NYMEX Light Sweet Crude Oil Future August 2017


Trading Metrics calculated at close of trading on 18-Jul-2017
Day Change Summary
Previous Current
17-Jul-2017 18-Jul-2017 Change Change % Previous Week
Open 46.68 45.99 -0.69 -1.5% 44.35
High 46.88 46.92 0.04 0.1% 46.74
Low 45.89 45.81 -0.08 -0.2% 43.65
Close 46.02 46.40 0.38 0.8% 46.54
Range 0.99 1.11 0.12 12.1% 3.09
ATR 1.35 1.34 -0.02 -1.3% 0.00
Volume 560,633 208,420 -352,213 -62.8% 4,314,632
Daily Pivots for day following 18-Jul-2017
Classic Woodie Camarilla DeMark
R4 49.71 49.16 47.01
R3 48.60 48.05 46.71
R2 47.49 47.49 46.60
R1 46.94 46.94 46.50 47.22
PP 46.38 46.38 46.38 46.51
S1 45.83 45.83 46.30 46.11
S2 45.27 45.27 46.20
S3 44.16 44.72 46.09
S4 43.05 43.61 45.79
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 54.91 53.82 48.24
R3 51.82 50.73 47.39
R2 48.73 48.73 47.11
R1 47.64 47.64 46.82 48.19
PP 45.64 45.64 45.64 45.92
S1 44.55 44.55 46.26 45.10
S2 42.55 42.55 45.97
S3 39.46 41.46 45.69
S4 36.37 38.37 44.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.92 44.99 1.93 4.2% 1.14 2.5% 73% True False 644,884
10 47.32 43.65 3.67 7.9% 1.47 3.2% 75% False False 820,285
20 47.32 42.05 5.27 11.4% 1.36 2.9% 83% False False 783,313
40 52.22 42.05 10.17 21.9% 1.37 2.9% 43% False False 515,321
60 52.22 42.05 10.17 21.9% 1.37 2.9% 43% False False 366,554
80 54.63 42.05 12.58 27.1% 1.28 2.8% 35% False False 284,231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 51.64
2.618 49.83
1.618 48.72
1.000 48.03
0.618 47.61
HIGH 46.92
0.618 46.50
0.500 46.37
0.382 46.23
LOW 45.81
0.618 45.12
1.000 44.70
1.618 44.01
2.618 42.90
4.250 41.09
Fisher Pivots for day following 18-Jul-2017
Pivot 1 day 3 day
R1 46.39 46.39
PP 46.38 46.37
S1 46.37 46.36

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

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