NYMEX Light Sweet Crude Oil Future September 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 46.38 45.14 -1.24 -2.7% 48.09
High 46.85 45.25 -1.60 -3.4% 48.80
Low 44.96 44.69 -0.27 -0.6% 45.74
Close 45.14 44.91 -0.23 -0.5% 46.32
Range 1.89 0.56 -1.33 -70.4% 3.06
ATR 1.40 1.34 -0.06 -4.3% 0.00
Volume 149,508 108,883 -40,625 -27.2% 540,269
Daily Pivots for day following 15-Jun-2017
Classic Woodie Camarilla DeMark
R4 46.63 46.33 45.22
R3 46.07 45.77 45.06
R2 45.51 45.51 45.01
R1 45.21 45.21 44.96 45.08
PP 44.95 44.95 44.95 44.89
S1 44.65 44.65 44.86 44.52
S2 44.39 44.39 44.81
S3 43.83 44.09 44.76
S4 43.27 43.53 44.60
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 56.13 54.29 48.00
R3 53.07 51.23 47.16
R2 50.01 50.01 46.88
R1 48.17 48.17 46.60 47.56
PP 46.95 46.95 46.95 46.65
S1 45.11 45.11 46.04 44.50
S2 43.89 43.89 45.76
S3 40.83 42.05 45.48
S4 37.77 38.99 44.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.17 44.69 2.48 5.5% 1.06 2.4% 9% False True 105,224
10 48.80 44.69 4.11 9.2% 1.30 2.9% 5% False True 105,802
20 52.38 44.69 7.69 17.1% 1.40 3.1% 3% False True 85,455
40 52.38 44.69 7.69 17.1% 1.36 3.0% 3% False True 68,766
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 0.35
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 47.63
2.618 46.72
1.618 46.16
1.000 45.81
0.618 45.60
HIGH 45.25
0.618 45.04
0.500 44.97
0.382 44.90
LOW 44.69
0.618 44.34
1.000 44.13
1.618 43.78
2.618 43.22
4.250 42.31
Fisher Pivots for day following 15-Jun-2017
Pivot 1 day 3 day
R1 44.97 45.84
PP 44.95 45.53
S1 44.93 45.22

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

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