NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 01-Jun-2017
Day Change Summary
Previous Current
31-May-2017 01-Jun-2017 Change Change % Previous Week
Open 50.09 49.02 -1.07 -2.1% 51.50
High 50.14 49.57 -0.57 -1.1% 52.38
Low 48.18 48.34 0.16 0.3% 48.65
Close 48.74 48.79 0.05 0.1% 50.23
Range 1.96 1.23 -0.73 -37.2% 3.73
ATR 1.43 1.42 -0.01 -1.0% 0.00
Volume 87,405 76,687 -10,718 -12.3% 346,900
Daily Pivots for day following 01-Jun-2017
Classic Woodie Camarilla DeMark
R4 52.59 51.92 49.47
R3 51.36 50.69 49.13
R2 50.13 50.13 49.02
R1 49.46 49.46 48.90 49.18
PP 48.90 48.90 48.90 48.76
S1 48.23 48.23 48.68 47.95
S2 47.67 47.67 48.56
S3 46.44 47.00 48.45
S4 45.21 45.77 48.11
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 61.61 59.65 52.28
R3 57.88 55.92 51.26
R2 54.15 54.15 50.91
R1 52.19 52.19 50.57 51.31
PP 50.42 50.42 50.42 49.98
S1 48.46 48.46 49.89 47.58
S2 46.69 46.69 49.55
S3 42.96 44.73 49.20
S4 39.23 41.00 48.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.38 48.18 4.20 8.6% 1.92 3.9% 15% False False 72,661
10 52.38 48.18 4.20 8.6% 1.49 3.1% 15% False False 65,109
20 52.38 44.76 7.62 15.6% 1.51 3.1% 53% False False 61,034
40 54.77 44.76 10.01 20.5% 1.28 2.6% 40% False False 53,340
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.80
2.618 52.79
1.618 51.56
1.000 50.80
0.618 50.33
HIGH 49.57
0.618 49.10
0.500 48.96
0.382 48.81
LOW 48.34
0.618 47.58
1.000 47.11
1.618 46.35
2.618 45.12
4.250 43.11
Fisher Pivots for day following 01-Jun-2017
Pivot 1 day 3 day
R1 48.96 49.44
PP 48.90 49.22
S1 48.85 49.01

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

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