NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 19-Jun-2017
Day Change Summary
Previous Current
16-Jun-2017 19-Jun-2017 Change Change % Previous Week
Open 44.70 45.11 0.41 0.9% 46.37
High 45.41 45.51 0.10 0.2% 47.17
Low 44.70 44.53 -0.17 -0.4% 44.69
Close 45.20 44.69 -0.51 -1.1% 45.20
Range 0.71 0.98 0.27 38.0% 2.48
ATR 1.30 1.27 -0.02 -1.7% 0.00
Volume 63,829 66,488 2,659 4.2% 508,842
Daily Pivots for day following 19-Jun-2017
Classic Woodie Camarilla DeMark
R4 47.85 47.25 45.23
R3 46.87 46.27 44.96
R2 45.89 45.89 44.87
R1 45.29 45.29 44.78 45.10
PP 44.91 44.91 44.91 44.82
S1 44.31 44.31 44.60 44.12
S2 43.93 43.93 44.51
S3 42.95 43.33 44.42
S4 41.97 42.35 44.15
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 53.13 51.64 46.56
R3 50.65 49.16 45.88
R2 48.17 48.17 45.65
R1 46.68 46.68 45.43 46.19
PP 45.69 45.69 45.69 45.44
S1 44.20 44.20 44.97 43.71
S2 43.21 43.21 44.75
S3 40.73 41.72 44.52
S4 38.25 39.24 43.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.98 44.53 2.45 5.5% 1.02 2.3% 7% False True 98,777
10 48.68 44.53 4.15 9.3% 1.17 2.6% 4% False True 104,809
20 52.38 44.53 7.85 17.6% 1.34 3.0% 2% False True 87,263
40 52.38 44.53 7.85 17.6% 1.34 3.0% 2% False True 69,027
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 True
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 49.68
2.618 48.08
1.618 47.10
1.000 46.49
0.618 46.12
HIGH 45.51
0.618 45.14
0.500 45.02
0.382 44.90
LOW 44.53
0.618 43.92
1.000 43.55
1.618 42.94
2.618 41.96
4.250 40.37
Fisher Pivots for day following 19-Jun-2017
Pivot 1 day 3 day
R1 45.02 45.02
PP 44.91 44.91
S1 44.80 44.80

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

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