NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 20-Jun-2017
Day Change Summary
Previous Current
19-Jun-2017 20-Jun-2017 Change Change % Previous Week
Open 45.11 44.58 -0.53 -1.2% 46.37
High 45.51 44.94 -0.57 -1.3% 47.17
Low 44.53 43.21 -1.32 -3.0% 44.69
Close 44.69 43.77 -0.92 -2.1% 45.20
Range 0.98 1.73 0.75 76.5% 2.48
ATR 1.27 1.31 0.03 2.6% 0.00
Volume 66,488 194,033 127,545 191.8% 508,842
Daily Pivots for day following 20-Jun-2017
Classic Woodie Camarilla DeMark
R4 49.16 48.20 44.72
R3 47.43 46.47 44.25
R2 45.70 45.70 44.09
R1 44.74 44.74 43.93 44.36
PP 43.97 43.97 43.97 43.78
S1 43.01 43.01 43.61 42.63
S2 42.24 42.24 43.45
S3 40.51 41.28 43.29
S4 38.78 39.55 42.82
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 46.85 43.21 3.64 8.3% 1.17 2.7% 15% False True 116,548
10 48.50 43.21 5.29 12.1% 1.20 2.7% 11% False True 116,565
20 52.38 43.21 9.17 21.0% 1.40 3.2% 6% False True 94,470
40 52.38 43.21 9.17 21.0% 1.36 3.1% 6% False True 72,857
60 54.77 43.21 11.56 26.4% 1.24 2.8% 5% False True 62,859
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.29
2.618 49.47
1.618 47.74
1.000 46.67
0.618 46.01
HIGH 44.94
0.618 44.28
0.500 44.08
0.382 43.87
LOW 43.21
0.618 42.14
1.000 41.48
1.618 40.41
2.618 38.68
4.250 35.86
Fisher Pivots for day following 20-Jun-2017
Pivot 1 day 3 day
R1 44.08 44.36
PP 43.97 44.16
S1 43.87 43.97

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

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