NYMEX Light Sweet Crude Oil Future August 2017


Trading Metrics calculated at close of trading on 21-Jun-2017
Day Change Summary
Previous Current
20-Jun-2017 21-Jun-2017 Change Change % Previous Week
Open 44.33 43.38 -0.95 -2.1% 46.01
High 44.69 44.20 -0.49 -1.1% 46.94
Low 42.94 42.05 -0.89 -2.1% 44.45
Close 43.51 42.53 -0.98 -2.3% 44.97
Range 1.75 2.15 0.40 22.9% 2.49
ATR 1.34 1.39 0.06 4.4% 0.00
Volume 894,104 1,071,747 177,643 19.9% 1,720,970
Daily Pivots for day following 21-Jun-2017
Classic Woodie Camarilla DeMark
R4 49.38 48.10 43.71
R3 47.23 45.95 43.12
R2 45.08 45.08 42.92
R1 43.80 43.80 42.73 43.37
PP 42.93 42.93 42.93 42.71
S1 41.65 41.65 42.33 41.22
S2 40.78 40.78 42.14
S3 38.63 39.50 41.94
S4 36.48 37.35 41.35
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 52.92 51.44 46.34
R3 50.43 48.95 45.65
R2 47.94 47.94 45.43
R1 46.46 46.46 45.20 45.96
PP 45.45 45.45 45.45 45.20
S1 43.97 43.97 44.74 43.47
S2 42.96 42.96 44.51
S3 40.47 41.48 44.29
S4 37.98 38.99 43.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.28 42.05 3.23 7.6% 1.24 2.9% 15% False True 664,011
10 46.94 42.05 4.89 11.5% 1.20 2.8% 10% False True 484,530
20 52.22 42.05 10.17 23.9% 1.48 3.5% 5% False True 335,111
40 52.22 42.05 10.17 23.9% 1.42 3.3% 5% False True 204,836
60 54.63 42.05 12.58 29.6% 1.29 3.0% 4% False True 149,990
80 55.56 42.05 13.51 31.8% 1.24 2.9% 4% False True 120,090
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 53.34
2.618 49.83
1.618 47.68
1.000 46.35
0.618 45.53
HIGH 44.20
0.618 43.38
0.500 43.13
0.382 42.87
LOW 42.05
0.618 40.72
1.000 39.90
1.618 38.57
2.618 36.42
4.250 32.91
Fisher Pivots for day following 21-Jun-2017
Pivot 1 day 3 day
R1 43.13 43.67
PP 42.93 43.29
S1 42.73 42.91

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

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