NYMEX Light Sweet Crude Oil Future September 2017


Trading Metrics calculated at close of trading on 26-Jun-2017
Day Change Summary
Previous Current
23-Jun-2017 26-Jun-2017 Change Change % Previous Week
Open 42.99 43.38 0.39 0.9% 45.11
High 43.46 43.90 0.44 1.0% 45.51
Low 42.76 42.87 0.11 0.3% 42.27
Close 43.27 43.61 0.34 0.8% 43.27
Range 0.70 1.03 0.33 47.1% 3.24
ATR 1.30 1.28 -0.02 -1.5% 0.00
Volume 179,367 108,671 -70,696 -39.4% 720,729
Daily Pivots for day following 26-Jun-2017
Classic Woodie Camarilla DeMark
R4 46.55 46.11 44.18
R3 45.52 45.08 43.89
R2 44.49 44.49 43.80
R1 44.05 44.05 43.70 44.27
PP 43.46 43.46 43.46 43.57
S1 43.02 43.02 43.52 43.24
S2 42.43 42.43 43.42
S3 41.40 41.99 43.33
S4 40.37 40.96 43.04
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 53.40 51.58 45.05
R3 50.16 48.34 44.16
R2 46.92 46.92 43.86
R1 45.10 45.10 43.57 44.39
PP 43.68 43.68 43.68 43.33
S1 41.86 41.86 42.97 41.15
S2 40.44 40.44 42.68
S3 37.20 38.62 42.38
S4 33.96 35.38 41.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.94 42.27 2.67 6.1% 1.33 3.1% 50% False False 152,582
10 46.98 42.27 4.71 10.8% 1.18 2.7% 28% False False 125,680
20 50.70 42.27 8.43 19.3% 1.29 3.0% 16% False False 108,064
40 52.38 42.27 10.11 23.2% 1.37 3.2% 13% False False 82,238
60 54.77 42.27 12.50 28.7% 1.26 2.9% 11% False False 70,063
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.28
2.618 46.60
1.618 45.57
1.000 44.93
0.618 44.54
HIGH 43.90
0.618 43.51
0.500 43.39
0.382 43.26
LOW 42.87
0.618 42.23
1.000 41.84
1.618 41.20
2.618 40.17
4.250 38.49
Fisher Pivots for day following 26-Jun-2017
Pivot 1 day 3 day
R1 43.54 43.47
PP 43.46 43.33
S1 43.39 43.20

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

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