 -1.25 -2.7% 47.71
High 46.49 44.81 -1.68 -3.6% 48.42
Low 44.54 44.22 -0.32 -0.7% 45.20
Close 44.73 44.46 -0.27 -0.6% 45.83
Range 1.95 0.59 -1.36 -69.7% 3.22
ATR 1.45 1.39 -0.06 -4.2% 0.00
Volume 924,408 500,938 -423,470 -45.8% 4,381,210
Daily Pivots for day following 15-Jun-2017
Classic Woodie Camarilla DeMark
R4 46.27 45.95 44.78
R3 45.68 45.36 44.62
R2 45.09 45.09 44.57
R1 44.77 44.77 44.51 44.64
PP 44.50 44.50 44.50 44.43
S1 44.18 44.18 44.41 44.05
S2 43.91 43.91 44.35
S3 43.32 43.59 44.30
S4 42.73 43.00 44.14
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 56.14 54.21 47.60
R3 52.92 50.99 46.72
R2 49.70 49.70 46.42
R1 47.77 47.77 46.13 47.13
PP 46.48 46.48 46.48 46.16
S1 44.55 44.55 45.53 43.91
S2 43.26 43.26 45.24
S3 40.04 41.33 44.94
S4 36.82 38.11 44.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.71 44.22 2.49 5.6% 1.10 2.5% 10% False True 722,272
10 48.42 44.22 4.20 9.4% 1.35 3.0% 6% False True 805,930
20 52.00 44.22 7.78 17.5% 1.45 3.3% 3% False True 766,325
40 52.00 44.13 7.87 17.7% 1.41 3.2% 4% False False 488,459
60 54.45 44.13 10.32 23.2% 1.28 2.9% 3% False False 349,555
80 55.62 44.13 11.49 25.8% 1.24 2.8% 3% False False 273,201
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.36
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 47.32
2.618 46.35
1.618 45.76
1.000 45.40
0.618 45.17
HIGH 44.81
0.618 44.58
0.500 44.52
0.382 44.45
LOW 44.22
0.618 43.86
1.000 43.63
1.618 43.27
2.618 42.68
4.250 41.71
Fisher Pivots for day following 15-Jun-2017
Pivot 1 day 3 day
R1 44.52 45.40
PP 44.50 45.08
S1 44.48 44.77

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

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