NYMEX Light Sweet Crude Oil Future August 2017


Trading Metrics calculated at close of trading on 29-Jun-2017
Day Change Summary
Previous Current
28-Jun-2017 29-Jun-2017 Change Change % Previous Week
Open 43.70 44.89 1.19 2.7% 44.89
High 44.90 45.45 0.55 1.2% 45.28
Low 43.67 44.65 0.98 2.2% 42.05
Close 44.74 44.93 0.19 0.4% 43.01
Range 1.23 0.80 -0.43 -35.0% 3.23
ATR 1.28 1.25 -0.03 -2.7% 0.00
Volume 753,375 768,946 15,571 2.1% 3,946,554
Daily Pivots for day following 29-Jun-2017
Classic Woodie Camarilla DeMark
R4 47.41 46.97 45.37
R3 46.61 46.17 45.15
R2 45.81 45.81 45.08
R1 45.37 45.37 45.00 45.59
PP 45.01 45.01 45.01 45.12
S1 44.57 44.57 44.86 44.79
S2 44.21 44.21 44.78
S3 43.41 43.77 44.71
S4 42.61 42.97 44.49
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 53.14 51.30 44.79
R3 49.91 48.07 43.90
R2 46.68 46.68 43.60
R1 44.84 44.84 43.31 44.15
PP 43.45 43.45 43.45 43.10
S1 41.61 41.61 42.71 40.92
S2 40.22 40.22 42.42
S3 36.99 38.38 42.12
S4 33.76 35.15 41.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.45 42.53 2.92 6.5% 0.97 2.2% 82% True False 726,739
10 45.45 42.05 3.40 7.6% 1.15 2.6% 85% True False 728,306
20 48.62 42.05 6.57 14.6% 1.24 2.8% 44% False False 505,298
40 52.22 42.05 10.17 22.6% 1.39 3.1% 28% False False 303,690
60 54.63 42.05 12.58 28.0% 1.29 2.9% 23% False False 218,588
80 54.63 42.05 12.58 28.0% 1.25 2.8% 23% False False 172,040
Crabel Price Patterns
NR True
NR4 True
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 0.31
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 48.85
2.618 47.54
1.618 46.74
1.000 46.25
0.618 45.94
HIGH 45.45
0.618 45.14
0.500 45.05
0.382 44.96
LOW 44.65
0.618 44.16
1.000 43.85
1.618 43.36
2.618 42.56
4.250 41.25
Fisher Pivots for day following 29-Jun-2017
Pivot 1 day 3 day
R1 45.05 44.75
PP 45.01 44.57
S1 44.97 44.39

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

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